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In this paper we survey and further study partial sums of a stationary process via approximation with a martingale with stationary differences. Such an approximation is useful for transferring from the martingale to the original process the…

Probability · Mathematics 2011-05-24 Magda Peligrad

We study multivariate generalizations of the $q$-central limit theorem, a generalization of the classical central limit theorem consistent with nonextensive statistical mechanics. Two types of generalizations are addressed, more precisely…

Statistical Mechanics · Physics 2007-05-23 Sabir Umarov , Constantino Tsallis

A field-theoretic description of the critical behaviour of systems with quenched defects obeying a power law correlations $\sim |{\bf x}|^{-a}$ for large separations ${\bf x}$ is given. Directly for three-dimensional systems and different…

Disordered Systems and Neural Networks · Physics 2009-10-31 V. V. Prudnikov , A. A. Fedorenko

We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…

Probability · Mathematics 2011-08-16 Yves F. Atchade , Matias D. Cattaneo

In this paper we introduce and study renewal-reward processes in random environments where each renewal involves a reward taking values in a Banach space. We derive quenched large deviation principles and identify the associated rate…

Probability · Mathematics 2023-09-18 Frank den Hollander , Marco Zamparo

This paper extends classical probabilistic results to the broader class of demimartingales and demisubmartingales. We establish variants of Doob's-type optional sampling theorem under minimal structural conditions on stopping times, relying…

Probability · Mathematics 2025-07-24 Milto Hadjikyriakou , B. L. S Prakasa Rao

We provide complementary results for a family of models with dependence on their previous $k$-sum. Using a martingale-based approach, we establish a functional central limit theorem and analyze the limiting behavior of the center of mass.…

Probability · Mathematics 2025-06-17 Víctor Hugo Vázquez Guevara , Manuel González-Navarrete

We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…

Probability · Mathematics 2023-11-21 Matyas Barczy , Zsolt Páles

Consider multiple sums $S_n$ on the $d$-dimensional integer grid,which are generated by i.i.d.\ random variables with a positive expectation. We prove the strong law of large numbers, the law of the iterated logarithm and the distributional…

Probability · Mathematics 2017-09-05 Andrii Ilienko , Ilya Molchanov

Let ${Z_{n},n\geq 0} $ be a critical branching process in random environment and let $T$ be its moment of extinction. Under the annealed approach we prove, as $n\to \infty ,$ a limit theorem for the number of particles in the process at…

Probability · Mathematics 2010-11-19 C. Boeinghoff , E. E. Dyakonova , G. Kersting , V. A. Vatutin

The chiral limit of finite-volume QCD is the $\epsilon$-regime of the theory. We discuss how this regime can be used for determining low-energy observables of QCD by means of comparisons between lattice simulations and quenched and…

High Energy Physics - Lattice · Physics 2016-09-01 P. H. Damgaard

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

Probability · Mathematics 2020-07-01 Zengjing Chen , Larry G. Epstein

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

Probability · Mathematics 2020-06-22 Ilya Soloveychik

We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…

Dynamical Systems · Mathematics 2026-01-09 Juho Leppänen

In this article we prove three fundamental types of limit theorems for the $q$-norm of random vectors chosen at random in an $\ell_p^n$-ball in high dimensions. We obtain a central limit theorem, a moderate deviations as well as a large…

Probability · Mathematics 2019-06-11 Zakhar Kabluchko , Joscha Prochno , Christoph Thaele

Stephenson~(2018) established annealed local convergence of Boltzmann planar maps conditioned to be large. The present work uses results on rerooted multi-type branching trees to prove a quenched version of this limit.

Probability · Mathematics 2021-02-24 Benedikt Stufler

We consider the solution to the parabolic Anderson model with homogeneous initial condition in large time-dependent boxes. We derive stable limit theorems, ranging over all possible scaling parameters, for the rescaled sum over the solution…

Probability · Mathematics 2012-11-06 Jürgen Gärtner , Adrian Schnitzler

We prove a Berry-Esseen theorem, a local central limit theorem and (local) large and (global) moderate deviations principles for i.i.d. (uniformly) random non-uniformly expanding or hyperbolic maps with exponential first return times. Using…

Dynamical Systems · Mathematics 2021-07-19 Yeor Hafouta

Unlike classical simple random walks, one-dimensional random walks in random environments (RWRE) are known to have a wide array of potential limiting distributions. Under certain assumptions, however, it is known that CLT-like limiting…

Probability · Mathematics 2017-04-12 Sung Won Ahn , Jonathon Peterson

We establish statistical limit theorems for equilibrium states of Axiom A diffeomorphisms, derived from the spectral gap of the Ruelle transfer operator established in Part I (Thiam2026a) and transferred to smooth dynamics through the…

Dynamical Systems · Mathematics 2026-05-19 Abdoulaye Thiam
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