Related papers: Quenched invariance principle with a rate for rand…
In this paper, we investigate the convergence rate of the averaging principle for stochastic differential equations (SDEs) with $\beta$-H\"older drift driven by $\alpha$-stable processes. More specifically, we first derive the Schauder…
We consider an isomorphism invariant for measure-preserving systems - types of generalized entropy convergence rates. We show the connections of this invariant with the types of Shannon entropy convergence rates. In the case when they…
A new potential vorticity is derived by using a specific entropy formulation expressed in terms of a moist-air entropy potential temperature. The new formulation is compared with Ertel's version and with others based on virtual and…
We prove the almost sure invariance principle with rate $o(n^{\varepsilon})$ for every $\varepsilon > 0$ for H\"older continuous observables on nonuniformly expanding and nonuniformly hyperbolic transformations with exponential tails.…
An invariance principle for Az\'{e}ma martingales is presented as well as a new device to construct solutions of Emery's structure equations.
Progressive quenching (PQ) is a stochastic process during which one fixes, one after another, the degrees of freedom of a globally coupled Ising spin system while letting it thermalize through a heat bath. It has previously been shown that…
We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…
We present a procedure for averaging one-parameter random unitary groups and random self-adjoint groups. Central to this is a generalization of the notion of weak convergence of a sequence of measures and the corresponding generalization of…
In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main tool for obtaining the invariance…
We consider the simple random walk on the graph corresponding to a Penrose tiling. We prove that the path distribution of the walk converges weakly to that of a non-degenerate Brownian motion for almost every Penrose tiling with respect to…
This is a general description of a probabilistic formalism of mechanics, i.e., an extension of the Newtonian mechanics principles to the systems undergoing random motion. From an analysis of the induction procedure from experimental data to…
This paper addresses structures of state space in quasiperiodically forced dynamical systems. We develop a theory of ergodic partition of state space in a class of measure-preserving and dissipative flows, which is a natural extension of…
To avoid poor empirical performance in Metropolis-Hastings and other accept-reject-based algorithms practitioners often tune them by trial and error. Lower bounds on the convergence rate are developed in both total variation and Wasserstein…
We study dynamical systems acting on the path space of a stationary (non-simple) Bratteli diagram. For such systems we explicitly describe all ergodic probability measures invariant with respect to the tail equivalence relation (or the…
We consider Milnor's "tower algorithm" in the space of piecewise monotone maps, an iterative algorithm on the space of metrics which unifies, on the one hand, Thurston's iterative scheme which converges to holomorphic models, and, on the…
In this article, I give a definition of topological entropy for random dynamical systems associated to an infinite countable discrete amenable group action. I obtain a variational principle between the topological entropy and measurable…
Stochastic dynamics of a quantum system driven by $N$ statistically independent random sudden quenches in a fixed time interval is studied. We reveal that with growing $N$ the system approaches a deterministic limit indicating…
The article presents new entropic continuity bounds for conditional expectations and conditional covariance matrices. These bounds are expressed in terms of the relative entropy between different coupling distributions. Our approach…
This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…
We study dynamics of a locally conserved energy in ergodic, local many-body quantum systems on a lattice with no additional symmetry. The resulting dynamics is well approximated by a coarse grained, classical linear functional diffusion…