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We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this…

Probability · Mathematics 2014-08-06 Faouzi Chaabane , Ahmed Kebaier

In this note we consider two different singular limits to hyperbolic system of conservation laws, namely the standard backward schemes for non linear semigroups and the semidiscrete scheme. Under the assumption that the rarefaction curve of…

Analysis of PDEs · Mathematics 2007-05-23 Stefano Bianchini

We reduce the local limit theorem for a non-compact semisimple Lie group acting on its symmetric space to establishing that a natural operator associated to the measure is quasicompact. Under strong Diophantine assumptions on the underlying…

Probability · Mathematics 2024-10-10 Constantin Kogler

In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it…

Probability · Mathematics 2014-05-20 Christian Böinghoff

Let $X=\{X_n: n\in\mathbb{N}\}$ be a linear process in which the coefficients are of the form $a_i=i^{-1}\ell(i)$ with $\ell$ being a slowly varying function at the infinity and the innovations are independent and identically distributed…

Probability · Mathematics 2023-06-21 Fangjun Xu

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

We prove local limit theorems for mod-{\phi} convergent sequences of random variables, {\phi} being a stable distribution. In particular, we give two new proofs of a local limit theorem in the framework of mod-phi convergence: one proof…

Probability · Mathematics 2019-01-29 Martina dal Borgo , Pierre-Loïc Méliot , Ashkan Nikeghbali

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…

Probability · Mathematics 2012-04-13 Hui He , Rugang Ma

We introduce a coarse flow space for relatively hyperbolic groups and use it to verify a regularity condition for the action of relatively hyperbolic groups on their boundaries. As an application the Farrell-Jones Conjecture for relatively…

Geometric Topology · Mathematics 2019-02-20 Arthur Bartels

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 limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…

Probability · Mathematics 2007-05-23 Alexey M. Kulik

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

Probability · Mathematics 2017-12-05 Bojan Basrak , Hrvoje Planinic , Philippe Soulier

Normally hyperbolic invariant manifolds theory provides an efficient tool for proving diffusion in dynamical systems. In this paper we develop a methodology for computer assisted proofs of diffusion in a-priori chaotic systems based on this…

Dynamical Systems · Mathematics 2022-01-05 Maciej J. Capinski , Jorge Gonzalez , Jean-Pierre Marco , J. D. Mireles James

This paper studies set-invariance and stabilization of hyperbolic sets over rate-limited channels for discrete-time control systems. We first investigate structural and control-theoretic properties of hyperbolic sets, in particular such…

Optimization and Control · Mathematics 2021-05-20 Christoph Kawan

In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.

Statistics Theory · Mathematics 2020-11-12 Dimbihery Rabenoro

We prove an almost sure invariance principle that is valid for general classes of nonuniformly expanding and nonuniformly hyperbolic dynamical systems. Discrete time systems and flows are covered by this result. In particular, the result…

Dynamical Systems · Mathematics 2014-12-09 Ian Melbourne , Matthew Nicol

This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.

Probability · Mathematics 2023-12-18 Gaoyu Li , Zhongquan Tan

We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…

Probability · Mathematics 2021-04-21 Michael Röckner , Longjie Xie

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

Probability · Mathematics 2018-04-24 Christoph Börgers , Claude Greengard

This is the first of a series of two papers dealing with local limit theorems in relatively hyperbolic groups. In this first paper, we prove rough estimates for the Green function. Along the way, we introduce the notion of relative…

Dynamical Systems · Mathematics 2020-04-28 Matthieu Dussaule