相关论文: Critical waiting time processes in infinite ergodi…
A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in…
We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…
Scaled type Markov renewal processes generalize classical renewal processes: renewal times come from a one parameter family of probability laws and the sequence of the parameters is the trajectory of an ergodic Markov chain. Our primary…
On the phase diagram of a system undergoing a continuous phase transition of the second order, three lines, hyper-surfaces, convergent into the critical point feature prominently: the ordered and disordered phases in the thermodynamic…
We prove that the joint distribution of the occupation time ratios for ergodic transformations preserving an infinite measure converges to a multidimensional version of Lamperti's generalized arcsine distribution, in the sense of strong…
Quantum trajectories are Markov processes modeling the evolution of a quantum system subjected to repeated independent measurements. Under purification and irreducibility assumptions, these Markov processes admit a unique invariant measure…
We prove a general ergodic-theoretic result concerning the return time statistic, which, properly understood, sheds some new light on the common sense phenomenon known as {\it the law of series}. Let \proc be an ergodic process on finitely…
We consider perturbations of interval maps with indifferent fixed points, which we refer to as wobbly interval intermittent maps, for which stable laws for general H\"older observables fail. We obtain limit laws for such maps and H\"older…
We prove some invariance principles for processes which generalize FARIMA processes, when the innovations are in the domain of attraction of a nonGaussian stable distribution. The limiting processes are extensions of the fractional L\'evy…
In the paper the rescaled occupation time fluctuation process of a certain empirical system is investigated. The system consists of particles evolving independently according to \alpha-stable motion in R^d, \alpha<d<2\alpha. The particles…
A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…
We consider a terminal control problem for processes governed by a nonlinear system of fractional ODEs. In order to show existence of the control, we first consider the linear counterpart of the system and reprove a number of classical…
In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the…
The existence of the linear on the order parameter term of the thermodynamic functions expansion near the critical point is justified. The criticism of the arguments, used for the rejection of the odd-power expansion terms of the…
We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…
From a dynamical viewpoint, basic phase transitions of statistical mechanics can be regarded as a breaking of ergodicity. While many random models exhibiting such transitions at the thermodynamics limit exist, finite-dimensional examples…
We study deterministic discrete time exclusion type spatially heterogeneous particle processes in continuum. A typical example of this sort is a traffic flow model with obstacles: traffic lights, speed bumps, spatially varying local…
The central limit theorem for Markov chains generated by iterated function systems consisting of orientation preserving homeomorphisms of the interval is proved. We study also ergodicity of such systems.
We show for Markov diffusion processes that the quadratic entropic bound, recently derived for the rate functions of nonequilibrium currents, can be seen as being produced by an effective process that creates current fluctuations in a…
In this paper, we examine applications of the theory of operator-valued processes to algebraic methods in probability theory. We show a central limit theorem for general conservation operator processes. Utilizing this, we analyze the…