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Many statistical applications require establishing central limit theorems for sums, integrals, or for quadratic forms of functions of a stationary process. A particularly important case is that of Appell polynomials, since the Appell…

Probability · Mathematics 2008-12-18 Florin Avram , Nikolai Leonenko , Ludmila Sakhno

Let $B=(B_x)_{x\in\mathbb{R}^d}$ be a collection of $N(0,1)$ random variables forming a real-valued continuous stationary Gaussian field on $\mathbb{R}^d$, and set $C(x-y)=\mathbb{E}[B_xB_y]$. Let $\varphi:\mathbb{R}\to\mathbb{R}$ be such…

Probability · Mathematics 2023-08-29 Leonardo Maini , Ivan Nourdin

In this paper we show a central limit theorem for Lebesgue integrals of stationary $BL(\theta)$-dependent random fields as the integration domain grows in Van Hove-sense. Our method is to use the (known) analogue result for discrete sums.…

Probability · Mathematics 2016-01-05 Jürgen Kampf

We use Brascamp-Lieb's inequality to obtain new decoupling inequalities for general Gaussian vectors, and for stationary cyclic Gaussian processes. In the second case, we use a version by Bump and Diaconis of the strong Szego limit theorem.…

Probability · Mathematics 2024-07-09 Michel Weber

Using the renormalization method introduced in \cite{GJ}, we prove what we call the {\em local} Boltzmann-Gibbs principle for conservative, stationary interacting particle systems in dimension $d=1$. As applications of this result, we…

Probability · Mathematics 2013-03-01 Patricia Gonçalves , Milton Jara

We prove a nonlinear variant of the general Brascamp-Lieb inequality. Instances of this inequality are quite prevalent in analysis, and we illustrate this with substantial applications in harmonic analysis and partial differential…

Classical Analysis and ODEs · Mathematics 2020-12-23 Jonathan Bennett , Neal Bez , Stefan Buschenhenke , Michael G. Cowling , Taryn C. Flock

In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the…

Probability · Mathematics 2015-12-07 Richard C. Bradley , Cristina Tone

We use the method of induction-on-scales to prove certain diffeomorphism invariant nonlinear Brascamp--Lieb inequalities. We provide applications to multilinear convolution inequalities and the restriction theory for the Fourier transform,…

Classical Analysis and ODEs · Mathematics 2010-09-10 Jonathan Bennett , Neal Bez

Using a central limit theorem for arrays of interacting quantum systems, we give analytical expressions for the density of states and the partition function at finite temperature of such a system, which are valid in the limit of infinite…

Statistical Mechanics · Physics 2009-11-10 Michael Hartmann , Guenter Mahler , Ortwin Hess

We prove that the best constant in the general Brascamp-Lieb inequality is a locally bounded function of the underlying linear transformations. As applications we deduce certain very general Fourier restriction, Kakeya-type, and nonlinear…

Classical Analysis and ODEs · Mathematics 2018-05-23 Jonathan Bennett , Neal Bez , Taryn C. Flock , Sanghyuk Lee

We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance…

Probability · Mathematics 2012-04-12 Yizao Wang , Michael Woodroofe

This is an extended version of a series of talks I held at the University of Bochum in 2017 about limit theorems for non-linear functionals of stationary Gaussian random fields. The goal of these talks was to give a fairly detailed…

Probability · Mathematics 2017-08-11 Peter Major

A criterion is established for the validity of multilinear inequalities of a class considered by Brascamp and Lieb, generalizing well-known inequalities of Holder, Young, and Loomis-Whitney. This is a companion to a recent paper by the same…

Classical Analysis and ODEs · Mathematics 2007-05-23 Jonathan Bennett , Anthony Carbery , Michael Christ , Terence Tao

We revisit certain localised variants of the Bennett-Carbery-Tao multilinear restriction theorem, recently proved by Bejenaru. We give a new proof of Bejenaru's theorem, relating the estimates to the theory of Kakeya-Brascamp-Lieb…

Classical Analysis and ODEs · Mathematics 2024-04-09 David Beltran , Jennifer Duncan , Jonathan Hickman

The Brascamp-Lieb inequalities are a generalization of the H\"older, Loomis-Whitney, Young, and Finner inequalities that have found many applications in harmonic analysis and elsewhere. In this paper we introduce an "adjoint" version of…

Classical Analysis and ODEs · Mathematics 2023-07-18 Jonathan Bennett , Terence Tao

By combining the upper and lower bounds to the free energy as given by the Gibbs inequality for two systems with the same intermolecular interactions but with external fields differing from each other only in a finite region of space Gamma,…

Statistical Mechanics · Physics 2016-08-31 John D. Weeks

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…

Probability · Mathematics 2012-07-13 Mohamed El Machkouri , Dalibor Volny , Wei Biao Wu

We prove a functional central limit theorem for integrals $\int_W f(X(t))\, dt$, where $(X(t))_{t\in\mathbb{R}^d}$ is a stationary mixing random field and the stochastic process is indexed by the function $f$, as the integration domain $W$…

Probability · Mathematics 2015-12-14 Jürgen Kampf , Evgeny Spodarev

This paper considers functional central limit theorems for stationary absolutely regular mixing processes. Bounds for the entropy with bracketing are derived using recent results in Nickl and P\"otscher (2007). More specifically, their…

Methodology · Statistics 2020-02-27 Guido M. Kuersteiner

The H\"older-Brascamp-Lieb inequalities are a collection of multilinear inequalities generalizing a convolution inequality of Young and the Loomis-Whitney inequalities. The full range of exponents was classified in Bennett et al. (2008). In…

Classical Analysis and ODEs · Mathematics 2017-11-23 Kevin O'Neill
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