Hafouta, Yeor Explicit conditions for the CLT and related results for non-uniformly partially expanding random dynamical systems via effective RPF rates. (English) Zbl 1521.37050 Adv. Math. 426, Article ID 109109, 86 p. (2023). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 37H05 37H12 37A50 37D25 37D20 37D30 PDFBibTeX XMLCite \textit{Y. Hafouta}, Adv. Math. 426, Article ID 109109, 86 p. (2023; Zbl 1521.37050) Full Text: DOI arXiv
Chen, Shukai On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances. (English) Zbl 07686373 J. Theor. Probab. 36, No. 1, 315-330 (2023). MSC: 60H10 37A25 60J25 PDFBibTeX XMLCite \textit{S. Chen}, J. Theor. Probab. 36, No. 1, 315--330 (2023; Zbl 07686373) Full Text: DOI
Liu, Mengya; Zhu, Fukang; Zhu, Ke Modeling normalcy-dominant ordinal time series: an application to air quality level. (English) Zbl 07569202 J. Time Ser. Anal. 43, No. 3, 460-478 (2022). MSC: 62Mxx 62M10 37M10 PDFBibTeX XMLCite \textit{M. Liu} et al., J. Time Ser. Anal. 43, No. 3, 460--478 (2022; Zbl 07569202) Full Text: DOI
Aknouche, Abdelhakim; Francq, Christian Stationarity and ergodicity of Markov switching positive conditional mean models. (English) Zbl 07569201 J. Time Ser. Anal. 43, No. 3, 436-459 (2022). MSC: 62Mxx 37M10 60G10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{C. Francq}, J. Time Ser. Anal. 43, No. 3, 436--459 (2022; Zbl 07569201) Full Text: DOI Link
Cheysson, Felix; Lang, Gabriel Spectral estimation of Hawkes processes from count data. (English) Zbl 1489.60082 Ann. Stat. 50, No. 3, 1722-1746 (2022). MSC: 60G55 37A25 62M15 PDFBibTeX XMLCite \textit{F. Cheysson} and \textit{G. Lang}, Ann. Stat. 50, No. 3, 1722--1746 (2022; Zbl 1489.60082) Full Text: DOI arXiv
Alquier, Pierre; Marie, Nicolas; Rosier, Amélie Tight risk bound for high dimensional time series completion. (English) Zbl 1493.62545 Electron. J. Stat. 16, No. 1, 3001-3035 (2022). MSC: 62M20 62H12 37A25 62H25 62M10 60B20 PDFBibTeX XMLCite \textit{P. Alquier} et al., Electron. J. Stat. 16, No. 1, 3001--3035 (2022; Zbl 1493.62545) Full Text: DOI arXiv Link
Hafouta, Yeor On Eagleson’s theorem in the non-stationary setup. (English) Zbl 1480.37011 Bull. Lond. Math. Soc. 53, No. 4, 991-1008 (2021). MSC: 37A30 37A05 37A50 PDFBibTeX XMLCite \textit{Y. Hafouta}, Bull. Lond. Math. Soc. 53, No. 4, 991--1008 (2021; Zbl 1480.37011) Full Text: DOI arXiv
Meitz, Mika; Saikkonen, Pentti Subgeometric ergodicity and \(\beta\)-mixing. (English) Zbl 1473.60102 J. Appl. Probab. 58, No. 3, 594-608 (2021). MSC: 60J05 37A25 PDFBibTeX XMLCite \textit{M. Meitz} and \textit{P. Saikkonen}, J. Appl. Probab. 58, No. 3, 594--608 (2021; Zbl 1473.60102) Full Text: DOI arXiv
Hafouta, Yeor Limit theorems for some skew products with mixing base maps. (English) Zbl 1475.60052 Ergodic Theory Dyn. Syst. 41, No. 1, 241-271 (2021). MSC: 60F05 37H99 60K37 37D20 37A25 PDFBibTeX XMLCite \textit{Y. Hafouta}, Ergodic Theory Dyn. Syst. 41, No. 1, 241--271 (2021; Zbl 1475.60052) Full Text: DOI arXiv
