Related papers: Uniform Convergence and the Central Limit Theorem
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
We consider a class of interacting particle systems with values in $[0,\8)^{\zd}$, of which the binary contact path process is an example. For $d \ge 3$ and under a certain square integrability condition on the total number of the…
We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. We prove a quenched local central limit theorem for $X$, under some…
We prove the Lindeberg--Feller central limit theorem without using characteristic functions or Taylor expansions, but instead by measuring how far a distribution is from the standard normal distribution according to the $2$-Wasserstein…
We prove moment inequalities for a class of functionals of i.i.d. random fields. We then derive rates in the central limit theorem for weighted sums of such randoms fields via an approximation by $m$-dependent random fields.
A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…
We establish a central limit theorem for the unnormalized linear statistic of the Gaussian Unitary Ensemble under optimal conditions: the linear statistics converges if and only if the expression for the limiting variance is finite.
Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…
A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…
This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…
This paper enhances the result of the work [G. Kozma, B. T\'oth, Ann. Probab. vol. 45 (2017) 4307-4347] . We prove the central limit theorem (in probability w.r.t. the environment) for the displacement of a random walker in divergence-free…
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 prove the existence of infinite dense free sets (in the usual topology) for set mappings on the reals, under reasonable assumptions.
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…
In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established:…
Reflecting diffusions on continuum percolation clusters are considered. Assuming that the occupied region has a unique unbounded cluster and the cluster satisfies geometrical conditions such as volume regularity, isoperimetric conditions,…
We consider a Moran model with two allelic types, mutation and selection. In this work, we study the behaviour of the proportion of fit individuals when the size of the population tends to infinity, without any rescaling of parameters or…
We present a general framework for thermodynamic limits and its applications to a variety of models. In particular we will identify criteria such that the limits are uniform in a parameter. All results are illustrated with the example of…
Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…
We establish a central limit theorem (CLT) for families of products of $\epsilon$-independent random variables. We utilize graphon limits to encode the evolution of independence and characterize the limiting distribution. Our framework…