Related papers: Central and non-central limit theorems in a free p…
Let $(U_n(t))_{t\in\R^d}$ be the empirical process associated to an $\R^d$-valued stationary process $(X_i)_{i\ge 0}$. We give general conditions, which only involve processes $(f(X_i))_{i\ge 0}$ for a restricted class of functions $f$,…
We introduce a formalism for time-dependent correlation functions for systems whose evolutions are governed by non-Hermitian Hamiltonians of general type. It turns out that one can define two different types of time correlation functions.…
This paper first establishes a strong law of large numbers and a strong invariance principle for forward and backward sums of near-epoch dependent sequences. Using these limiting theorems, we develop a general asymptotic theory on the Wald…
We derive process limit distribution results for the Nelson-Aalen estimator of a hasard function and for the Kaplan-Meier estimator of a distribution function, under different dependence assumptions. The data are assumed to be right…
The existence of a hermitian time operator is proposed in the framework of non-relativistic quantum mechanics.The Heisenberg equation of motion is shown to yield constant rate of flow of time.It is shown to yield results consistent with…
We study the asymptotic behaviour of modified weighted power variations of the Hermite process of arbitrary order. By selecting suitable "good" increments and exploiting their decomposition into dominant independent components, we establish…
The central limit theorem, the invariance principle and the Poisson limit theorem for the hierarchy of freeness are studied. We show that for given natural m the limit laws can be expressed in terms of non-crossing partitions of depth…
General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…
We analyze a modified version of the Coleman-Hepp model, that is able to take into account energy-exchange processes between the incoming particle and the linear array made up of $N$ spin-1/2 systems. We bring to light the presence of a…
The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes, especially stochastic integrals and differential equations. In this paper, general central limit theorems and functional…
A result of Hoskins and Steinerberger [Int. Math. Res. Not., (13):9784-9809, 2022] states that repeatedly differentiating a random polynomials with independent and identically distributed mean zero and variance one roots will result, after…
Carl Bender and collaborators have developed a quantum theory governed by Hamiltonians that are PT-symmetric rather than Hermitian. To implement this theory, the inner product was redefined to guarantee positive norms of eigenstates of the…
We analyze the question whether sliding window time averages applied to stationary increment processes converge to a limit in probability. The question centers on averages, correlations, and densities constructed via time averages of the…
In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the…
We exactly solve a quantum Fermi accelerator model consisting of a time-independent non-Hermitian Hamiltonian with time-dependent Dirichlet boundary conditions. A Hilbert space for such systems can be defined in two equivalent ways, either…
Quantum systems with a non-conserved probability can be described by means of non-Hermitian Hamiltonians and non-unitary dynamics. In this paper, the case in which the degrees of freedom can be partitioned in two subsets with light and…
For uniform random permutations conditioned to have no long cycles, we prove that the total number of cycles satisfies a central limit theorem. Under additional assumptions on the asymptotic behavior of the set of allowed cycle lengths, we…
We compute the deterministic approximation for mixed fluctuation moments of products of deterministic matrices and general Sobolev functions of Wigner matrices. Restricting to polynomials, our formulas reproduce recent results of [Male,…
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…
We study the asymptotic behaviour of a properly normalized time changed Wiener processes. The time change reflects the fact that we consider the Laplace operator (which generates a Wiener process) multiplied by a possibly degenerate…