Related papers: Martingale Methods for Maximal Large Deviations an…
An invertible dynamical system with some hyperbolic structure is considered. Upper estimates for the correlations of continuous observables is given in terms of modulus of continuity. The result is applied to certain H\'enon maps and…
New methods for finding submatrices of (locally) maximal volume and large projective volume are proposed and studied. Detailed analysis is also carried out for existing methods. The effectiveness of the new methods is shown in the…
We obtain quenched almost sure invariance principle (with convergence rate) for Random Young Tower. We apply our result to i.i.d perturbations of non-uniformly expanding maps. In particular, we answer one open question in \cite{BBM}.
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
We obtain the first results on convergence rates in the Prokhorov metric for the weak invariance principle (functional central limit theorem) for deterministic dynamical systems. Our results hold for uniformly expanding/hyperbolic (Axiom A)…
The global weak martingale solution is built through a four-level approximation scheme to stochastic compressible active liquid crystal system driven by multiplicative noise in a smooth bounded domain in $\mathbb{R}^{3}$ with large initial…
We claim that looking at probability distributions of \emph{finite time} largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of…
We obtain rates of convergence in the weak invariance principle (functional central limit theorem) for $\R^d$-valued H\"older observables of nonuniformly hyperbolic maps. In particular, for maps modelled by a Young tower with…
We propose a multiscale approach for predicting quantities in dynamical systems which is explicitly structured to extract information in both fine-to-coarse and coarse-to-fine directions. We envision this method being generally applicable…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…
We consider invertible discrete-time dynamical systems having a hyperbolic product structure in some region of the phase space with infinitely many branches and variable recurrence time. We show that the decay of correlations of the SRB…
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…
Projection-based model order reduction of dynamical systems usually introduces an error between the high-fidelity model and its counterpart of lower dimension. This unknown error can be bounded by residual-based methods, which are typically…
A tight upper bound is given on the distribution of the maximum of a supermartingale. Specifically, it is shown that if $Y$ is a semimartingale with initial value zero and quadratic variation process $[Y,Y]$ such that $Y + [Y,Y]$ is a…
We introduce a new method for estimating the growth of various quantities arising in dynamical systems. We apply our method to polygonal billiards on surfaces of constant curvature. For instance, we obtain power bounds of degree two plus…
We obtain large deviations estimates for systems with stretched exponential decay of correlations, which improve the ones obtained in \cite{AFLV11}. As a consequence we obtain better large deviations estimates for Viana maps and get large…
The simulation of systems that act on multiple time scales is challenging. A stable integration of the fast dynamics requires a highly accurate approximation whereas for the simulation of the slow part, a coarser approximation is accurate…
We prove a moderate deviation principle for the continuous time interpolation of discrete time recursive stochastic processes. The methods of proof are somewhat different from the corresponding large deviation result, and in particular the…
We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…