Related papers: A Fubini-type limit theorem for the integrated hyp…
We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…
Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…
In this paper, we focus on non-asymptotic bounds related to the Euler scheme of an ergodic diffusion with a possibly multiplicative diffusion term (non-constant diffusion coefficient). More precisely, the objective of this paper is to…
The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We examine the conditions under which a $d$--dimensional simple random walk in a symmetric random media converges to a Brownian motion. For…
We study the property of global-local mixing for full-branched expanding maps of either the half-line or the interval, with one indifferent fixed point. Global-local mixing expresses the decorrelation of global vs local observables w.r.t.…
In this paper we establish a version of the Margulis Roblin equidistribution theorem's for harmonic measures. As a consequence a von Neumann type theorem is obtained for boundary actions and the irreducibility of the associated…
A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…
Subdiffusive transport in tilted washboard potentials is studied within the fractional Fokker-Planck equation approach, using the associated continuous time random walk (CTRW) framework. The scaled subvelocity is shown to obey a universal…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
We analyze the normal phase of the attractive Hubbard model within dynamical mean-field-theory. We present results for the pair-density, the spin-susceptibility, the specific heat, the momentum distribution, and for the quasiparticle…
We study the ergodic and statistical properties of a class of maps of the circle and of the interval of Lorenz type which present indifferent fixed points and points with unbounded derivative. These maps have been previously investigated in…
It is widely believed that the celebrated 2D Ising model at criticality has a universal and conformally invariant scaling limit, which is used in deriving many of its properties. However, no mathematical proof of universality and conformal…
A sequence of invertible matrices given by a small random perturbation around a fixed diagonal partially hyperbolic matrix induces a random dynamics on the Grassmann manifolds. Under suitable weak conditions it is known to have a unique…
Let $\Gamma_+$ be a normal subgroup of index $2n$ of a group $\Gamma$ and $\gamma_i \in \Gamma \setminus \Gamma_+$ be involutions. We first prove that if $\Gamma = \Gamma_+ \rtimes (\mathbb{Z}_2(\gamma_1) \times \cdots \times…
We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…
This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…
We consider multilinear averages in ergodic theory and harmonic analysis and prove their divergence in some range of $L^p$ spaces, with $p$ close enough to 1. We also prove that the trilinear Hilbert transform is unbounded in a similar…
We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main…
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…
A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional…