Soit $T_{\alpha }$ la rotation sur le cercle d’angle irrationnel $\alpha$, soit ${\left(S_k\right)}_{k\ge 0}$ une marche aléatoire transiente sur $\mathbb{Z}$. Soit $f\in L^2\left(\mu \right)$ et $H\in ]0,1[$, nous étudions la convergence faible de la suite $\frac{1}{n^H}{\sum }_{k=0}^{\left[nt\right]-1}f\circ T_{\alpha }^{S_k},n\ge 1.$

Let [0;a₁(x),a₂(x),…] be the regular continued fraction expansion of an irrational x ∈ [0,1]. We prove mainly that, for α > 0, β ≥ 0 and for almost all x ∈ [0,1], $li{m}_{n\to \infty }(aⁿ₁\left(x\right)+\dots +aⁿₙ\left(x\right))/nlogn=\alpha /log2$ if α < 1 and β ≥ 0, $li{m}_{n\to \infty }(aⁿ₁\left(x\right)+\dots +aⁿₙ\left(x\right))/nlogn=1/log2$ if α = 1 and β < 1, and, if α > 1 or α = 1 and β >1, $lim in{f}_{n\to \infty }(aⁿ₁\left(x\right)+\dots +aⁿₙ\left(x\right))/nlogn=1/log2$, $lim su{p}_{n\to \infty }(aⁿ₁\left(x\right)+\dots +aⁿₙ\left(x\right))/nlogn=\infty$, where $a{ⁿ}_i\left(x\right)=a_i\left(x\right)$ if $a_i\left(x\right)\le n^{\alpha }lo{g}^{\beta }n$ and $a{ⁿ}_i\left(x\right)=0$ otherwise, for all i ∈ 1,…,n.

Given an autoregressive process X of order p (i.e. Xn = a1Xn−1 + ··· + apXn−p + Yn where the random variables Y1, Y2,... are i.i.d.), we study the asymptotic behaviour of the probability that the process does not exceed a constant barrier up to time N (survival or persistence probability). Depending on the coefficients a1,..., ap and the distribution of Y1, we state conditions under which the survival probability decays polynomially, faster than polynomially or converges to a positive constant....

The main objective of this paper is to present a new probabilistic model underlying the universal relaxation laws observed in many fields of science where we associate the survival probability of the system's state with the defect-diffusion framework. Our approach is based on the notion of the continuous-time random walk. To derive the properties of the survival probability of a system we explore the limit theorems concerning either the summation or the extremes: maxima and minima. The forms of...