Related papers: Limit Laws for Poincar\'e Recurrence and the Shrin…

We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

Let X be a metric space with metric d and T,S be two commutative measure-preserving maps of X. In this paper we obtain numerical results about multiple recurrence of almost every point of this dynamical system. On other words we study the…

We consider a family of multivariate autoregressive stochastic sequences that restart when hit a neighbourhood of the origin, and study their distributional limits when the autoregressive coefficient tends to one, the noise scaling…

Under a map T, a point x recurs at rate given by a sequence {r_n} near a point x_0 if d(T^n(x),x_0)< r_n infinitely often. Let us fix x_0, and consider the set of those x's. In this paper, we study the size of this set for expanding maps…

The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…

Let $(X,\mu,T,d)$ be a metric measure-preserving dynamical system such that $3$-fold correlations decay exponentially for Lipschitz continuous observables. Given a sequence $(M_k)$ that converges to $0$ slowly enough, we obtain a strong…

The talk presented at ICMP 97 focused on the scaling limits of critical percolation models, and some other systems whose salient features can be described by collections of random lines. In the scaling limit we keep track of features seen…

Hundred twenty years after the fundamental work of Poincar\'e, the statistics of Poincar\'e recurrences in Hamiltonian systems with a few degrees of freedom is studied by numerical simulations. The obtained results show that in a regime,…

In this paper we study uniform versions of two limit theorems in random left truncation model (RLTM). The law of large numbers (LLN) and the central limit theorem (CLT) have been obtained under the bracketing entropy conditions in this…

We consider the Laguerre Unitary Ensemble (LUE), the set of $n\times n$ sample covariance matrices $M = \frac{1}{n}X^*X$ where the $m\times n$ ($n \le m$) matrix $X$ has i.i.d. standard complex Gaussian entries. In particular we are…

Let $p, q \in (0, \infty]$ and $\ell_p^m(\ell_q^n)$ be the mixed-norm sequence space of real matrices $x = (x_{i, j})_{i \leq m, j \leq n}$ endowed with the (quasi-)norm $\Vert x \Vert_{p, q} := \big\Vert \big( \Vert (x_{i, j})_{j \leq n}…

We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…

We consider dynamical systems $(X,T,\mu)$ which have exponential decay of correlations for either H\"older continuous functions or functions of bounded variation. Given a sequence of balls $(B_n)_{n=1}^\infty$, we give sufficient conditions…

We use a new version of the reversible Parking Lot Model to study the compaction of vibrated polydisperse media. The particle sizes are distributed according to a truncated power law. We introduce a self-consistent desorption mechanism with…

In this paper we study the distribution of hitting times for a class of random dynamical systems. We prove that for invariant measures with super-polynomial decay of correlations hitting times to dynamically defined cylinders satisfy…

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

Let $\log^Cn\le d\le n/2$ for a sufficiently large constant $C>0$ and let $A_n$ denote the adjacency matrix of a uniform random $d$-regular directed graph on $n$ vertices. We prove that as $n$ tends to infinity, the empirical spectral…

In previous papers, we studied the asymptotic behaviour of $S_N(A,X)=(2N+1)^{-d/2}\sum_{n \in A_N} X_n,$ where $X$ is a centered, stationary and weakly dependent random field, and $A_N=A \cap [-N,N]^d$, $A \subset \mathbb{Z}^d$. This leads…

We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the…