Related papers: Spectral methods for limit theorems for random exp…
The aim of this note is to announce some results about the probabilistic and deterministic asymptotic properties of linear groups. The first one is the analogue, for norms of random matrix products, of the classical theorem of Cramer on…
This paper presents a novel approach to characterize the dynamics of the limit spectrum of large random matrices. This approach is based upon the notion we call "spectral dominance". In particular, we show that the limit spectral measure…
This paper presents a pseudo-spectral method for Dynamic Optimization Problems (DOPs) that allows for tight polynomial bounds to be achieved via flexible sub-intervals. The proposed method not only rigorously enforces inequality…
This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…
We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…
We develop a model reduction technique for non-smooth dynamical systems using spectral submanifolds. Specifically, we construct low-dimensional, sparse, nonlinear and non-smooth models on unions of slow and attracting spectral submanifolds…
We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT) for almost all frequencies and also an annealed CLT. The theorems hold for all…
Most slope limiter functions in high-resolution finite volume methods to solve hyperbolic conservation laws are designed assuming one-dimensional uniform grids, and they are also used to compute slope limiters in computations on non-uniform…
We describe a simple but surprisingly effective technique of obtaining spectral multiplier results for abstract operators which satisfy the finite propagation speed property for the corresponding wave equation propagator. We show that, in…
This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…
The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…
We consider the Grenander estimator that is the maximum likelihood estimator for non-increasing densities. We prove uniform central limit theorems for certain subclasses of bounded variation functions and for H\"older balls of smoothness…
Previously derived "global" thermodynamic speed limit theorems state that increasing the maximum speed with which a system can evolve between two given probability distributions over its states requires the system to produce more entropy in…
High-dimensional sample correlation matrices are a crucial class of random matrices in multivariate statistical analysis. The central limit theorem (CLT) provides a theoretical foundation for statistical inference. In this paper, assuming…
We develop spectral theorems for nonautonomous linear difference systems, considering different types of $\mu$-dichotomies, both uniform and nonuniform. In the nonuniform case, intriguing scenarios emerge -- that have been employed but…
We consider dynamical systems on a finite measure space fulfilling a spectral gap property and Birkhoff sums of a non-negative, non-integrable observable. For such systems we generalize strong laws of large numbers for intermediately…
We investigate the limit behaviour of the spectral measures of matrices following the Gibbs measure for the Ising model on random graphs, Potts model on random graphs, matrices coupled in a chain model or induced QCD model. For most of…
We prove that projectivised finite-dimensional linear random dynamical systems possess a unique finest weak Morse decomposition. Based on this result, we define the Morse spectrum and investigate its basic properties. In particular, we show…
In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix when the population covariance matrices are not uniformly bounded, which is a nontrivial…
We extend the theory of spectral submanifolds (SSMs) to general non-autonomous dynamical systems that are either weakly forced or slowly varying. Examples of such systems arise in structural dynamics, fluid-structure interactions and…