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We study stochastic properties of the norm cocycle associated with iid products of positive matrices. We obtain the almost sure invariance principle (ASIP) with rate o(n 1/p) under the optimal condition of a moment or order p > 2 and the…

Probability · Mathematics 2023-01-06 C Cuny , J Dedecker , F Merlevède

Multivariate Bessel processes are classified via associated root systems and positive multiplicity constants. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and…

Probability · Mathematics 2020-09-30 Michael Voit

We establish a framework for weak and strong convergence of matrix models to operator-valued semicircular systems parametrized by operator-valued covariance matrices $\eta = (\eta_{i,j})_{i,j \in I}$. Non-commutative polynomials are…

Operator Algebras · Mathematics 2025-09-30 David Jekel , Yoonkyeong Lee , Brent Nelson , Jennifer Pi

Bessel processes associated with the root systems $A_{N-1}$ and $B_N$ describe interacting particle systems with $N$ particles on $\mathbb R$; they form dynamic versions of the classical $\beta$-Hermite and Laguerre ensembles. In this paper…

Probability · Mathematics 2022-09-29 Michael Voit

We provide an abstract multivariate central limit theorem with the Lindeberg-type error bounded in terms of Lipschitz functions (Wasserstein 1-distance) or functions with bounded second or third derivatives. The result is proved by means of…

Probability · Mathematics 2019-01-03 Martin Raič

We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…

Statistics Theory · Mathematics 2022-05-09 Yuichi Akaoka , Kazuki Okamura , Yoshiki Otobe

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

Probability · Mathematics 2017-08-03 Julian Grote , Zakhar Kabluchko , Christoph Thäle

In this paper, a new generalized Bernstein-Bezier type operators is constructed.The estimates of the moments of these operators are investigated. The rate of convergence in terms of modulus of continuity is given. Then, the equivalent…

Functional Analysis · Mathematics 2019-12-05 Qiu-Lan Qi , Dan-Dan Guo , Ge Yang

We consider inverse boundary value problems for general real principal type differential operators. The first results state that the Cauchy data set uniquely determines the scattering relation of the operator and bicharacteristic ray…

Analysis of PDEs · Mathematics 2020-02-24 Lauri Oksanen , Mikko Salo , Plamen Stefanov , Gunther Uhlmann

In this paper, we study the nonexpansive properties of metric resolvent, and present a convergence rate analysis for the associated fixed-point iterations (Banach-Picard and Krasnosel'skii-Mann types). Equipped with a variable metric, we…

Optimization and Control · Mathematics 2021-09-14 Feng Xue

In this note, we provide a Berry--Esseen bounds for rectangles in high-dimensions when the random vectors have non-singular covariance matrices. Under this assumption of non-singularity, we prove an $n^{-1/2}$ scaling for the Berry--Esseen…

Statistics Theory · Mathematics 2020-09-30 Arun Kumar Kuchibhotla , Alessandro Rinaldo

In this paper, we give estimates for the speed of convergence towards a limiting stable law in the recently introduced setting of mod-$\phi$ convergence. Namely, we define a notion of zone of control, closely related to mod-$\phi$…

Probability · Mathematics 2018-02-21 Valentin Féray , Pierre-Loïc Méliot , Ashkan Nikeghbali

We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this…

Probability · Mathematics 2014-08-06 Faouzi Chaabane , Ahmed Kebaier

In this paper we obtain Berry-Esse\'en bounds on partial sums of functionals of heavy-tailed moving averages, including the linear fractional stable noise, stable fractional ARIMA processes and stable Ornstein-Uhlenbeck processes. Our rates…

Probability · Mathematics 2019-04-15 Andreas Basse-O'Connor , Mark Podolskij , Christoph Thäle

A quantitative central limit theorem for the simple symmetric exclusion process (SSEP) on a $d$-dimensional discrete torus is proven. The argument is based on a comparison of the generators of the density fluctuation field of the SSEP and…

Probability · Mathematics 2024-08-05 Benjamin Gess , Vitalii Konarovskyi

\noindent We study the asymptotic behavior of a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed integer-valued random variables. We prove a Berry-Esseen bound…

Probability · Mathematics 2015-04-01 Thierry Klein , Agnès Lagnoux , Pierre Petit

The number of faces of the convex hull of $n$ independent and identically distributed random points chosen on the boundary of a smooth convex body in $\mathbb{R}^d$ is investigated. In dimensions two and three the number of $k$-faces is…

Probability · Mathematics 2025-09-25 Matthias Reitzner , Mathias Sonnleitner

Semi-invertible multiplicative ergodic theorems establish the existence of an Oseledets splitting for cocycles of non-invertible linear operators (such as transfer operators) over an invertible base. Using a constructive approach, we…

Dynamical Systems · Mathematics 2012-11-26 Cecilia González-Tokman , Anthony Quas

For a given normalized Gaussian symmetric matrix-valued process $Y^{(n)}$, we consider the process of its eigenvalues $\{(\lambda_{1}^{(n)}(t),\dots, \lambda_{n}^{(n)}(t)); t\ge 0\}$ as well as its corresponding process of empirical…

Probability · Mathematics 2018-01-09 Arturo Jaramillo , Juan Carlos Pardo , José Luis Pérez

We study weighted sums of free identically distributed self-adjoint random variables with weights chosen randomly from the unit sphere and show that the Kolmogorov distance between the distribution of such a weighted sum and Wigner's…

Probability · Mathematics 2024-08-26 Leonie Neufeld
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