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We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our…

Probability · Mathematics 2012-03-02 Jérôme Dedecker , Paul Doukhan , Florence Merlevède

We consider deterministic fast-slow dynamical systems on $\mathbb{R}^m\times Y$ of the form \[ \begin{cases} x_{k+1}^{(n)} = x_k^{(n)} + n^{-1} a(x_k^{(n)}) + n^{-1/\alpha} b(x_k^{(n)}) v(y_k)\;,\quad y_{k+1} = f(y_k)\;, \end{cases} \]…

Dynamical Systems · Mathematics 2020-10-30 Ilya Chevyrev , Peter K. Friz , Alexey Korepanov , Ian Melbourne

We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…

Dynamical Systems · Mathematics 2010-06-17 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the…

Probability · Mathematics 2024-03-05 Marek Biskup , Minghao Pan

We prove the convergence of the extremal processes for variable speed branching Brownian motions where the "speed functions", that describe the time-inhomogeneous variance, lie strictly below their concave hull and satisfy a certain weak…

Probability · Mathematics 2015-04-15 Anton Bovier , Lisa Hartung

Large deviation rates are obtained for suspension flows over symbolic dynamical systems with a countable alphabet. The method is that of the first author and follows that of L.-S. Young. A corollary of the main results is a large deviation…

Dynamical Systems · Mathematics 2011-08-19 V. Araujo , A. Bufetov

This paper is concerned with the convergence rate of the solutions of nonlinear switched systems. We first consider a switched system which is asymptotically stable for a class of inputs but not for all inputs. We show that solutions…

Optimization and Control · Mathematics 2015-11-06 Philippe Jouan , Saïd Naciri

In this paper, we consider the quenched invariance principle for random Young towers driven by an ergodic system. In particular, we obtain the Wassertein convergence rate in the quenched invariance principle. As a key ingredient, we derive…

Dynamical Systems · Mathematics 2025-06-18 Zhenxin Liu , Benoit Saussol , Sandro Vaienti , Zhe Wang

We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…

Probability · Mathematics 2018-04-12 Mario Abundo , Maria Beatrice Scioscia Santoro

We prove existence of weak solutions for a diffuse interface model for the flow of two viscous incompressible Newtonian fluids with different densities in a bounded domain in two and three space dimensions. In contrast to previous works, we…

Analysis of PDEs · Mathematics 2019-11-21 Helmut Abels , Yutaka Terasawa

We study nontrivial entropy invariants in the class of parabolic flows on homogeneous spaces, quasi-unipotent flows. We show that topological complexity (ie, slow entropy) can be computed directly from the Jordan block structure of the…

Dynamical Systems · Mathematics 2019-08-27 Adam Kanigowski , Kurt Vinhage , Daren Wei

We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…

Analysis of PDEs · Mathematics 2015-09-15 Lucas C. F. Ferreira , Julio C. Valencia-Guevara

In this paper, we give rates of convergence in the strong invariance principle for non-adapted sequences satisfying projective criteria. The results apply to the iterates of ergodic automorphisms T of the d-dimensional torus, even in the…

Probability · Mathematics 2012-06-01 J. Dedecker , F. Merlevède , F. Pène

We study nonparametric Bayesian models for reversible multi-dimensional diffusions with periodic drift. For continuous observation paths, reversibility is exploited to prove a general posterior contraction rate theorem for the drift…

Statistics Theory · Mathematics 2024-08-02 Matteo Giordano , Kolyan Ray

We consider deterministic homogenization (convergence to a stochastic differential equation) for multiscale systems of the form \[ x_{k+1} = x_k + n^{-1} a_n(x_k,y_k) + n^{-1/2} b_n(x_k,y_k), \quad y_{k+1} = T_n y_k, \] where the fast…

Dynamical Systems · Mathematics 2022-07-19 Alexey Korepanov , Zemer Kosloff , Ian Melbourne

We show that polynomial decay of correlations is prevalent for a class of nonuniformly hyperbolic flows. These flows are the continuous time analogue of a class of nonuniformly hyperbolic diffeomorphisms for which Young proved polynomial…

Dynamical Systems · Mathematics 2014-12-09 Ian Melbourne

We investigate the incompressible Navier-Stokes equations with variable density. The aim is to prove existence and uniqueness results in the case of discontinuous ini- tial density. In dimension n = 2, 3, assuming only that the initial…

Analysis of PDEs · Mathematics 2015-06-04 Raphaël Danchin , Piotr B. Mucha

In this work, we consider a continuous dynamical system associated with the fixed point set of a nonexpansive operator which was originally studied by Bo\c{t} & Csetnek (2015). Our main results establish convergence rates for the system's…

Optimization and Control · Mathematics 2021-06-09 Ernö Robert Csetnek , Andrew Eberhard , Matthew K. Tam

For flows whose return map on a cross section has sufficient mixing property, we show that the hitting time distribution of the flow to balls is exponential in limit. We also establish a link between the extreme value distribution of the…

Dynamical Systems · Mathematics 2016-09-26 Maria Jose Pacifico , Fan Yang

Rheological properties of dense flows of hard particles are singular as one approaches the jamming threshold where flow ceases, both for aerial granular flows dominated by inertia, and for over-damped suspensions. Concomitantly, the…

Soft Condensed Matter · Physics 2015-06-17 E. DeGiuli , G. Düring , E. Lerner , M. Wyart