Hafouta, Yeor Limit theorems for some time-dependent expanding dynamical systems. (English) Zbl 1456.37007 Nonlinearity 33, No. 12, 6421-6460 (2020). Reviewer: George Stoica (Saint John) MSC: 37A50 37C30 37C40 60F05 60F10 PDFBibTeX XMLCite \textit{Y. Hafouta}, Nonlinearity 33, No. 12, 6421--6460 (2020; Zbl 1456.37007) Full Text: DOI arXiv
Lyu, Junlong; Wang, Zhongjian; Xin, Jack; Zhang, Zhiwen Convergence analysis of stochastic structure-preserving schemes for computing effective diffusivity in random flows. (English) Zbl 1509.37120 SIAM J. Numer. Anal. 58, No. 5, 3040-3067 (2020). MSC: 37M25 60J60 60H35 65P10 65M75 76M50 PDFBibTeX XMLCite \textit{J. Lyu} et al., SIAM J. Numer. Anal. 58, No. 5, 3040--3067 (2020; Zbl 1509.37120) Full Text: DOI arXiv
Denker, Manfred; Senti, Samuel; Zhang, Xuan Fluctuations of ergodic sums on periodic orbits under specification. (English) Zbl 1444.37009 Discrete Contin. Dyn. Syst. 40, No. 8, 4665-4687 (2020). MSC: 37A50 37A30 60F05 PDFBibTeX XMLCite \textit{M. Denker} et al., Discrete Contin. Dyn. Syst. 40, No. 8, 4665--4687 (2020; Zbl 1444.37009) Full Text: DOI arXiv
Hafouta, Yeor Nonconventional moderate deviations theorems and exponential concentration inequalities. (English. French summary) Zbl 1434.60090 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 428-448 (2020). MSC: 60F10 60F05 37D20 37D25 37A25 PDFBibTeX XMLCite \textit{Y. Hafouta}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 428--448 (2020; Zbl 1434.60090) Full Text: DOI arXiv Euclid
Kesseböhmer, Marc; Schindler, Tanja Strong laws of large numbers for intermediately trimmed Birkhoff sums of observables with infinite mean. (English) Zbl 1422.60050 Stochastic Processes Appl. 129, No. 10, 4163-4207 (2019); corrigendum ibid. 130, No. 11, 7019 (2020). MSC: 60F15 37A05 37A30 60G10 PDFBibTeX XMLCite \textit{M. Kesseböhmer} and \textit{T. Schindler}, Stochastic Processes Appl. 129, No. 10, 4163--4207 (2019; Zbl 1422.60050) Full Text: DOI arXiv
Silva-García, V. M.; Flores-Carapia, R.; Rentería-Márquez, C.; Luna-Benoso, B.; Aldape-Pérez, M. Substitution box generation using chaos: an image encryption application. (English) Zbl 1427.94026 Appl. Math. Comput. 332, 123-135 (2018). MSC: 94A08 94A60 37N35 PDFBibTeX XMLCite \textit{V. M. Silva-García} et al., Appl. Math. Comput. 332, 123--135 (2018; Zbl 1427.94026) Full Text: DOI
Dedecker, Jérôme; Gouëzel, Sébastien; Merlevède, Florence Large and moderate deviations for bounded functions of slowly mixing Markov chains. (English) Zbl 1386.60072 Stoch. Dyn. 18, No. 2, Article ID 1850017, 38 p. (2018). MSC: 60E15 60J05 37A25 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Stoch. Dyn. 18, No. 2, Article ID 1850017, 38 p. (2018; Zbl 1386.60072) Full Text: DOI arXiv
Li, Ming; Li, Jia-Yue Generalized Cauchy model of sea level fluctuations with long-range dependence. (English) Zbl 1499.86005 Physica A 484, 309-335 (2017). MSC: 86A05 37N10 28A80 PDFBibTeX XMLCite \textit{M. Li} and \textit{J.-Y. Li}, Physica A 484, 309--335 (2017; Zbl 1499.86005) Full Text: DOI
