Related papers: A Fubini-type limit theorem for the integrated hyp…

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…

Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…

We study internal diffusion-limited aggregation with random starting points on Z^d. In this model, each new particle starts from a vertex chosen uniformly at random on the existing aggregate. We prove that the limiting shape of the…

We introduce infinitesimal weak containment for measure-preserving actions of a countable group $\Gamma$: an action $(X,\mu)$ is infinitesimally contained in $(Y,\nu)$ if the statistics of the action of $\Gamma$ on small measure subsets of…

For a jointly measurable probability-preserving action $\tau:\mathbb{R}^D\curvearrowright (X,\mu)$ and a tuple of polynomial maps $p_i:\mathbb{R}\to \mathbb{R}^D$, $i=1,2,...,k$, the multiple ergodic averages \[ \frac{1}{T}\int_0^T…

We show that the averaged characteristic polynomial and the averaged inverse characteristic polynomial, associated with Hermitian matrices whose elements perform a random walk in the space of complex numbers, satisfy certain partial…

We consider irreversible translation-invariant interacting particle systems on the $d$-dimensional cubic lattice with finite local state space, which admit at least one Gibbs measure as a time-stationary measure. Under some mild degeneracy…

This paper is concerned with statistical inference for infinite range interaction Gibbs point processes and in particular for the large class of Ruelle superstable and lower regular pairwise interaction models. We extend classical…

The classical as well as non commutative Korovkin-type theorems deal with convergence of positive linear maps with respect to modes of convergences such as norm convergence and weak operator convergence. In this article, Korovkin-type…

We prove several limit theorems for a simple class of partially hyperbolic fast-slow systems. We start with some well know results on averaging, then we give a substantial refinement of known large (and moderate) deviation results and…

A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…

The aim of this paper is two-fold: First, we obtain a better understanding of the intrinsic distance of diffusion processes. Precisely, (i) for all $n\ge1$, the diffusion matrix $A$ is weak upper semicontinuous on $\Omega$ if and only if…

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

Wigner functions play a central role in the phase space formulation of quantum mechanics. Although closely related to classical Liouville densities, Wigner functions are not positive definite and may take negative values on subregions of…

We aim to generalize the homogenisation theorem in \cite{Gehringer-Li-tagged} for a passive tracer interacting with a fractional Gau{\ss}ian noise to also cover fractional non-Gau{\ss}ian noises. To do so we analyse limit theorems for…

Equivalence of the spectral gap, exponential integrability of hitting times and Lyapunov conditions are well known. We give here the correspondance (with quantitative results) for reversible diffusion processes. As a consequence, we…

Weak drift of an infinitely divisible distribution $\mu$ on $\mathbb{R}^d$ is defined by analogy with weak mean; properties and applications of weak drift are given. When $\mu$ has no Gaussian part, the weak drift of $\mu$ equals the minus…

We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

Mixed anomalies, higher form symmetries, two-group symmetries and non-invertible symmetries have proved to be useful in providing non-trivial constraints on the dynamics of quantum field theories. We study mixed anomalies involving discrete…