It has long been observed that multi-scale systems, particularly those in climatology, exhibit behavior typical of stochastic models, most notably in the unpredictability and statistical variability of events. This is often in spite of the fact that the underlying physical model is completely deterministic. One possible explanation for this stochastic behavior is deterministic chaotic effects. In fact, it has been well established that the statistical properties of chaotic systems can be well approximated by stochastic differential equations. In this talk, we focus on fast-slow ODEs, where the fast, chaotic variables are fed into the slow variables to yield a diffusion approximation. In particular we focus on the case where the chaotic noise is multidimensional and multiplicative. The tools from rough path theory prove useful in this difficult setting.[-]

We present a convenient joint generalization of mixing and the local version of the central limit theorem (MLLT) for probability preserving dynamical systems. We verify that MLLT holds for several examples of hyperbolic systems by reviewing old results for maps and presenting new results for flows. Then we discuss applications such as proving various mixing properties of infinite measure preserving systems. Based on joint work with Dmitry Dolgopyat.[-]

$Let (X,T)$ be a dynamical system preserving a probability measure $\mu $. A concentration inequality quantifies how small is the probability for $F(x,Tx,\ldots,T^{n-1}x)$ to deviate from $\int F(x,Tx,\ldots,T^{n-1}x) \mathrm{d}\mu(x)$ by an given amount $u$, where $F:X^n\to\mathbb{R}$ is supposed to be separately Lipschitz. The bound on that probability involves a constant $C$ depending only on the dynamical system (thus independent of $n$), and $\sum_{i=0}^{n-1} \mathrm{Lip}_i(F)^2$. In the best situation, the bound is $\exp(-C u^2/\sum_{i=0}^{n-1} \mathrm{Lip}_i(F)^2)$.
After explaining how to get such a bound for independent random variables, I will show how to prove it for a Gibbs measure on a shift of finite type with a Lipschitz potential, and present examples of functions $F$ to which one can apply the inequality. Finally, I will survey some results obtained for nonuniformly hyperbolic systems modeled by Young towers.[-]

The Gaussian functor associates to every orthogonal representation of a group G on a Hilbert space, a probability measure preserving action of G called a Gaussian action. This construction is a fundamental tool in ergodic theory and is the source of a large and interesting class of probability measure preserving actions. In this talk, I will present a generalization of the Gaussian functor which associates to every affine isometric action of G on a Hilbert space, a nonsingular Gaussian action which is not measure preserving. This provides a new and large class of nonsingular actions whose properties are related in a very subtle way to the geometry of the original affine isometric action. In some cases, such as affine isometric actions comming from groups acting on trees, a fascinating phase transition phenomenon occurs.This talk is based on a joint work with Yuki Arano and Yusuke Isono, as well as a more recent joint work with Stefaan Vaes.[-]

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[-]

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 study law of rare events for random dynamical systems. We obtain an exponential law (with respect to the invariant measure of the skew-product) for super-polynomially mixing random dynamical systems.
For random subshifts of finite type, we analyze the distribution of hitting times with respect to the sample measures. We prove that with a superpolynomial decay of correlations one can get an exponential law for almost every point and with stronger mixing assumptions one can get a law of rare events depending on the extremal index for every point. (These are joint works with Benoit Saussol and Paulo Varandas, and Mike Todd).[-]