Related papers: Central limit theorems in linear dynamics

When the underlying random variables are Gaussian, the classical Central Limit Theorem (CLT) is trivial, but the functional CLT is not. The objective of the paper is to investigate the functional CLT for stationary Gaussian processes in the…

Suppose X is a random vector, that is distributed uniformly in some n-dimensional convex set. It was conjectured that when the dimension n is very large, there exists a non-zero vector u, such that the distribution of the real random…

We establish the limiting distribution of $\frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{n\le x}\alpha(n)$ where $\alpha$ is a Steinhaus random multiplicative function, answering a question of Harper. The distributional convergence is proved…

A two-dimensional Gauss-Kuzmin theorem for $N$-continued fraction expansions is shown. More exactly, we obtain a Gauss-Kuzmin theorem related to the natural extension of the measure-dynamical system corresponding to these expansions. Then,…

The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in presence of strong correlations between the added random contributions. Here, we study this problem for…

Similar to the theory of finite Markov chains it is shown that in a Banach space $X$ ordered by a closed cone $K$ with nonempty interior int($K$) a power bounded positive operator $A$ with compact power such that its trajectories for…

The purpose of this paper is to generalize our earlier work on the logarithm of the Riemann zeta-function to linear combinations of logarithms of primitive Dirichlet $L$-functions with constant real coefficients. Under the assumption of…

There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…

In this paper we describe the alternative approach to the sample boundedness and continuity of stochastic processes. We show that the regularity of paths can be understood in terms of a distribution of the argument maximum. For a centered…

We obtain almost sure limit theorems for partial maxima of norms of a sequence of Banach-valued Gaussian random variables.

Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…

We investigate so-called generalized Mandelbrot cascades at the freezing (critical) temperature. It is known that, after a proper rescaling, a~sequence of multiplicative cascades converges weakly to some continuous random measure. Our main…

We provide a sufficient characterization for subsets $\mathcal{A}$ of the polynomial ring $\mathbb{F}_q[t]$ for which partial sums of Steinhaus random multiplicative functions approach a complex standard normal distribution. This extends…

In 2010, Shiffman and Zelditch proved a central limit theorem (CLT) for smooth statistics of Gaussian random zeros in codimension one over compact K\"ahler manifolds. They raised the question of whether this result admits a two-fold…

Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…

Given a positive operator-valued measure $\nu$ acting on the Borel sets of a locally compact Hausdorff space $X$, with outcomes in the algebra $\mathcal B(\mathcal H)$ of all bounded operators on a (possibly infinite-dimensional) Hilbert…

The coordinates along any fixed direction(s), of points on the sphere $S^{n-1}(\sqrt{n})$, roughly follow a standard Gaussian distribution as $n$ approaches infinity. We revisit this classical result from a nonstandard analysis perspective,…

The paper establishes a functional version of the Hoeffding combinatorial central limit theorem. First, a pre-limiting Gaussian process approximation is defined, and is shown to be at a distance of the order of the Lyapounov ratio from the…

For $f$ a Steinhaus random multiplicative function, we prove convergence in distribution of the appropriately normalised partial sums \[ \frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{\substack{n \leq x \\ P(n) > \sqrt{x}}} f(n), \] where…

Let $T$ be the map defined on $\N=\{1,2,3, ...\}$ by $T(n) = \frac{n}{2} $ if $n$ is even and by $T(n) = \frac{3n+1}{2}$ if $n$ is odd. Consider the dynamical system $(\N, 2^{\N}, T,\mu)$ where $\mu$ is the counting measure. This dynamical…