Related papers: A quantitative central limit theorem for the effec…
We consider a model for random walks on random environments (RWRE) with random subset of Z^d as the vertices, and uniform transition probabilities on 2d points (two "coordinate nearest points" in each of the d coordinate directions). We…
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…
This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…
We analyze the fluctuations of incomplete $U$-statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled…
Recent experiments on atomic-scale metallic contacts have shown that the quantization of the conductance appears clearly only after the average of the experimental results. Motivated by these results we have analyzed a simplified model…
For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…
We investigate the asymptotic behavior of the $L_p$-distance between a monotone function on a compact interval and a smooth estimator of this function. Our main result is a central limit theorem for the $L_p$-error of smooth isotonic…
For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…
The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under…
A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…
We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…
This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…
Let ${\cal T}$ be a rooted Galton-Watson tree with offspring distribution $\{p_k\}$ that has $p_0=0$, mean $m=\sum kp_k>1$ and exponential tails. Consider the $\lambda$-biased random walk $\{X_n\}_{n\geq 0}$ on ${\cal T}$; this is the…
This paper investigates a local central limit theorem for a normalized sequence of random variables belonging to a fixed order Wiener chaos and converging to the standard normal distribution. We prove, without imposing any additional…
The transport capacity of a dense ad hoc network with n nodes scales like \sqrt(n). We show that the transport capacity divided by \sqrt(n) approaches a non-random limit with probability one when the nodes are i.i.d. distributed on the unit…
We propose a novel statistical test to assess the mutual independence of multidimensional random vectors. Our approach is based on the $L_1$-distance between the joint density function and the product of the marginal densities associated…
In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…
We prove a non-standard functional limit theorem for a two dimensional simple random walk on some randomly oriented lattices. This random walk, already known to be transient, has different horizontal and vertical fluctuations leading to…
We investigate the number of nodal intersections of random Gaussian Laplace eigenfunctions on the standard two-dimensional flat torus ("arithmetic random waves") with a fixed real-analytic reference curve with nonvanishing curvature. The…
We study random dynamical systems composed of LSV maps with varying parameters, without any mixing assumptions on the base space of random dynamics. We establish a quenched central limit theorem and identify conditions under which the…