Related papers: Limit theorems for rank-one Lie groups

We study asymptotic behavior in a class of non-autonomous second order parabolic equations with time periodic unbounded coefficients in $\mathbb R\times \mathbb R^d$. Our results generalize and improve asymptotic behavior results for Markov…

This survey is based on a series of lectures that we gave at MSRI in Spring 2015 and on a series of papers, mostly written jointly with Joan Porti. Our goal here is to: 1. Describe a class of discrete subgroups $\Gamma<G$ of higher rank…

Inspired by a remarkable work of F\'{e}lix, Halperin and Thomas on the asymptotic estimation of the ranks of rational homotopy groups, and more recent works of Wu and the authors on local hyperbolicity, we prove two asymptotic formulae for…

Over the last 30 years, extensive work has been devoted to developing central limit theory for partial sums of subordinated long memory linear time series. A much less studied problem, motivated by questions that are ubiquitous in extreme…

In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure…

Hierarchical statistical models are widely employed in information science and data engineering. The models consist of two types of variables: observable variables that represent the given data and latent variables for the unobservable…

We present a brief introduction to the theory of operator limits of random matrices to non-experts. Several open problems and conjectures are given. Connections to statistics, integrable systems, orthogonal polynomials, and more, are…

This note is devoted to the theory of projective limits of finite-dimensional Lie groups, as developed in the recent monograph ``The Lie Theory of Connected Pro-Lie Groups'' by K.H. Hofmann and S.A. Morris. We replace the original, highly…

We study the asymptotic distribution of norm ball averages along orbits of a lattice $\Gamma \subset \text{SO}(n,1)$ acting on the moduli space of pairs of orthogonal discrete subgroups of $\mathbb{R}^{n+1}$ up to homothety. Our main result…

In this survey, we discuss a series of linearization problems--for Poisson structures, Lie algebroids, and Lie groupoids. The last problem involves a conjecture on the structure of proper groupoids. Attempting to prove this by the method of…

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…

We present an asymptotic control theory for a system of an arbitrary number of linear oscillators under a common bounded control. We suggest a design method of a feedback control for this system. By using the DiPerna-Lions theory of…

We study the asymptotic behavior of the weighted least squares estimators of the unknown parameters of bifurcating integer-valued autoregressive processes. Under suitable assumptions on the immigration, we establish the almost sure…

A statistic can be a function of multiple samples. There is little existing work on asymptotic theory for such statistics when group membership is random. We propose a flexible framework that can handle both deterministic and random…

Given a probability measure on a finitely generated group, the local limit problem consists in finding asymptotics of $p_n(e,e)$, the probability that the random walk at time $n$ is at the origin. We give the classification of all possible…

In this survey, we report on the state of the art of some of the fundamental problems in the Lie theory of Lie groups modeled on locally convex spaces, such as integrability of Lie algebras, integrability of Lie subalgebras to Lie…

We provide asymptotic approximations to the distribution of statistics that are obtained from network data for limiting sequences that let the number of nodes (agents) in the network grow large. Network formation is permitted to be…

We classify connected Lie groups which are locally isomorphic to generalized Heisenberg groups. For a given generalized Heisenberg group $N$, there is a one-to-one correspondence between the set of isomorphism classes of connected Lie…

It was believed that the Mertens function is a simple random walk in the first versions of the article, so its asymptotic behavior obeys the law of the iterated logarithm. In the latest version of the article we show why the asymptotic…

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…