Related papers: Central limit theorem for commutative semigroups o…

The well known Erdos-Turan law states that the logarithm of an order of a random permutation is asymptotically normally distributed. The aim of this work is to estimate convergence rate in this theorem and also to prove analogous result for…

We study the relationship between chaotic behavior and the Central Limit Theorem (CLT) in the Kuramoto model. We calculate sums of angles at equidistant times along deterministic trajectories of single oscillators and we show that, when…

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…

A new type of stochastic dependence for a sequence of random variables is introduced and studied. Precisely, (X_n)_{n\geq 1} is said to be conditionally identically distributed (c.i.d.), with respect to a filtration (G_n)_{n\geq 0}, if it…

In this article, we study the logarithm of the central value $L\left(\frac{1}{2}, \chi_D\right)$ in the symplectic family of Dirichlet $L$-functions associated with the hyperelliptic curve of genus $\delta$ over a fixed finite field…

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

In this paper, we focus on studying central limit theorems for functionals of some specific stationary random processes. In classical probability theory, it is well-known that for non-linear functionals of stationary Gaussian sequences, we…

We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem (LCLT) for non-autonomous dynamical systems. A key advance is the extension of the spectral…

Drees and Rootz\'en [2010] have proven central limit theorems (CLT) for empirical processes of extreme values cluster functionals built from $\beta$-mixing processes. The problem with this family of $\beta$-mixing processes is that it is…

Let $\{T(t)\}_{t\geq 0}$ be a $C_0$-semigroup of bounded linear operators on the Banach space ${X}$ into itself and let $A$ be their infinitesimal generator. In this paper, we show that if $T(t)$ is uniformly ergodic, then $A$ does not have…

We prove a multivariate central limit theorem with explicit error bound on a non-smooth function distance for sums of bounded decomposable $d$-dimensional random vectors. The decomposition structure is similar to that of Barbour, Karo\'nski…

We determine the asymptotics of the joint eigenfunctions of the torus action on a toric Kahler variety. Such varieties are models of completely integrable systems in complex geometry. We first determine the pointwise asymptotics of the…

Local mean and individual (with respect to almost uniform convergence in Egorov's sense) ergodic theorems are established for actions of the semigroup $\mathbb R_+^d$ in symmetric spaces of measurable operators associated with a semifinite…

We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…

We prove, for any $\beta >0$, a central limit theorem for the fluctuations of linear statistics in the Sine-$\beta$ process, which is the infinite volume limit of the random microscopic behavior in the bulk of one-dimensional log-gases at…

We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the cumulant method.

A result for subadditive ergodic cocycles is proved that provides more delicate information than Kingman's subadditive ergodic theorem. As an application we deduce a multiplicative ergodic theorem generalizing an earlier result of…

We consider isometric actions of lattices in semisimple algebraic groups on (possibly non-compact) homogeneous spaces with (possibly infinite) invariant Radon measure. We assume that the action has a dense orbit, and demonstrate two novel…

For an endomorphism $s:V\rightarrow V$ of a finite dimensional complex vector space and an action of a torus $T$ on the full flag variety $\text{GL}_n({\mathbb C})/B$, we give a description of its fixed point set when $s$ is semisimple or…

In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix when the population covariance matrices are not uniformly bounded, which is a nontrivial…