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We give a new proof of the classical Central Limit Theorem, in the Mallows ($L^r$-Wasserstein) distance. Our proof is elementary in the sense that it does not require complex analysis, but rather makes use of a simple subadditive inequality…
We present an adaptation of Stein's method of normal approximation to the study of both discrete- and continuous-time dynamical systems. We obtain new correlation-decay conditions on dynamical systems for a multivariate central limit…
We introduce a class of Boltzmann equations on the real line, which constitute extensions of the classical Kac caricature. The collisional gain operators are defined by smoothing transformations with quite general properties. By…
We prove a nonequilibirum central limit theorem for the position of a tagged particle in the one-dimensional nearest-neighbor symmetric simple exclusion process under diffusive scaling starting from a Bernoulli product measure associated to…
We establish central limit theorems for the Sample Average Approximation (SAA) method in discrete-time, finite-horizon stochastic optimal control. Our analysis is based on an abstract limit theorem for stochastic backward recursions, which…
This paper proposes a model, the linear model, for randomly generating logic programs with low density of rules and investigates statistical properties of such random logic programs. It is mathematically shown that the average number of…
In this letter we study the weak-convergence properties of random variables generated by unsharp quantum measurements. More precisely, for a sequence of random variables generated by repeated unsharp quantum measurements, we study the limit…
Let $p_n(y)=\sum_k\hat{\alpha}_k\phi(y-k)+\sum_{l=0}^{j_n-1}\sum_k\hat {\beta}_{lk}2^{l/2}\psi(2^ly-k)$ be the linear wavelet density estimator, where $\phi$, $\psi$ are a father and a mother wavelet (with compact support),…
Let $Q$ be a transition probability on a measurable space $E$, let $(X\_n)\_n$ be a Markov chain associated to $Q$, and let $\xi$ be a real-valued measurable function on $E$, and $S\_n = \sum\_{k=1}^{n} \xi(X\_k)$. Under functional…
Local limit theorems are derived for the number of occupied urns in general finite and infinite urn models under the minimum condition that the variance tends to infinity. Our results represent an optimal improvement over previous ones for…
The paper is devoted to the investigation of Esscher's transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal…
In a paper from 1995, Wormald gave general criteria for certain parameters in a family of discrete random processes to converge to the solution of a system of differential equations. Based on this method, we show that if some further…
We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations…
We consider a Moran model with two allelic types, mutation and selection. In this work, we study the behaviour of the proportion of fit individuals when the size of the population tends to infinity, without any rescaling of parameters or…
We consider a counting problem in the setting of hyperbolic dynamics. Let $\phi_t : \Lambda \to \Lambda$ be a weak mixing hyperbolic flow. We count the proportion of prime periodic orbits of $\phi_t$, with length less than $T$, that satisfy…
Conformality is the idea that at TeV scales enrichment of the standard model particle spectrum leads to conformal invariance at a fixed point of the renormalization group. Some aspects of conformality in particle phenomenology and cosmology…
In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.
This paper establishes central limit theorems for Polyak-Ruppert averaged Q-learning under asynchronous updates. We prove a non-asymptotic central limit theorem, where the convergence rate in Wasserstein distance explicitly reflects the…
We formulate and prove a new sufficient conditions for Central Limit Theorem(CLT) in the space of continuous functions in the terms typical for the approximation theory. We prove that the conditions for continuous CLT obtained by N.C.Jain…
The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial [Lee90, de99]. When dealing with…