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We prove a strong form of the equivalence of ensembles for the invariant measures of zero range processes conditioned to a supercritical density of particles. It is known that in this case there is a single site that accomodates a…

Probability · Mathematics 2009-12-08 Inés Armendáriz , Michail Loulakis

The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point-wise ergodic conditions studied in…

Probability · Mathematics 2022-07-04 S. Valère Bitseki Penda

An upper bound for the Wasserstein distance is provided in the general framework of the Wiener-Poisson space. Is obtained from this bound a second order Poincar\'e-type inequality which is useful in terms of computations. For completeness…

Probability · Mathematics 2012-04-27 Juan Víquez

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

We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT) for almost all frequencies and also an annealed CLT. The theorems hold for all…

Probability · Mathematics 2010-11-08 Magda Peligrad , Wei Biao Wu

We consider the setting of either a general non-local branching particle process or a general non-local superprocess. Under the assumption that the mean semigroup has a Perron-Frobenious type behaviour in combination with a regularly…

Probability · Mathematics 2025-07-25 Natalia Cardona-Tobón , Andreas E. Kyprianou , Pedro Martín-Chávez

We establish a Law of Large Numbers and a Central Limit Theorem for a class of Crump Mode Jagers continuous time branching processes, where the birth rate is age dependent, and also random (different from one individual to the next), in the…

Probability · Mathematics 2025-08-19 Ibrahima Dramé , Etienne Pardoux

We study the large-scale behavior of solutions to the Allen-Cahn reaction-diffusion equation with Gaussian initial data. We consider the case of short-range dependence in the associated supercritical regime with spatial dimension $d \ge 3$.…

Probability · Mathematics 2026-04-13 Colin Piernot , Kexing Ying

This paper studies one-dimensional Ornstein-Uhlenbeck processes, with the distinguishing feature that they are reflected on a single boundary (put at level 0) or two boundaries (put at levels 0 and d>0). In the literature they are referred…

Probability · Mathematics 2014-07-03 Gang Huang , Michel Mandjes , Peter Spreij

Let $\xi_i$, $i\in \mathbb {N}$, be independent copies of a L\'{e}vy process $\{\xi(t),t\geq0\}$. Motivated by the results obtained previously in the context of the random energy model, we prove functional limit theorems for the process…

Probability · Mathematics 2011-07-15 Zakhar Kabluchko

We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

Probability · Mathematics 2025-12-16 Christian Hirsch , Raphaël Lachièze-Rey

This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…

Probability · Mathematics 2014-07-08 Guenter Last , Mathew D. Penrose , Matthias Schulte , Christoph Thaele

The class of nonlinear Markov processes is characterized by the dependence of the current state of the process on its current distribution in addition to the dependence on the previous state. Due to this feature, these processes are…

Probability · Mathematics 2022-12-27 Aleksandr Shchegolev

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

Probability · Mathematics 2015-12-07 N. J. Simm

In this paper, we extend the central limit theorem of the additive functional of the nearest-neighbor zero-range process given in \cite{Quastel2002} to the long-range case. Our main results show that in several cases the limit processes are…

Probability · Mathematics 2026-01-27 Xue Xiaofeng

The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…

Logic in Computer Science · Computer Science 2026-03-10 Henning Basold , Oisín Flynn-Connolly , Chase Ford , Hao Wang

We review and present some known results for non-linear functionals of Gaussian variables in the context of discrete Gaussian fields defined on the $d$ dimensional lattice. Our main result is a Central Limit Theorem in the spirit of the…

Probability · Mathematics 2025-12-16 Fabio Coppini , Wioletta M. Ruszel

We address the problem of proving a Central Limit Theorem for the empirical optimal transport cost, $\sqrt{n}\{\mathcal{T}_c(P_n,Q)-\mathcal{W}_c(P,Q)\}$, in the semi discrete case, i.e when the distribution $P$ is finitely supported. We…

Probability · Mathematics 2021-05-26 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

We prove a Central Limit Theorem for the empirical optimal transport cost, $\sqrt{\frac{nm}{n+m}}\{\mathcal{T}_c(P_n,Q_m)-\mathcal{T}_c(P,Q)\}$, in the semi discrete case, i.e when the distribution $P$ is supported in $N$ points, but…

Probability · Mathematics 2022-02-15 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

This paper provides a Central Limit Theorem (CLT) for a process $\{\theta_n, n\geq 0\}$ satisfying a stochastic approximation (SA) equation of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H(\theta_n,X_{n+1})$; a CLT for the associated…

Probability · Mathematics 2013-09-13 Gersende Fort
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