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Documents Olla, Stefano 15 results

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In this talk, we shall first review some projective criteria under which the central limit theorem holds. The projective criteria considered will be the Heyde criterion, the Hannan criterion, the Maxwell-Woodroofe condition and the Dedecker-Rio's condition. We shall also investigate under which projective criteria the reinforced versions of the CLT such as the weak invariance principle or the quenched CLT (and its functional form) still hold.

60F05 ; 60F17

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2y

Pathwise regularisation by noise in PDEs - Gubinelli, Massimiliano (Author of the conference) | CIRM H

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We discuss some examples of the "good" effects of "very bad", "irregular" functions. In particular we will look at non-linear differential (partial or ordinary) equations perturbed by noise. By defining a suitable notion of "irregular" noise we are able to show, in a quantitative way, that the more the noise is irregular the more the properties of the equation are better. Some examples includes: ODE perturbed by additive noise, linear stochastic transport equations and non-linear modulated dispersive PDEs. It is possible to show that the sample paths of Brownian motion or fractional Brownian motion and related processes have almost surely this kind of irregularity. (joint work with R. Catellier and K. Chouk)[-]
We discuss some examples of the "good" effects of "very bad", "irregular" functions. In particular we will look at non-linear differential (partial or ordinary) equations perturbed by noise. By defining a suitable notion of "irregular" noise we are able to show, in a quantitative way, that the more the noise is irregular the more the properties of the equation are better. Some examples includes: ODE perturbed by additive noise, linear ...[+]

35R60 ; 35Q53 ; 35D30 ; 60H15

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In these three lectures steady states and dynamical properties of nonequilibrium systems will be discussed.
Systems driven out of thermal equilibrium often reach a steady state which under generic conditions exhibits long-range correlations. This is very different from systems in thermal equilibrium where long-range correlations develop only at phase transition points. In some cases these correlations even lead to long-range order in d=1 dimension, of the type occurring in traffic jams. Simple examples of such correlations induced in the steady state of driven systems will be presented and discussed. Close correspondence of these nonequilibrium steady states to electrostatic potentials induces by charge distribution will be pointed out.
Another class which will be discussed is that of systems with boundary drive, such as in heat conduction problems, where anomalous heat conduction takes place in low dimensions. In addition some similarities between driven systems and equilibrium systems with long-range interactions will be elucidated.[-]
In these three lectures steady states and dynamical properties of nonequilibrium systems will be discussed.
Systems driven out of thermal equilibrium often reach a steady state which under generic conditions exhibits long-range correlations. This is very different from systems in thermal equilibrium where long-range correlations develop only at phase transition points. In some cases these correlations even lead to long-range order in d=1 ...[+]

82C26 ; 82C22

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In these three lectures steady states and dynamical properties of nonequilibrium systems will be discussed.
Systems driven out of thermal equilibrium often reach a steady state which under generic conditions exhibits long-range correlations. This is very different from systems in thermal equilibrium where long-range correlations develop only at phase transition points. In some cases these correlations even lead to long-range order in d=1 dimension, of the type occurring in traffic jams. Simple examples of such correlations induced in the steady state of driven systems will be presented and discussed. Close correspondence of these nonequilibrium steady states to electrostatic potentials induces by charge distribution will be pointed out.
Another class which will be discussed is that of systems with boundary drive, such as in heat conduction problems, where anomalous heat conduction takes place in low dimensions. In addition some similarities between driven systems and equilibrium systems with long-range interactions will be elucidated.[-]
In these three lectures steady states and dynamical properties of nonequilibrium systems will be discussed.
Systems driven out of thermal equilibrium often reach a steady state which under generic conditions exhibits long-range correlations. This is very different from systems in thermal equilibrium where long-range correlations develop only at phase transition points. In some cases these correlations even lead to long-range order in d=1 ...[+]

82C26 ; 82C22

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2y
Lecture 1. Collective dynamics and self-organization in biological systems : challenges and some examples.

Lecture 2. The Vicsek model as a paradigm for self-organization : from particles to fluid via kinetic descriptions

Lecture 3. Phase transitions in the Vicsek model : mathematical analyses in the kinetic framework.

35L60 ; 82C22 ; 82B26 ; 82C26 ; 92D50

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Lecture 1. Collective dynamics and self-organization in biological systems : challenges and some examples.

Lecture 2. The Vicsek model as a paradigm for self-organization : from particles to fluid via kinetic descriptions

Lecture 3. Phase transitions in the Vicsek model : mathematical analyses in the kinetic framework.

35L60 ; 82C22 ; 82B26 ; 82C26 ; 92D50

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Lecture 1. Collective dynamics and self-organization in biological systems : challenges and some examples.

Lecture 2. The Vicsek model as a paradigm for self-organization : from particles to fluid via kinetic descriptions

Lecture 3. Phase transitions in the Vicsek model : mathematical analyses in the kinetic framework.

35L60 ; 82C22 ; 82B26 ; 82C26 ; 92D50

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Concentration is an important property of independent random variable, showing that any reasonable function of such variables does not vary a lot around its mean. Observables generated by the iteration of a chaotic enough dynamical system often share a lot of properties with independent random variables. In this survey talk, we discuss several situations where one can prove concentration for them, in uniformly or non-uniformly hyperbolic situations. We also explain why such a property is important to answer relevant geometric or dynamical questions.
concentration - martingales - dynamical systems - Young towers - uniform hyperbolicity - moment bounds[-]
Concentration is an important property of independent random variable, showing that any reasonable function of such variables does not vary a lot around its mean. Observables generated by the iteration of a chaotic enough dynamical system often share a lot of properties with independent random variables. In this survey talk, we discuss several situations where one can prove concentration for them, in uniformly or non-uniformly hyperbolic ...[+]

37A25 ; 37A50 ; 60F15

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We discuss various limit theorems for "nonconventional" sums of the form $\sum ^N_{n=1}F\left ( \xi \left ( n \right ),\xi \left ( 2n \right ),...,\xi \left ( \ell n \right ) \right )$ where $\xi \left ( n \right )$ is a stochastic process or a dynamical system. The motivation for this study comes, in particular, from many papers about nonconventional ergodic theorems appeared in the last 30 years. Such limit theorems describe multiple recurrence properties of corresponding stochastic processes and dynamical systems. Among our results are: central limit theorem, a.s. central limit theorem, local limit theorem, large deviations and averaging. Some multifractal type questions and open problems will be discussed, as well.
Keywords : limit theorems - nonconventional sums - multiple recurrence[-]
We discuss various limit theorems for "nonconventional" sums of the form $\sum ^N_{n=1}F\left ( \xi \left ( n \right ),\xi \left ( 2n \right ),...,\xi \left ( \ell n \right ) \right )$ where $\xi \left ( n \right )$ is a stochastic process or a dynamical system. The motivation for this study comes, in particular, from many papers about nonconventional ergodic theorems appeared in the last 30 years. Such limit theorems describe multiple ...[+]

60F05 ; 37D35 ; 37A50

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