Yuri Kifer

collaborators

4 papers

math.PR2026

Large Deviations for Iterated Sums and Integrals

Yuri Kifer, Ofer Zeitouni

We describe large deviations for normalized multiple iterated sums and integrals of the form $\bbS_N^{(Î½)}(t)=N^{-Î½}\sum_{0\leq k_1<...<k_Î½\leq Nt}Î¾(k_1)\otimes\cdots\otimesÎ¾(…

math.PR2025

Iterated Ergodic Theorems and Erd\" os--R\' enyi law of large numbers

Yuri Kifer

We obtain ergodic theorems for multiple iterated sums and integrals of the form $I^£^{(I^½)} (t) = \sum_{0 \leq k_{1} < ... < k_{I^} ½ \leq t} I^¾ (k_{1}) \otimes \dots \otimes I^¾ (k_{I^} ½)$ , $t \in [0, T]$ and $…

math.PR2025

Almost Sure Diffusion Approximation in Averaging: Direct Proofs with Rough Paths Flavors

Yuri Kifer

We consider again the fast-slow motions setups in the continuous time $\frac {dX_N(t)}{dt}=N^{1/2} \sig(X_N(t))(Î¾(tN))+b(X_N(t)),\, t\in [0,T]$ and the discrete time $X_N((n+1)/N)…

math.PR2025

Almost sure approximations and laws of iterated logarithm for signatures

Yuri Kifer

We obtain strong invariance principles for normalized multiple iterated sums and integrals of the form $\bbS_N^{(Î½)}(t)=N^{-Î½/2}\sum_{0\leq k_1<...<k_Î½\leq Nt}Î¾(k_1)\otimes\cdo…