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Previously it has been shown that some classes of mixing dynamical systems have limiting return times distributions that are almost everywhere Poissonian. Here we study the behaviour of return times at periodic points and show that the…

Dynamical Systems · Mathematics 2014-03-04 N. Haydn , S. Vaienti

The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…

Probability · Mathematics 2024-04-29 Vsevolod K. Malinovskii

Through a reformulation of the local limit theorem and law of small numbers, which is obtained by working in the spaces naturally associated to the limiting distributions, we discover a general and abstract framework for the investigation…

Probability · Mathematics 2015-04-21 Alberto Lanconelli

We prove the asymptotic functional Poisson laws in the total variation norm and obtain estimates of the corresponding convergence rates for a large class of hyperbolic dynamical systems. These results generalize the ones obtained before in…

Dynamical Systems · Mathematics 2021-07-07 Leonid Bunimovich , Yaofeng Su

Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…

Probability · Mathematics 2012-12-11 Matthias Schulte , Christoph Thaele

We present sufficient conditions for sums of dependent point processes to converge in distribution to a Poisson process. This extends the classical result of Grigelionis [Theory Probab. Appl. 8 (1963) 172--182] for sums of uniformly null…

Probability · Mathematics 2007-05-23 Matthew O. Jones , Richard F. Serfozo

We consider random dynamical systems on manifolds modeled by a skew product which have certain geometric properties and whose measures satisfy quenched decay of correlations at a sufficient rate. We prove that the limiting distribution for…

Dynamical Systems · Mathematics 2019-10-03 Nicolai Haydn , Jerome Rousseau , Fan Yang

We establish existence, uniqueness and ergodicity results for Patterson-Sullivan measures for relatively Anosov groups. As applications we obtain an entropy gap theorem and a strict concavity result for entropies associated to linear…

Dynamical Systems · Mathematics 2025-04-01 Richard Canary , Andrew Zimmer , Tengren Zhang

We prove dynamical local limits for the singular numbers of $p$-adic random matrix products at both the bulk and edge. The limit object which we construct, the reflecting Poisson sea, may thus be viewed as a $p$-adic analogue of line…

Probability · Mathematics 2026-01-14 Roger Van Peski

We obtain limit theorems (Stable Laws and Central Limit Theorems, both Gaussian and non-Gaussian) and thermodynamic properties for a class of non-uniformly hyperbolic flows: almost Anosov flows, constructed here. The proofs of the limit…

Dynamical Systems · Mathematics 2020-03-24 Henk Bruin , Dalia Terhesiu , Mike Todd

We show that after mapping each element of a set of second class constraints to the surface of the other ones, half of them form a subset of abelian first class constraints. The explicit form of the map is obtained considering the most…

High Energy Physics - Theory · Physics 2009-11-07 F. Loran

We construct the Poisson boundary for a random walk supported by the general linear group on the rational numbers as the product of flag manifolds over the $p$-adic fields. To this purpose, we prove a law of large numbers using the…

Probability · Mathematics 2009-11-17 Sara Brofferio , Bruno Schapira

We define a stochastic model of a two-sided limit order book in terms of its key quantities \textit{best bid [ask] price} and the \textit{standing buy [sell] volume density}. For a simple scaling of the discreteness parameters, that keeps…

Mathematical Finance · Quantitative Finance 2015-01-06 Ulrich Horst , Michael Paulsen

We establish results with an arithmetic flavor that generalize the polynomial multidimensional Szemeredi theorem and related multiple recurrence and convergence results in ergodic theory. For instance, we show that in all these statements…

Dynamical Systems · Mathematics 2015-11-19 Nikos Frantzikinakis , Bernard Host

We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…

Probability · Mathematics 2025-10-23 Jaroslav I. Borodavka , Sebastian Krumscheid

For many measure preserving dynamical systems $(\Omega,T,m)$ the successive hitting times to a small set is well approximated by a Poisson process on the real line. In this work we define a new process obtained from recording not only the…

Dynamical Systems · Mathematics 2018-03-20 Françoise Pène , Benoit Saussol

We relate ergodic-theoretic properties of a very small tree or lamination to the behavior of folding and unfolding paths in Outer space that approximate it, and we obtain a criterion for unique ergodicity in both cases. Our main result is…

Geometric Topology · Mathematics 2014-11-03 Hossein Namazi , Alexandra Pettet , Patrick Reynolds

Let $X_1,\ldots,X_n$ be a sequence of independent random points in $\mathbb{R}^d$ with common Lebesgue density $f$. Under some conditions on $f$, we obtain a Poisson limit theorem, as $n \to \infty$, for the number of large probability…

Probability · Mathematics 2021-05-04 Nicolas Chenavier , Norbert Henze , Moritz Otto

This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…

Probability · Mathematics 2014-07-08 Guenter Last , Mathew D. Penrose , Matthias Schulte , Christoph Thaele

Asymptotic behavior of the point process of high and medium values of a Gaussian stationary process with discrete time is considered. An approximation by a Poisson cluster point process is given for the point process.

Probability · Mathematics 2023-09-06 Vladimir I. Piterbarg