Exponential inequalities and functional estimations for weak dependent datas ; applications to dynamical systems [PDF]
, 2006 We estimate density and regression functions for weak dependant datas. Using an exponential inequality obtained by Dedecker and Prieur and in a previous article of the author, we control the deviation between the estimator and the function itself.
Maume-Deschamps, Véronique
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Extreme Value Laws in Dynamical Systems for Non-smooth Observations [PDF]
, 2010 We prove the equivalence between the existence of a non-trivial hitting time statistics law and Extreme Value Laws in the case of dynamical systems with measures which are not absolutely continuous with respect to Lebesgue.
Ana Cristina +3 more
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Uniform convergence of Vapnik--Chervonenkis classes under ergodic sampling [PDF]
, 2009 We show that if $\mathcal{X}$ is a complete separable metric space and $\mathcal{C}$ is a countable family of Borel subsets of $\mathcal{X}$ with finite VC dimension, then, for every stationary ergodic process with values in $\mathcal{X}$, the relative ...
Adams, Terrence M., Nobel, Andrew B.
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Weak Convergence to Stable L\'evy Processes for Nonuniformly Hyperbolic Dynamical Systems [PDF]
, 2013 We consider weak invariance principles (functional limit theorems) in the domain of a stable law. A general result is obtained on lifting such limit laws from an induced dynamical system to the original system.
Melbourne, Ian, Zweimüller, Roland
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Maharam extension and stationary stable processes
, 2012 We give a second look at stationary stable processes by interpreting the self-similar property at the level of the L\'evy measure as characteristic of a Maharam system.
Roy, Emmanuel
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On the exchange of intersection and supremum of sigma-fields in filtering theory
, 2011 We construct a stationary Markov process with trivial tail sigma-field and a nondegenerate observation process such that the corresponding nonlinear filtering process is not uniquely ergodic. This settles in the negative a conjecture of the author in the
A. Budhiraja +31 more
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Ergodicity and Conservativity of products of infinite transformations and their inverses
, 2015 We construct a class of rank-one infinite measure-preserving transformations such that for each transformation $T$ in the class, the cartesian product $T\times T$ of the transformation with itself is ergodic, but the product $T\times T^{-1}$ of the ...
Clancy, Julien +6 more
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An extension of Kesten's criterion for amenability to topological Markov chains
, 2012 The main results of this note extend a theorem of Kesten for symmetric random walks on discrete groups to group extensions of topological Markov chains.
Stadlbauer, Manuel
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Poisson-Pinsker factor and infinite measure preserving group actions
, 2009 We solve the question of the existence of a Poisson-Pinsker factor for conservative ergodic infinite measure preserving action of a countable amenable group by proving the following dichotomy: either it has totally positive Poisson entropy (and is of ...
Roy, Emmanuel
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, 2013 We establish characterization results for the ergodicity of stationary symmetric $\alpha$-stable (S$\alpha$S) and $\alpha$-Frechet random fields. We show that the result of Samorodnitsky [Ann. Probab.
Roy, Parthanil +2 more
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