A. Korepanov

activity

20152026

most citedMultiscale systems, homogenization, and rough paths

22 citations · 116 across the 14 of their papers we have counts for

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3 papers · 1 filter

math.PR2025

Rates of memory loss for null recurrent Markov chains

Ilya Chevyrev, Alexey Korepanov

Orey (1962) proved that for an irreducible, aperiodic, and recurrent Markov chain with transition operator $P$ , the sequence $P^{n} (μ - ν)$ converges to zero in total variation for a…

math.PR2019★ 13 cited

Deterministic homogenization under optimal moment assumptions for fast-slow systems. Part 2

Ilya Chevyrev, Peter K. Friz, Alexey Korepanov +2

We consider deterministic homogenization for discrete-time fast-slow systems of the form $X_{k + 1} = X_{k} + n^{- 1} a_{n} (X_{k}, Y_{k}) + n^{- 1/2} b_{n} (X_{k}, Y_{k}), Y_{k + 1} = T_{n} Y_{k}$ …

math.PR2018

Rates in almost sure invariance principle for quickly mixing dynamical systems

C Cuny, J Dedecker, A Korepanov +1

For a large class of quickly mixing dynamical systems, we prove that the error in the almost sure approximation with a Brownian motion is of order O((log n)^a) with a $\geq$ 2. Spec…