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A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…

Probability · Mathematics 2014-10-02 Richard C. Bradley , Zbigniew J. Jurek

In this paper we consider a smooth flow $(\Lambda,\Phi^t)$ builded from suspending over a (non-invertible topologically mixing) subshift of finite type, and we equip it with an equilibrium measure $\nu$ on $\Lambda.$ The two main theorems…

Dynamical Systems · Mathematics 2016-07-12 Italo Cipriano

Let A(n) be a sequence of i.i.d. topical (i.e. isotone and additively homogeneous) operators. Let $x(n,x_0)$ be defined by $x(0,x_0)=x_0$ and $x(n,x_0)=A(n)x(n-1,x_0)$. This can modelize a wide range of systems including, task graphs, train…

Probability · Mathematics 2007-05-23 Glenn Merlet

The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a…

Probability · Mathematics 2018-05-31 Arnab Ganguly , P. Sundar

In this paper, we study the averaging principle and central limit theorem for multi-scale stochastic differential equations with state-dependent switching. To accomplish this, we first study the Poisson equation associated with a Markov…

Probability · Mathematics 2023-12-19 Xiaobin Sun , Yingchao Xie

In this paper, we utilize the framework of Markov processes to attain a more probabilistic perspective on the theory of transfer operators. In doing so, we establish a functional central limit theorem (FLCT) for an $O(N)$ model associated…

Dynamical Systems · Mathematics 2023-10-23 Eduardo A. Silva , Elis G. Mesquita , Edgar Matias

Applying quantitative perturbation theory for linear operators, we prove non-asymptotic limit theorems for Markov chains whose transition kernel has a spectral gap in an arbitrary Banach algebra of functions X . The main results are…

Probability · Mathematics 2018-10-31 Benoît Kloeckner

How the detailed structure of quantum complexity emerges from quantum dynamics remains a fundamental challenge highlighted by advances in quantum simulators and information processing. The celebrated Small-Incremental-Entangling (SIE)…

Statistical divergences are important tools in data analysis, information theory, and statistical physics, and there exist well known inequalities on their bounds. However, in many circumstances involving temporal evolution, one needs…

Data Analysis, Statistics and Probability · Physics 2025-03-25 Jan Karbowski

We study the escape rate of diffusion process with two approaches. We first give an upper rate function for the diffusion process associated with a symmetric, strongly local regular Dirichlet form. The upper rate function is in terms of the…

Probability · Mathematics 2013-10-16 Shunxiang Ouyang

We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…

Probability · Mathematics 2023-03-01 Maximilian Janisch , Thomas Lehéricy

Dynamical system properties give rise to effects in Statistical Mechanics. Topological index changes can be the basis for phase transitions. The Euler characteristic is a versatile topological invariant that can be evaluated for model…

Statistical Mechanics · Physics 2007-05-23 Ajay Patwardhan

For axiom A diffeomorphisms and equilibrium state, we prove a Large deviation result for the sequence of successive return times into a fixed open set, under some assumption on the boundary. Our result relies on and extends the work by…

Dynamical Systems · Mathematics 2007-09-04 Renaud Leplaideur , Benoît Saussol

We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…

Mathematical Physics · Physics 2011-01-18 Mariya Shcherbina

The purpose of this article is to construct a toolbox, in Dynamical Systems, to support the idea that ``whenever we can prove a limit theorem in the classical sense for a dynamical system, we can prove a suitable almost-sure version based…

Dynamical Systems · Mathematics 2007-05-23 J-R Chazottes , S Gouezel

We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…

Probability · Mathematics 2026-04-14 Mustazee Rahman

We describe a particular approach for the construction of a nonequilibrium statistical ensemble formalism for the treatment of dissipative many-body systems. This is the so-called Nonequilibrium Statistical Operator Method, based on the…

Statistical Mechanics · Physics 2016-08-31 R. Luzzi , A. R. Vasconcellos , J. G. Ramos

We complete the literature on the statistical mechanics of point vortices in two-dimensional hydrodynamics. Using a maximum entropy principle, we determine the multi-species Boltzmann-Poisson equation and establish a form of virial theorem.…

Fluid Dynamics · Physics 2015-06-17 Pierre-Henri Chavanis

We prove limit theorems for the number of fixed points occurring in a random pattern-avoiding permutation distributed according to a one-parameter family of biased distributions. The bias parameter exponentially tilts the distribution…

Probability · Mathematics 2026-03-11 Aksheytha Chelikavada , Hugo Panzo

A method is described for predicting statistical properties of turbulence. Collections of Fourier amplitudes are represented by nonuniformly spaced modes with enhanced coupling coefficients. The statistics of the full dynamics can be…

chao-dyn · Physics 2009-10-31 John C. Bowman , B. A. Shadwick , P. J. Morrison