Akinyemi, M. I.; Boshnakov, G. N. On the geometric ergodicity of the mixture autoregressive model. (English) Zbl 1474.37005 J. Niger. Math. Soc. 36, No. 1, 307-317 (2017). MSC: 37A25 PDFBibTeX XMLCite \textit{M. I. Akinyemi} and \textit{G. N. Boshnakov}, J. Niger. Math. Soc. 36, No. 1, 307--317 (2017; Zbl 1474.37005) Full Text: Link
Cattiaux, Patrick; León, José R.; Prieur, Clémentine Invariant density estimation for a reflected diffusion using an Euler scheme. (English) Zbl 1370.60132 Monte Carlo Methods Appl. 23, No. 2, 71-88 (2017). MSC: 60J60 60H35 60H10 62G05 37A25 PDFBibTeX XMLCite \textit{P. Cattiaux} et al., Monte Carlo Methods Appl. 23, No. 2, 71--88 (2017; Zbl 1370.60132) Full Text: DOI Link
Deng, Mao Lin; Zhu, Wei Qiu Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation. (English) Zbl 1349.70036 Nonlinear Dyn. 83, No. 1-2, 1015-1027 (2016). MSC: 70H08 70K65 37J40 70H07 34A08 37H05 PDFBibTeX XMLCite \textit{M. L. Deng} and \textit{W. Q. Zhu}, Nonlinear Dyn. 83, No. 1--2, 1015--1027 (2016; Zbl 1349.70036) Full Text: DOI
Banna, Marwa Limiting spectral distribution of Gram matrices associated with functionals of \(\beta\)-mixing processes. (English) Zbl 1323.60012 J. Math. Anal. Appl. 433, No. 1, 416-433 (2016). MSC: 60B20 60F15 37A25 PDFBibTeX XMLCite \textit{M. Banna}, J. Math. Anal. Appl. 433, No. 1, 416--433 (2016; Zbl 1323.60012) Full Text: DOI arXiv
Dedecker, J.; Merlevède, F. Moment bounds for dependent sequences in smooth Banach spaces. (English) Zbl 1318.60028 Stochastic Processes Appl. 125, No. 9, 3401-3429 (2015). MSC: 60E15 60G48 37E05 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{F. Merlevède}, Stochastic Processes Appl. 125, No. 9, 3401--3429 (2015; Zbl 1318.60028) Full Text: DOI arXiv
Haydn, Nicolai The almost sure invariance principle for beta-mixing measures. (English) Zbl 1328.82005 J. Stat. Phys. 159, No. 2, 231-254 (2015). MSC: 82B05 60F05 37A60 PDFBibTeX XMLCite \textit{N. Haydn}, J. Stat. Phys. 159, No. 2, 231--254 (2015; Zbl 1328.82005) Full Text: DOI arXiv
Cuny, Christophe; Merlevède, Florence Strong invariance principles with rate for “reverse” martingale differences and applications. (English) Zbl 1353.60031 J. Theor. Probab. 28, No. 1, 137-183 (2015). Reviewer: Hans Crauel (Frankfurt am Main) MSC: 60F17 30C30 37E05 60G48 PDFBibTeX XMLCite \textit{C. Cuny} and \textit{F. Merlevède}, J. Theor. Probab. 28, No. 1, 137--183 (2015; Zbl 1353.60031) Full Text: DOI arXiv HAL
Grahovac, Danijel; Leonenko, Nikolai N. Detecting multifractal stochastic processes under heavy-tailed effects. (English) Zbl 1348.60064 Chaos Solitons Fractals 65, 78-89 (2014). MSC: 60G35 62M15 37M10 37M05 37N40 PDFBibTeX XMLCite \textit{D. Grahovac} and \textit{N. N. Leonenko}, Chaos Solitons Fractals 65, 78--89 (2014; Zbl 1348.60064) Full Text: DOI
Haydn, N. T. A. Entry and return times distribution. (English) Zbl 1295.37003 Dyn. Syst. 28, No. 3, 333-353 (2013). Reviewer: Makoto Mori (Tokyo) MSC: 37A35 37A50 37A25 37-02 PDFBibTeX XMLCite \textit{N. T. A. Haydn}, Dyn. Syst. 28, No. 3, 333--353 (2013; Zbl 1295.37003) Full Text: DOI arXiv
