Related papers: Convergence of complex multiplicative cascades

Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

Random multifractals occur in particular at critical points of disordered systems. For Anderson localization transitions, Mirlin and Evers [PRB 62,7920 (2000)] have proposed the following scenario (a) the Inverse Participation Ratios…

We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

It is well established that starting only with strong, projective quantum measurements, experiments can be designed to allow weak measurements, which lead to random walk between the possible final measurement outcomes. However, one can ask…

We consider covariance asymptotics for linear statistics of general stationary random measures in terms of their truncated pair correlation measure. We give exact infinite series-expansion formulas for covariance of smooth statistics of…

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

One reason why standard formulations of the central limit theorems are not applicable in high-dimensional and non-stationary regimes is the lack of a suitable limit object. Instead, suitable distributional approximations can be used, where…

In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…

We prove a functional limit theorem for Markov chains that, in each step, move up or down by a possibly state dependent constant with probability $1/2$, respectively. The theorem entails that the law of every one-dimensional regular…

First, sufficient conditions are given for a triangular array of random vectors such that the sequence of related random step functions converges towards a (not necessarily time homogeneous) diffusion process. These conditions are weaker…

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…

We consider a random walk $S$ in the domain of attraction of a standard normal law $Z$, \textit{ie} there exists a positive sequence $a_n$ such that $S_n/a_n$ converges in law towards $Z$. The main result of this note is that the rescaled…

We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is…

We study self-similar measures in $\mathbb{R}$ satisfying the weak separation condition along with weak technical assumptions which are satisfied in all known examples. For such a measure $\mu$, we show that there is a finite set of concave…

We give a necessary and sufficient condition on a sequence of functions on a set $\Omega$ under which there is a measure on $\Omega$ which renders the given sequence of functions a martingale. Further such a measure is unique if we impose a…

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…

The now classical convergence in distribution theorem for well normalized sums ofstationary martingale increments has been extended to multi-indexed martingaleincrements (see Voln\'{y} (2019) and references in there). In the presentarticle…

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…