Related papers: Annealed and quenched limit theorems for random ex…
We propose a simple equation for predicting self-diffusivity of fluids embedded in random matrices of identical, but dynamically frozen, particles (i.e., quenched-annealed systems). The only nontrivial input is the volume available to…
The goal of this paper is to highlight the almost sure central limit theorem for martingales to the control community and to show the usefulness of this result for the system identification of controllable ARX(p,q) process in adaptive…
We study an inhomogeneous generalization of the classical corner growth in which the weights are exponentially distributed with random parameters. Our main interest is in the quenched and annealed large deviation properties of the last…
The deleting items theorems of weak law of large numbers (WLLN),strong law of large numbers (SLLN) and central limit theorem (CLT) are derived by substituting partial sum of random variable sequence with deleting items partial sum. We…
Based on deleting-item central limit theory, the classical Donsker's theorem of partial-sum process of independent and identically distributed (i.i.d.) random variables is extended to incomplete partial-sum process. The incomplete…
Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…
We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…
We perform a time-dependent study of the driven dynamics of overdamped particles which are placed in a one-dimensional, piecewise linear random potential. This set-up of spatially quenched disorder then exerts a dichotomous varying random…
Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…
The Ewens-Pitman model defines a distribution on random partitions of $\{1,\ldots,n\}$, with parameters $\alpha \in [0,1)$ and $\theta > -\alpha$; the case $\alpha=0$ reduces to the classical Ewens model from population genetics. We…
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.
Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…
Z^d-extensions of probability-preserving dynamical systems are themselves dynamical systems preserving an infinite measure, and generalize random walks. Using the method of moments, we prove a generalized central limit theorem for additive…
We briefly review Boltzmann-Gibbs and nonextensive statistical mechanics as well as their connections with Fokker-Planck equations and with existing central limit theorems. We then provide some hints that might pave the road to the proof of…
We study an influence of the quenched extended defects on the critical dynamics of the d=3-dimensional systems with m-component non-conserved order parameter (model A dynamics). Considering defects to be correlated in \epsilon_d dimensions…
We show that there exists an ergodic conductance environment such that the weak (annealed) invariance principle holds for the corresponding continuous time random walk but the quenched invariance principle does not hold.
We present a general approach to establish the Central Limit Theorem with error bounds for sequential dynamical systems. The main tool we develop is the application to this setting of a projective metric on complex cones, following the…
We extend the spectral method for proving limit theorems to random non-uniformly expanding dynamical systems. This yields the CLT and moderate deviations principles (MDP). We show that as the amount of non-uniformity decreases the CLT rates…
We prove a large deviations principle for the total spin and the number of edges under the annealed Ising measure on generalized random graphs. We also give detailed results on how the annealing over the Ising model changes the degrees of…
We prove annealed central limit theorems for finite pattern counts in the measurement record of discrete-time quantum trajectories generated by repeated measurements in a disordered environment. Under summable mixing assumptions on the…