scientific article; zbMATH DE number 978565
From MaRDI portal
Publication:4332749
Cited in
(58)- Limit theorems for products of positive random matrices
- Random walks generated by area preserving maps with zero Lyapounov exponents
- Efficient methods for the estimation of homogenized coefficients
- Martingale-coboundary decomposition for families of dynamical systems
- An explicit Berry-Esséen bound for uniformly expanding maps on the interval
- Statistical limit theorems for suspension flows
- A new maximal inequality and invariance principle for stationary sequences
- Sharp polynomial estimates for the decay of correlations
- Central limit theorems for group actions which are exponentially mixing of all orders
- Iterated invariance principle for slowly mixing dynamical systems
- Fluctuations of ergodic sums on periodic orbits under specification
- Empirical risk minimization and complexity of dynamical models
- Rate of convergence in the weak invariance principle for deterministic systems
- Annealed and quenched limit theorems for random expanding dynamical systems
- The almost sure invariance principle for beta-mixing measures
- On almost-sure versions of classical limit theorems for dynamical systems
- Nonconventional limit theorems in averaging
- Central limit theorems for the shrinking target problem
- Projective metrics and mixing properties on towers
- Thermodynamics of towers of hyperbolic type
- Rigorous approximation of diffusion coefficients for expanding maps
- Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas
- Limit theorems and inequalities via martingale methods
- Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
- Limit theorems for random transformations and processes in random environments
- Limit theorems for partially hyperbolic systems
- Density Estimation for One-Dimensional Dynamical Systems
- Statistical properties for compositions of standard maps with increasing coefficient
- Invariant densities for intermittent maps with critical points
- Simulation of non-Lipschitz stochastic differential equations driven by \(\alpha\)-stable noise: a method based on deterministic homogenization
- Random composition of L-S-V maps sampled over large parameter ranges
- Large deviations and central limit theorems for sequential and random systems of intermittent maps
- Central limit theorems in linear dynamics
- Decay of correlations for weakly expanding dynamical systems with Dini potentials under optimal quasi-gap condition
- On Brolin's theorem over the quaternions
- Efficient computation of linear response of chaotic attractors with one-dimensional unstable manifolds
- Vector-valued almost sure invariance principles for (non)stationary and random dynamical systems
- Fast-slow partially hyperbolic systems versus Freidlin-Wentzell random systems
- Temporal distributional limit theorems for dynamical systems
- Quenched invariance principles via martingale approximation
- Spectral gap and transience for Ruelle operators on countable Markov shifts
- Decay of correlations for the Rauzy-Veech-Zorich induction map on the space of interval exchange transformations and the central limit theorem for the Teichmüller flow on the moduli space of Abelian differentials
- Regularity of coboundaries for nonuniformly expanding Markov maps
- Random Young towers and quenched limit laws
- Law of large numbers and central limit theorem for ergodic quantum processes
- Almost sure invariance principles via martingale approximation
- Central limit theorem for locally interacting Fermi gas
- Large deviation and central limit theorems for sequential and random Lasota-Yorke convex maps
- Weighted Birkhoff averages: deterministic and probabilistic perspectives
- Error bounds in a smooth metric for Brownian approximation of dynamical systems via Stein's method
- Averaging for random metastable systems
- On mixing properties of compact group extensions of hyperbolic systems
- Statistical properties of dynamical systems via induced weak Gibbs Markov maps
- Comparison between criteria leading to the weak invariance principle
- An invariance principle for maps with polynomial decay of correlations
- Almost sure invariance principle for nonuniformly hyperbolic systems
- Bernoulli coding map and almost sure invariance principle for endomorphisms of \(\mathbb P^k\)
- Random walk in Markovian environment
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4332749)
