Related papers: Central Limit Theorem for a Class of Linear System…

In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…

We prove a Central Limit Theorem for probability measures defined via the variation of the sum-of-digits function, in base $b\ge 2$. For $r\ge 0$ and $d \in \mathbb{Z}$, we consider $\mu^{(r)}(d)$ as the density of integers $n\in…

We prove exponential concentration estimates and a strong law of large numbers for a particle system that is the simplest representative of a general class of models for 2D grain boundary coarsening. The system consists of $n$ particles in…

We prove a central limit theorem for random walks with finite variance on linear groups.

For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…

We prove the Central Limit Theorem and superpolynomial mixing for environment viewed for the particle process in quasi periodic Diophantine random environment. The main ingredients are smoothness estimates for the solution of the Poisson…

There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…

We consider a large class of interacting particle systems in 1D described by an energy whose interaction potential is singular and non-local. This class covers Riesz gases (in particular, log gases) and applications to plasticity and…

In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

We construct a two-class asymmetric interacting particle system with $U_q(so_6)$ or $U_q(so_8)$ symmetry, in which up to two particles may occupy a site if the two particles have different class. The particles exhibit a drift, but there is…

We prove a nonequilibirum central limit theorem for the position of a tagged particle in the one-dimensional nearest-neighbor symmetric simple exclusion process under diffusive scaling starting from a Bernoulli product measure associated to…

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

When modelling metapopulation dynamics, the influence of a single patch on the metapopulation depends on the number of individuals in the patch. Since there is usually no obvious natural upper limit on the number of individuals in a patch,…

We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…

In this paper we provide an extension of the model discussed in [arXiv:1504.08283] describing two singularly interacting particles on the half-line. In this model, the particles are interacting only whenever at least one particle is…

Define the non-overlapping return time of a random process to be the number of blocks that we wait before a particular block reappears. We prove a Central Limit Theorem based on these return times. This result has applications to entropy…

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

We prove the annealed Central Limit Theorem for random walks in bistochastic random environments on $Z^d$ with zero local drift. The proof is based on a "dynamicist's interpretation" of the system, and requires a much weaker condition than…

We prove a law of large numbers and a central limit theorem for a tagged particle in a symmetric simple exclusion process in the one-dimensional lattice with variable diffusion coefficient. The scaling limits are obtained from a similar…