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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 study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.

We consider a class of non-conformal expanding maps on the $d$-dimensional torus. For an equilibrium measure of an H\"older potential, we prove an analogue of the Central Limit Theorem for the fluctuations of the logarithm of the measure of…

The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under…

We show that there exists a very natural, superstatistics-linked extension of the central limit theorem (CLT) to deformed exponentials (also called q-Gaussians): This generalization favorably compares with the one provided by S. Umarov and…

Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…

We prove a priori bounds for Feigenbaum quadratic polynomials, i.e., infinitely renormalizable polynomials $f_c: z\mapsto z^2+c$ of bounded type. It implies local connectivity of the corresponding Julia sets $J(f_c)$ and MLC (local…

We investigate in this paper the distribution of the discrepancy of various lattice counting functions. In particular, we prove that the number of lattice points contained in certain domains defined by products of linear forms satisfies a…

The correlation function of the trajectory exactly at the Feigenbaum point of the logistic map is investigated and checked by numerical experiments. Taking advantage of recent closed analytical results on the symbol-to-symbol correlation…

We provide a simple proof for of the central limit theorem for the number of vertices in the giant for super-critical stochastic block model using the breadth-first walk of Konarovskyi, Limic and the author (2024). Our approach follows the…

We derive a functional central limit theorem (fclt) for normalised sums of a function of the partial sums of independent and identically distributed random variables. In particular, we show, using a technique presented in Huang and Zhang…

In the present paper we refute the criticism advanced in a recent preprint by Figueiredo et al [1] about the possible application of the $q$-generalized Central Limit Theorem (CLT) to a paradigmatic long-range-interacting many-body…

We prove that for q>=1, there exists r(q)<1 such that for p>r(q), the number of points in large boxes which belongs to the infinite cluster has a normal central limit behaviour under the random cluster measure phi_{p,q} on Z^d, d>=2.…

Tsallis has suggested a nonextensive generalization of the Boltzmann-Gibbs entropy, the maximization of which gives a generalized canonical distribution under special constraints. In this brief report we show that the generalized canonical…

We briefly review Boltzmann-Gibbs and nonextensive statistical mechanics as well as their connections with Fokker-Planck equations and with existing central limit theorems. We then provide some hints that might pave the road to the proof of…

Let $\rho$ be a probability measure on $\mathrm{SL}\_d(\mathbb{Z})$ and consider the random walk defined by $\rho$ on the torus $\mathbb{T}^d = \mathbb{R}^d/\mathbb{Z}^d$. Bourgain, Furmann, Lindenstrauss and Mozes proved that under an…

We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…

We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that…

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

A universal schema for diagonalization was popularized by N. S. Yanofsky (2003) in which the existence of a (diagonolized-out and contradictory) object implies the existence of a fixed-point for a certain function. It was shown that many…