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Let $p_1,...,p_{s+1}$ be distinct primes and let $T_{p_i}$ be the von Niemann - Kakutani adding machine $(1 \leq i \leq s)$, $T_{\mathcal{P}}(\mathbf{x}) =(T_{p_1}(x_1),..., T_{p_s}(x_s))$. Let $y_i \in (0,1)$ be a $p_{s+1}$-rational $(1…

Number Theory · Mathematics 2020-01-06 Mordechay B. Levin

We construct $P(phi)_1$-processes indexed by the full time-line, separately derived from the functional integral representations of the relativistic and non-relativistic Nelson models in quantum field theory. These two cases differ…

Mathematical Physics · Physics 2020-11-25 Soumaya Gheryan , Fumio Hiroshima , Jozsef Lorinczi , Achref Majid , Habib Ouerdiane

Intermediately subcritical branching processes in random environment are at the borderline between two subcritical regimes and exhibit a particularly rich behavior. In this paper, we prove a functional limit theorem for these processes. It…

Probability · Mathematics 2012-09-07 Christian Böinghoff , Götz Kersting

For moving average processes with random coefficients and heavy-tailed innovations that are weakly dependent in the sense of strong mixing and local dependence condition $D'$ we study joint functional convergence of partial sums and maxima.…

Probability · Mathematics 2022-10-25 Danijel Krizmanic

We investigate a specific infinite urn scheme first considered by Karlin (1967). We prove functional central limit theorems for the total number of urns with at least k balls for different k.

Probability · Mathematics 2016-06-28 Mikhail Chebunin , Artyom Kovalevskii

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

In this paper we consider a dynamic Erd\H{o}s-R\'{e}nyi random graph with independent identically distributed edge processes. Our aim is to describe the joint evolution of the entries of a subgraph count vector. The main result of this…

Probability · Mathematics 2025-12-01 Rajat Subhra Hazra , Nikolai Kriukov , Michel Mandjes

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…

Probability · Mathematics 2022-04-27 Loïc Béthencourt

We prove a Quantitative Functional Central Limit Theorem for one-hidden-layer neural networks with generic activation function. The rates of convergence that we establish depend heavily on the smoothness of the activation function, and they…

Probability · Mathematics 2023-07-06 Valentina Cammarota , Domenico Marinucci , Michele Salvi , Stefano Vigogna

Let $(X_{n,i})_{1\le i\le n,n\in\mathbb{N}}$ be a triangular array of row-wise stationary $\mathbb{R}^d$-valued random variables. We use a "blocks method" to define clusters of extreme values: the rows of $(X_{n,i})$ are divided into $m_n$…

Statistics Theory · Mathematics 2020-05-19 Holger Drees , Holger Rootzén

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

Dynamical Systems · Mathematics 2023-07-25 Yeor Hafouta

The main result of this paper is a functional limit theorem for the sine-process. In particular, we study the limit distribution, in the space of trajectories, for the number of particles in a growing interval. The sine-process has the…

Dynamical Systems · Mathematics 2018-01-12 Alexander I. Bufetov , Andrey V. Dymov

Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for functionals of Gaussian vectors. Under some conditions, we determine that the limit of…

Probability · Mathematics 2018-06-14 Hongshuai Dai , Guangjun Shen , Lingtao Kong

We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

Probability · Mathematics 2025-12-16 Christian Hirsch , Raphaël Lachièze-Rey

We obtain the analogue of the classical result by Erd\"os and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central…

Probability · Mathematics 2016-09-20 Patricia Alonso Ruiz , Alexander S. Rakitko

A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to…

Probability · Mathematics 2010-07-14 Atul Mallik , Michael Woodroofe

Let $(\tau_n)$ be a sequence of toral automorphisms $\tau_n : x \rightarrow A_n x \hbox{mod}\ZZ^d$ with $A_n \in {\cal A}$, where ${\cal A}$ is a finite set of matrices in $SL(d, \mathbb{Z})$. Under some conditions the method of…

Probability · Mathematics 2010-06-22 Jean-Pierre Conze , Stéphane Le Borgne , Mikaël Roger

The Rotar central limit theorem is a remarkable theorem in the non-classical version since it does not use the condition of asymptotic infinitesimality for the independent individual summands, unlike the theorems named Lindeberg's and…

Probability · Mathematics 2023-09-26 Tran Loc Hung

We consider a non-nestling random walk in a product random environment. We assume an exponential moment for the step of the walk, uniformly in the environment. We prove an invariance principle (functional central limit theorem) under almost…

Probability · Mathematics 2007-06-13 Firas Rassoul-Agha , Timo Seppalainen

We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…

Statistics Theory · Mathematics 2021-08-20 Nathawut Phandoidaen , Stefan Richter
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