Dedecker, Jérôme; Merlevède, Florence; Pène, Françoise Rates of convergence in the strong invariance principle for non-adapted sequences application to ergodic automorphisms of the torus. (English) Zbl 1278.60064 Houdré, Christian (ed.) et al., High dimensional probability VI. The Banff volume. Proceedings of the sixth high dimensional probability conference (HDP VI), Banff, Canada, October 9–14, 2011. Basel: Birkhäuser (ISBN 978-3-0348-0489-9/hbk; 978-3-0348-0490-5/ebook). Progress in Probability 66, 113-138 (2013). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 37D30 60F15 60F99 PDFBibTeX XMLCite \textit{J. Dedecker} et al., Prog. Probab. 66, 113--138 (2013; Zbl 1278.60064) Full Text: DOI arXiv
Haydn, Nicolai The central limit theorem for uniformly strong mixing measures. (English) Zbl 1318.60030 Stoch. Dyn. 12, No. 4, Paper No. 1250006, 31 p. (2012). MSC: 60F05 60F17 60F15 37A50 PDFBibTeX XMLCite \textit{N. Haydn}, Stoch. Dyn. 12, No. 4, Paper No. 1250006, 31 p. (2012; Zbl 1318.60030) Full Text: DOI arXiv
Dombry, Clément; Eyi-Minko, Frédéric Strong mixing properties of max-infinitely divisible random fields. (English) Zbl 1260.60101 Stochastic Processes Appl. 122, No. 11, 3790-3811 (2012). Reviewer: Josef Steinebach (Köln) MSC: 60G70 60E07 60F05 60G10 37A25 PDFBibTeX XMLCite \textit{C. Dombry} and \textit{F. Eyi-Minko}, Stochastic Processes Appl. 122, No. 11, 3790--3811 (2012; Zbl 1260.60101) Full Text: DOI arXiv
Guillotin-Plantard, Nadine; Prieur, Clémentine Central limit theorem for sampled sums of dependent random variables. (English) Zbl 1219.60023 ESAIM, Probab. Stat. 14, 299-314 (2010). Reviewer: Aurel Spătaru (Bucureşti) MSC: 60F05 60G50 37E05 PDFBibTeX XMLCite \textit{N. Guillotin-Plantard} and \textit{C. Prieur}, ESAIM, Probab. Stat. 14, 299--314 (2010; Zbl 1219.60023) Full Text: DOI arXiv EuDML
Guillotin-Plantard, Nadine; Prieur, Clémentine Limit theorem for random walk in weakly dependent random scenery. (English) Zbl 1219.60022 Ann. Inst. Henri Poincaré, Probab. Stat. 46, No. 4, 1178-1194 (2010). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F05 60G50 37C30 37E05 PDFBibTeX XMLCite \textit{N. Guillotin-Plantard} and \textit{C. Prieur}, Ann. Inst. Henri Poincaré, Probab. Stat. 46, No. 4, 1178--1194 (2010; Zbl 1219.60022) Full Text: DOI arXiv EuDML
Dedecker, J. An empirical central limit theorem for intermittent maps. (English) Zbl 1203.60039 Probab. Theory Relat. Fields 148, No. 1-2, 177-195 (2010); erratum ibid. 155, No. 1-2, 487-491 (2013). Reviewer: Ken-ichi Yoshihara (Yokohama) MSC: 60F17 60G10 37E05 PDFBibTeX XMLCite \textit{J. Dedecker}, Probab. Theory Relat. Fields 148, No. 1--2, 177--195 (2010; Zbl 1203.60039) Full Text: DOI
Kifer, Yuri Nonconventional limit theorems. (English) Zbl 1205.60047 Probab. Theory Relat. Fields 148, No. 1-2, 71-106 (2010). Reviewer: Winfried Stute (Gießen) MSC: 60F05 37D20 PDFBibTeX XMLCite \textit{Y. Kifer}, Probab. Theory Relat. Fields 148, No. 1--2, 71--106 (2010; Zbl 1205.60047) Full Text: DOI
Abadi, Miguel; Vergne, Nicolas Sharp error terms for return time statistics under mixing conditions. (English) Zbl 1170.60014 J. Theor. Probab. 22, No. 1, 18-37 (2009). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60F05 37A50 60G10 60J10 PDFBibTeX XMLCite \textit{M. Abadi} and \textit{N. Vergne}, J. Theor. Probab. 22, No. 1, 18--37 (2009; Zbl 1170.60014) Full Text: DOI arXiv
