Related papers: Martingale Methods for Maximal Large Deviations an…
We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…
We propose to compute approximations to general invariant sets in dynamical systems by minimizing the distance between an appropriately selected finite set of points and its image under the dynamics. We demonstrate, through computational…
In this short note, we propose a new and short approach to polynomial escape rates, which can be applied to various open systems with intermittency. The tool of our approach is the maximal large deviations developed in \cite{mldp}.
We describe an abstract control-theoretic framework in which the validity of the dynamic programming principle can be established in continuous time by a verification of a small number of structural properties. As an application we treat…
We show that dynamical systems with $\phi$-mixing measures have local escape rates which are exponential with rate $1$ at non-periodic points and equal to the extremal index at periodic points. We apply this result to equilibrium states on…
We introduce random towers to study almost sure rates of correlation decay for random partially hyperbolic attractors. Using this framework, we obtain abstract results on almost sure exponential, stretched exponential and polynomial…
A classic approach in dynamical systems is to use particular geometric structures to deduce statistical properties, for example the existence of invariant measures with stochastic-like behaviour such as large deviations or decay of…
We develop a regression based primal-dual martingale approach for solving finite time horizon MDPs with general state and action space. As a result, our method allows for the construction of tight upper and lower biased approximations of…
In this work we obtain mixing (and in some cases sharp mixing rates) for a reasonable large class of invertible systems preserving an infinite measure. The examples considered here are the invertible analogue of both Markov and non Markov…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
In this paper we establish a large deviations type estimate for strongly mixing Markov chains with respect to the Lp norm. As applications we derive such estimates for the iterates of a locally constant random cocycle with mixed rank, as…
In this paper, we study the random dynamical system $f_\omega^n$ generated by a family of maps $\{f_{\omega_0}: \mathbb{S}^1 \to \mathbb{S}^1\}_{\omega_0 \in [-\varepsilon,\varepsilon]},$ $f_{\omega_0}(x) = \alpha \xi (x+\omega_0) +a\…
We provide a new estimation method for conditional moment models via the martingale difference divergence (MDD).Our MDD-based estimation method is formed in the framework of a continuum of unconditional moment restrictions. Unlike the…
We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the…
In this article, we address the decay of correlations for dynamical systems that admit an induced weak Gibbs Markov map (not necessarily full branch). Our approach generalizes L.-S. Young's coupling arguments to estimate the decay of…
We present a unified approach to Doob's $L^p$ maximal inequalities for $1\leq p<\infty$. The novelty of our method is that these martingale inequalities are obtained as consequences of elementary deterministic counterparts. The latter have…
Multivector fields and differential forms at the continuum level have respectively two commutative associative products, a third composition product between them and various operators like $\partial$, $d$ and $*$ which are used to describe…
In a recent paper, Melbourne and Terhesiu [Operator renewal theory and mixing rates for dynamical systems with infinite measure, Invent. Math. 189 (2012), 61-110] obtained results on mixing and mixing rates for a large class of…
One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…
We present, in the simplest possible form, the so called martingale problem strategy to establish limit theorems. The presentation is specially adapted to problems arising in partially hyperbolic dynamical systems. We will discuss a simple…