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A new version of a sufficient condition of a Dobrushin type is proposed for non-homogeneous Markov chains for a certain class of such processes. The original Dobrushin's condition may fail, yet, the CLT is still valid

Probability · Mathematics 2024-07-18 Alexander Veretennikov , Aisha Nurieva

We study Random Walks in an i.i.d. Random Environment (RWRE) defined on $b$-regular trees. We prove a functional central limit theorem (FCLT) for transient processes, under a moment condition on the environment. We emphasize that we make no…

Probability · Mathematics 2020-03-31 Andrea Collevecchio , Masato Takei , Yuma Uematsu

A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…

Mathematical Physics · Physics 2007-05-23 Paul Doukhan , Gabriel Lang , Sana Louhichi , Bernard Ycart

The Modified Fluctuation Dissipation Theorem (MFDT) proposed by G. Verley et al. {\it (EPL 93, 10002, (2011))} for non equilibrium transient states is experimentally studied. We apply MFDT to the transient relaxation dynamics of the…

Statistical Mechanics · Physics 2015-09-30 Isaac Theurkauff , Aude Caussarieu , Artyom Petrosyan , Sergio Ciliberto

This paper studies limit theorems for Markov Chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate deviation principles for additive not necessarily bounded…

Probability · Mathematics 2007-05-23 Randal Douc , Arnaud Guillin , Eric Moulines

Various forms of the polynomial ergodic theorem (PET) which attracted substantial attention in ergodic theory study the limits of expressions having the form $1/N\sum_{n=1}^NT^{q_1(n)}f_1... T^{q_\ell (n)}f_\ell$ where $T$ is a weakly…

Probability · Mathematics 2009-02-13 Yuri Kifer

Given a Coxeter system of large type we prove a non--commutative central limit theorem: After normalisation with the square root of n the characteristic function of the set of the first n generators tends in distribution to Wigners…

Functional Analysis · Mathematics 2007-05-23 gero Fendler

The Central Limit Theorem (CLT) for additive functionals of Markov chains is a well known result with a long history. In this paper we present applications to two finite-memory versions of the Elephant Random Walk, solving a problem from…

Probability · Mathematics 2020-05-04 Iddo Ben-Ari , Jonah Green , Taylor Meredith , Hugo Panzo , Xiaoran Tan

We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…

Probability · Mathematics 2025-03-24 Muneya Matsui , Thomas Mikosch

The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estimation of the spectrum. In the present paper we study such…

Probability · Mathematics 2018-08-20 Mikkel Slot Nielsen , Jan Pedersen

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

Probability · Mathematics 2024-11-14 Dirk Erhard , Tertuliano Franco , Milton Jara , Eduardo Pimenta

The classically perfect Fixed-Point fermion action for lattice QCD, a highly improved discretization of the continuum theory that preserves chiral symmetry, is constructed in this thesis and a parallel work by T. Jorg. In the framework of…

High Energy Physics - Lattice · Physics 2007-05-23 Simon Hauswirth

We discuss the thermodynamics of gluons in the background of static quark sources. In order to do so we formulate the quenched limit of QCD at non-zero baryon number. A first numerical analysis of this system shows that it undergoes a…

High Energy Physics - Lattice · Physics 2008-11-26 J. Engels , O. Kaczmarek , F. Karsch , E. Laermann

In this paper we establish a general dynamical Central Limit Theorem (CLT) for group actions which are exponentially mixing of all orders. In particular, the main result applies to Cartan flows on finite-volume quotients of simple Lie…

Dynamical Systems · Mathematics 2017-06-29 Michael Björklund , Alexander Gorodnik

The Central Limit Theorem for Iterated Functions Systems on the circle is proved. We study also ergodicity of such systems.

Dynamical Systems · Mathematics 2017-08-04 Tomasz Szarek , Anna Zdunik

In this paper we consider the statistics of repeated measurements on the output of a quantum Markov chain. We establish a large deviations result analogous to Sanov's theorem for the empirical measure associated to finite sequences of…

Quantum Physics · Physics 2015-06-22 Merlijn van Horssen , Madalin Guta

We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…

Probability · Mathematics 2020-05-13 William Oçafrain

We study the quenched invariance principle for random conductance models with long range jumps on $\Z^d$, where the transition probability from $x$ to $y$ is, on average, comparable to $|x-y|^{-(d+\alpha)}$ with $\alpha\in (0,2)$ but is…

Probability · Mathematics 2020-05-01 Xin Chen , Takashi Kumagai , Jian Wang

We revisit the central limit theorem for integrated periodograms, equivalently for Toeplitz quadratic forms of stationary Gaussian sequences. Under a regular-variation assumption allowing long-memory singularities and slowly varying…

Probability · Mathematics 2026-04-07 Samir Ben Hariz , Duc-Quang Bui , Youssef Esstafa

The first aim of this paper is to wonder to what extent we can generalize the central limit theorem of Gordin [5] under the so-called L 1-projective criteria to ergodic stationary random fields when completely commuting filtrations are…

Probability · Mathematics 2022-01-19 Han-Mai Lin , Florence Merlevède , Dalibor Voln{ý}