Related papers: Central Limit Theorems for Supercritical Superproc…
We study supercritical age-structured branching models starting from a single particle with a random lifetime, where the reproduction law depends on the remaining lifetime of the parent. The lifespan of an individual is decided at its birth…
Let $(X_{k})_{k \in \mathbb Z }$ be a linear process with values in a separable Hilbert space $\mathbb{H}$ given by $X_{k} =\sum_{j=0}^{\infty} (j+1)^{-N}\varepsilon_{k-j}$ for each $k \in \mathbb Z$, where $N:\mathbb{H} \to \mathbb{H}$ is…
We give a simple proof of a central limit theorem for linear statistics of the Circular beta-ensembles which is valid at almost arbitrary mesoscopic scale and for functions of class C^3. As a consequence, using a coupling introduced by…
In this talk I first review at an elementary level a selection of central limit theorems, including some lesser known cases, for sums and maxima of uncorrelated and correlated random variables. I recall why several of them appear in…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. Interestingly there is the possibility that the…
We prove a central limit theorem concerning the number of critical points in large cubes of an isotropic Gaussian random function on a Euclidean space.
The central limit theorem is, with the strong law of large numbers, one of the two fundamental limit theorems in probability theory. Benjamin Jourdain and Alvin Tse have extended to non-linear functionals of the empirical measure of…
We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in $\mathbb{R}^d$. This result generalizes an earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998)…
We construct a flow of continuous time and discrete state branching processes. Some scaling limit theorems for the flow are proved, which lead to the path-valued branching processes and nonlocal branching superprocesses over the positive…
We provide a functional central limit theorem for a broad class of smooth functions for possibly noncausal multivariate linear processes with time-varying coefficients. Since the limiting processes depend on unknown quantities, we propose a…
In this paper, we give sufficient conditions to establish central limit theorems for boundary estimates of Poisson point processes. The considered estimates are obtained by smoothing some bias corrected extreme values of the point process.…
We establish a central limit theorem for the eigenvalue counting function of a matrix of real Gaussian random variables.
We investigate here the behaviour of a large typical meandric system, proving a central limit theorem for the number of components of given shape. Our main tool is a theorem of Gao and Wormald, that allows us to deduce a central limit…
Combining cross-section and time series data is a long and well established practice in empirical economics. We develop a central limit theory that explicitly accounts for possible dependence between the two data sets. We focus on common…
For a sequence of i.i.d. random variables $\{\xi_x : x\in \bb Z\}$ bounded above and below by strictly positive finite constants, consider the nearest-neighbor one-dimensional simple exclusion process in which a particle at $x$ (resp.…
We show that the central limit theorem for linear statistics over determinantal point processes with $J$-Hermitian kernels holds under fairly general conditions. In particular, We establish Gaussian limit for linear statistics over…
We consider a generalization of the so-called divide and color model recently introduced by Haggstrom. We investigate the behaviour of the magnetization in large boxes and its fluctuations. Thus, laws of large numbers and Central Limit…
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…
Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…