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We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…
A new approach is proposed to the quantitative estimation of the complexity of multidimensional discrete sequences in terms of the shapes of their trajectories in the extended space of states. This approach is based on the study of the…
We study time-dependent discrete-time quantum walks on the one-dimensional lattice. We compute the limit distribution of a two-period quantum walk defined by two orthogonal matrices. For the symmetric case, the distribution is determined by…
We derive an adiabatic theorem for Markov chains using well known facts about mixing and relaxation times. We discuss the results in the context of the recent developments in adiabatic quantum computation.
Probabilistic interpretation of transition from the dispersive transport regime to the quasi-Gaussian one in disordered semiconductors is given in terms of truncated Levy distributions. Corresponding transport equations with fractional…
We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…
In the framework of Density Functional Theory with Strongly Correlated Electrons we consider the so called bond dissociating limit for the energy of an aggregate of atoms. We show that the multi-marginals optimal transport cost with…
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…
We develop a detailed theory for spin transport in a one-dimensional quantum wire described by Luttinger liquid theory. A hydrodynamic description for the quantum wire is supplemented by boundary conditions taking into account the exchange…
We consider a vector of $N$ independent binary variables, each with a different probability of success. The distribution of the vector conditional on its sum is known as the conditional Bernoulli distribution. Assuming that $N$ goes to…
Transport equations for autonomous driven Fermionic quantum systems are derived with the help of statistical assumptions and of the Markov approximation. The statistical assumptions hold if the system consists of subsystems within which…
In this paper we investigate model-independent bounds for exotic options written on a risky asset. Based on arguments from the theory of Monge-Kantorovich mass-transport we establish a dual version of the problem that has a natural…
In this paper we give sufficient conditions for the almost sure central limit theorem started at a point, known under the name of quenched central limit theorem. This is achieved by using a new idea of conditioning with respect to both the…
In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
In this paper we study a variant of the branched transportation problem, that we call multi-material transport problem. This is a transportation problem, where distinct commodities are transported simultaneously along a network. The cost of…
Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces\`aro sense. Furthermore,…
This paper develops a novel operator theoretic framework to study the contraction properties of Markov semigroups with respect to a general class of Kantorovich semi-distances, which notably includes Wasserstein distances. The rather simple…
We obtain the phase diagrams of field theories of intertwined orders in the presence of periodic driving by an external field which preserves all symmetries. We consider both a conventional Landau theory of competing orders, and a…
In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of $\phi$-mixing sequences, contracting Markov chains, expanding maps…