Related papers: An $\alpha$-stable limit theorem under sublinear e…

By a delicate analysis for the Stein's equation associated to the $\alpha$-stable law approximation with $\alpha \in (0,2)$, we prove a quantitative stable central limit theorem in Wasserstein type distance, which generalizes the results in…

Fix an irrational number $\alpha$, and consider a random walk on the circle in which at each step one moves to $x+\alpha$ or $x-\alpha$ with probabilities $1/2, 1/2$ provided the current position is $x$. If an observable is given we can…

We consider the central limit theorem for stable laws in the case of the standardized sum of independent and identically distributed random variables with regular probability density function. By showing decay of different entropy…

Define the non-overlapping return time of a random process to be the number of blocks that we wait before a particular block reappears. We prove a Central Limit Theorem based on these return times. This result has applications to entropy…

Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…

We prove several limit theorems for a simple class of partially hyperbolic fast-slow systems. We start with some well know results on averaging, then we give a substantial refinement of known large (and moderate) deviation results and…

In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…

Datasets are often reused to perform multiple statistical analyses in an adaptive way, in which each analysis may depend on the outcomes of previous analyses on the same dataset. Standard statistical guarantees do not account for these…

We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…

We consider a semilinear parabolic partial differential equation in $\mathbf{R}_+\times [0,1]^d$, where $d=1, 2$ or $3$, with a highly oscillating random potential and either homogeneous Dirichlet or Neumann boundary condition. If the…

We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…

This paper derives two stabilizability theorems for a basic class of discrete-time nonlinear systems with multiple unknown parameters. First, we claim that a discrete-time multi-parameter system is stabilizable if its nonlinear growth rate…

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

A new stabilization phenomenon induced by degenerate diffusion is discovered in the context of pinned planar $p$-elasticae. It was known that in the non-degenerate regime $p\in(1,2]$, including the classical case of Euler's elastica, there…

Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…

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…

Generalizing both Substable FSMs and Indicator FSMs, we introduce alpha-stabilized subordination, a procedure which produces new FSMs (H-sssi symmetric stable processes) from old ones. We extend these processes to isotropic stable fields…

We find a sufficient condition under which a central limit theorem for a stationary linear process is quenched. We find a stationary linear process szatisfying the Maxwell-Woodroofe condition for which the variances of partial sums are…

We prove the annealed Central Limit Theorem for random walks in bistochastic random environments on $Z^d$ with zero local drift. The proof is based on a "dynamicist's interpretation" of the system, and requires a much weaker condition than…

In this paper, we consider the sublinear expectation on bounded random variables. With the notion of uncorrelatedness for random variables under the sublinear expectation, a weak law of large numbers is obtained. With the notion of…