English
Related papers

Related papers: Central Limit Theorems for Supercritical Branching…

200 papers

In this paper, we study the asymptotic behavior of a supercritical $(\xi,\psi)$-superprocess $(X_t)_{t\geq 0}$ whose underlying spatial motion $\xi$ is an Ornstein-Uhlenbeck process on $\mathbb R^d$ with generator $L =…

Probability · Mathematics 2019-09-11 Yan-Xia Ren , Renming Song , Zhenyao Sun , Jianjie Zhao

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

Probability · Mathematics 2023-08-24 Rafael Chiclana , Yuval Peres

Recently a new type of central limit theorem for belief functions was given in Epstein et al. [9]. In this paper, we generalize the central limit theorem in Epstein et al. [9] to accommodate general bounded random variables. These results…

Probability · Mathematics 2017-12-21 Xiaomin Shi

In this paper, we introduce a fundamental model for independent and identically distributed sequence with model uncertainty on the canonical space $(\mathbb{R}^\mathbb{N},\mathcal{B}(\mathbb{R}^\mathbb{N}))$ via probability kernels. Thanks…

Probability · Mathematics 2023-07-25 Xiaofan Guo , Xinpeng Li

This paper studies limit theorems for Markov Chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate deviation principles for additive not necessarily bounded…

Probability · Mathematics 2007-05-23 Randal Douc , Arnaud Guillin , Eric Moulines

In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on martingale techniques and a sharp lower…

Probability · Mathematics 2011-05-24 Magda Peligrad

We consider multitype branching processes arising in the study of random laminations of the disk. We classify these processes according to their subcritical or supercritical behavior and provide Kolmogorov-type estimates in the critical…

Probability · Mathematics 2011-03-29 Nicolas Curien , Yuval Peres

In this paper, a very useful lemma (in two versions) is proved: it simplifies notably the essential step to establish a Lindeberg central limit theorem for dependent processes. Then, applying this lemma to weakly dependent processes…

Statistics Theory · Mathematics 2007-06-13 Jean-Marc Bardet , Paul Doukhan , Gabriel Lang , Nicolas Ragache

We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the…

Probability · Mathematics 2012-01-04 Bernard Bercu , Pierre Del Moral , Arnaud Doucet

We prove a central limit theorem for the normalized overlap between two replicas in the spherical SK model in the high temperature phase. The convergence holds almost surely with respect to the disorder variables, and the inverse…

Probability · Mathematics 2019-10-23 Vu Lan Nguyen , Philippe Sosoe

We consider symmetric Markov chains on $\Bbb Z^d$ where we do {\bf not} assume that the conductance between two points must be zero if the points are far apart. Under a uniform second moment condition on the conductances, we obtain upper…

Probability · Mathematics 2007-05-23 Richard F. Bass , Takashi Kumagai

This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…

Probability · Mathematics 2014-07-10 Peter W. Glynn , Rob J. Wang

A Central Limit Theorem for linear combinations of iterates of an inner function is proved. The main technical tool is Aleksandrov Desintegration Theorem for Aleksandrov-Clark measures.

Complex Variables · Mathematics 2020-06-23 Artur Nicolau , Odí Soler i Gibert

In this paper, we consider a Banach space valued random coefficient autoregressive process. Our studies on this process involve existence, weak law of large numbers, strong law of large numbers, some exponential inequalities, central limit…

Probability · Mathematics 2022-12-06 Sadillo Sharipov

We establish general sufficient conditions for a sequence of controlled branching processes to converge weakly on the Skorokhod space. We focus on a class of controlled random variables that extends previous results by considering them as a…

Probability · Mathematics 2025-08-26 Miguel González , Pedro Martín-Chávez , Inés del Puerto

We consider sequences of $U$-processes based on symmetric kernels of a fixed order, that possibly depend on the sample size. Our main contribution is the derivation of a set of analytic sufficient conditions, under which the aforementioned…

Probability · Mathematics 2022-03-16 Christian Döbler , Mikołaj Kasprzak , Giovanni Peccati

We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…

Probability · Mathematics 2014-09-26 Herold Dehling , Olivier Durieu , Marco Tusche

We consider a critical superprocess $\{X;\mathbf P_\mu\}$ with general spatial motion and spatially dependent stable branching mechanism with lowest stable index $\gamma_0 > 1$. We first show that, under some conditions, $\mathbf…

Probability · Mathematics 2019-07-23 Yan-Xia Ren , Renming Song , Zhenyao Sun

Let $(U_n(t))_{t\in\R^d}$ be the empirical process associated to an $\R^d$-valued stationary process $(X_i)_{i\ge 0}$. We give general conditions, which only involve processes $(f(X_i))_{i\ge 0}$ for a restricted class of functions $f$,…

Probability · Mathematics 2012-10-02 Olivier Durieu , Marco Tusche

We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…

Probability · Mathematics 2024-04-22 Anja Sturm , Moritz Wemheuer