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We introduce a new random walk with unbounded memory obtained as a mixture of the Elephant Random Walk and the Dynamic Random Walk which we call the Dynamic Elephant Random Walk (DERW). As a consequence of this mixture the distribution of…
The Symmetric Exclusion Process (SEP), in which particles hop symmetrically on a discrete line with hard-core constraints, is a paradigmatic model of subdiffusion in confined systems. This anomalous behavior is a direct consequence of…
We claim that looking at probability distributions of \emph{finite time} largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of…
In this paper, we first study convergence rates in the law of large numbers for independent and identically distributed random variables. We obtain a strong $L^p$-convergence version and a strongly almost sure convergence version of the law…
We demonstrate the existence of generalized synchronization in systems that act as mediators between two dynamical units that, in turn, show complete synchronization with each other. These are the so-called relay systems. Specifically, we…
We establish central limit theorems for the Sample Average Approximation (SAA) method in discrete-time, finite-horizon stochastic optimal control. Our analysis is based on an abstract limit theorem for stochastic backward recursions, which…
We prove a sufficient condition for synchronization for coupled one-dimensional maps and estimate the size of the window of parameters where synchronization takes place. It is shown that coupled systems on graphs with positive eigenvalues…
We give a succinct and self-contained description of the synchronized motion on networks of mutually coupled oscillators. Usually, the stability criterion for the stability of synchronized motion is obtained in terms of Lyapunov exponents.…
In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for…
We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…
A chaotic dynamics is typically characterized by the emergence of strange attractors with their fractal or multifractal structure. On the other hand, chaotic synchronization is a unique emergent self-organization phenomenon in nature.…
Optimal transport has emerged as a fundamental methodology with applications spanning multiple research areas in recent years. However, the convergence rate of the empirical estimator to its population counterpart suffers from the curse of…
We establish self-norming central limit theorems for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations are obtained by perturbing the slope in the…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
We investigate the synchronization phenomenon in coupled chaotic map lattices where the couplings decay with distance following a power-law. Depending on the lattice size, the coupling strength and the range of the interactions, complete…
We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…
We consider finite-dimensional systems of linear stochastic differential equations ${\partial_t}{x_k}\left( t \right) = {A_{kp}}\left( t \right){x_p}\left( t \right)$, ${\bf A}(t)$ being a stationary continuous statistically isotropic…
We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples…
We obtain large deviation results for non-uniformly expanding maps with non-flat singularities or criticalities and for partially hyperbolic non-uniformly expanding attracting sets. That is, given a continuous function we consider its space…
In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…