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Strong invariance principles describe the error term of a Brownian approximation of the partial sums of a stochastic process. While these strong approximation results have many applications, the results for continuous-time settings have…
We study the long-time behaviour of matrix-valued stochastic exponentials of L\'evy processes, i.e. of multiplicative L\'evy processes in the general linear group. In particular, we prove laws of large numbers as well as central limit…
We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…
We study the partial maxima of stationary \alpha-stable processes. We relate their asymptotic behavior to the ergodic theoretical properties of the flow. We observe a sharp change in the asymptotic behavior of the sequence of partial maxima…
We consider the branching process in random environment $\{Z_n\}_{n\geq 0}$, which is a~population growth process where individuals reproduce independently of each other with the reproduction law randomly picked at each generation. We focus…
We prove distributional limit theorems (conditional and integrated) for the occupation times of certain weakly mixing, pointwise dual ergodic transformations at "tied-down" times immediately after "excursions". The limiting random variables…
We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…
Here we review and extend central limit theorems for highly chaotic but deterministic semi-dynamical discrete time systems. We then apply these results show how Brownian motion-like results are recovered, and how an Ornstein-Uhlenbeck…
In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…
We consider a very complicated system of some latticized differential equations that is considered as equations of motion for a field theory. We define macro state restrictions for such a system analogous to thermodynamical states of a…
The idea of a parsing of a stationary process according to a collection of words is introduced, and the basic framework required for the asymptotic analysis of these parsings is presented. We demonstrate how the pointwise ergodic theorem…
We use simple models (the Ising model in one and two dimensions, and the spherical model in arbitrary dimension) to put to the test some recent ideas on the slow dynamics of nonequilibrium systems. In this review the focus is on the…
We investigate chaotic dynamical systems for which the intensity of trajectories might grow unlimited in time. We show that (i) the intensity grows exponentially in time and is distributed spatially according to a fractal measure with an…
Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get quantitative estimates for the long time behavior…
We study nonlinear effective field theories (EFTs) with factorially growing perturbative expansions, focusing on a class in which the relative entropy encodes an infinite tower of higher-dimensional operators. Using the resummed relative…
We study the asymptotic behavior of the weighted least squares estimators of the unknown parameters of bifurcating integer-valued autoregressive processes. Under suitable assumptions on the immigration, we establish the almost sure…
We study the joint asymptotics of forward and backward processes of numbers of non-empty urns in an infinite urn scheme. The probabilities of balls hitting the urns are assumed to satisfy the conditions of regular decrease. We prove weak…
Let the adiabatic invariant of action variable in slow-fast Hamiltonian system with two degrees of freedom have two limiting values along the trajectories as time tends to infinity. The difference of two limits is exponentially small in…
We investigate some structural properties of an efficient feedback law that stabilize linear time-reversible systems with an arbitrarily large decay rate. After giving a short proof of the generation of a group by the closed-loop operator,…