Haydn, N.; Lunedei, E.; Vaienti, S. Averaged number of visits. (English) Zbl 1163.37332 Chaos 17, No. 3, 033119, 13 p. (2007). MSC: 37D45 PDFBibTeX XMLCite \textit{N. Haydn} et al., Chaos 17, No. 3, 033119, 13 p. (2007; Zbl 1163.37332) Full Text: DOI HAL
Maume-Deschamps, V. Exponential inequalities and functional estimations for weak dependent data: applications to dynamical systems. (English) Zbl 1130.37319 Stoch. Dyn. 6, No. 4, 535-560 (2006). MSC: 37A50 60E15 37D20 62G08 60G10 62G07 PDFBibTeX XMLCite \textit{V. Maume-Deschamps}, Stoch. Dyn. 6, No. 4, 535--560 (2006; Zbl 1130.37319) Full Text: DOI arXiv
Bercu, Bernard; Prieur, Clémentine Spectral properties of chaotic processes. (English) Zbl 1106.37004 Stoch. Dyn. 6, No. 3, 355-371 (2006). MSC: 37A50 60F05 60F15 37E05 PDFBibTeX XMLCite \textit{B. Bercu} and \textit{C. Prieur}, Stoch. Dyn. 6, No. 3, 355--371 (2006; Zbl 1106.37004) Full Text: DOI
Lardjane, Salim Reverse chaos may not be a curse: examples of stationary reverse chaotic sequences whose density can be estimated with optimal i.i.d. rate. (English) Zbl 1120.62023 J. Nonparametric Stat. 17, No. 8, 885-889 (2005). MSC: 62G07 62M10 37H99 PDFBibTeX XMLCite \textit{S. Lardjane}, J. Nonparametric Stat. 17, No. 8, 885--889 (2005; Zbl 1120.62023) Full Text: DOI
Dedecker, Jérôme; Prieur, Clémentine New dependence coefficients. Examples and applications to statistics. (English) Zbl 1061.62058 Probab. Theory Relat. Fields 132, No. 2, 203-236 (2005). MSC: 62G07 60A10 62G20 60J10 60E15 37N99 PDFBibTeX XMLCite \textit{J. Dedecker} and \textit{C. Prieur}, Probab. Theory Relat. Fields 132, No. 2, 203--236 (2005; Zbl 1061.62058) Full Text: DOI
Abadi, Miguel Sharp error terms and necessary conditions for exponential hitting times in mixing processes. (English) Zbl 1045.60018 Ann. Probab. 32, No. 1A, 243-264 (2004). MSC: 60F05 37A50 60G10 PDFBibTeX XMLCite \textit{M. Abadi}, Ann. Probab. 32, No. 1A, 243--264 (2004; Zbl 1045.60018) Full Text: DOI
Çağlar, Mine; Çinlar, Erhan Lyapunov exponents of Poisson shot-noise velocity fields. (English) Zbl 1053.37029 Stochastic Processes Appl. 94, No. 1, 29-49 (2001). MSC: 37H10 60G60 60G57 37H15 37M25 PDFBibTeX XMLCite \textit{M. Çağlar} and \textit{E. Çinlar}, Stochastic Processes Appl. 94, No. 1, 29--49 (2001; Zbl 1053.37029) Full Text: DOI
Prieur, Clémentine Density estimation for one-dimensional dynamical systems. (English) Zbl 1054.60030 ESAIM, Probab. Stat. 5, 51-76 (2001). MSC: 60F05 37A99 37M10 PDFBibTeX XMLCite \textit{C. Prieur}, ESAIM, Probab. Stat. 5, 51--76 (2001; Zbl 1054.60030) Full Text: DOI Numdam EuDML
Kifer, Yuri Limit theorems for random transformations and processes in random environments. (English) Zbl 0995.37033 Trans. Am. Math. Soc. 350, No. 4, 1481-1518 (1998). MSC: 37H10 37H15 37H05 60F05 60J05 60J99 PDFBibTeX XMLCite \textit{Y. Kifer}, Trans. Am. Math. Soc. 350, No. 4, 1481--1518 (1998; Zbl 0995.37033) Full Text: DOI