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Let $(\Omega, \A, \mu)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $\Omega$ with positive entropy. We show that there is a bounded and strictly stationary martingale difference sequence defined on $\Omega$…

Probability · Mathematics 2007-05-23 Mohamed El Machkouri , Dalibor Volny

We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…

Probability · Mathematics 2024-12-20 Aleksandar Mijatović , Isao Sauzedde , Andrew Wade

We study the problem of diffusion-based network learning of a nonlinear phenomenon, $m$, from local agents' measurements collected in a noisy environment. For a decentralized network and information spreading merely between directly…

Machine Learning · Statistics 2023-05-08 Paweł Wachel , Krzysztof Kowalczyk , Cristian R. Rojas

We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

Probability · Mathematics 2015-04-23 Konstantinos Spiliopoulos

We consider a random walk $(Y_N)_{N\geq 0}$ on $\mathbb{R}^2$ generated by successively applying independent random isometries, drawn from a fixed measure $\mu$, to the point $0$. When the support of $\mu$ is finite and includes an…

Probability · Mathematics 2026-01-26 Reuben Drogin , Felipe Hernández

A supersymmetric field theory of light diffusion in semi-infinite disordered media is presented. With the help of this technique we justify--at the perturbative level--the local light diffusion proposed by Tiggelen, Lagendijk, and Wiersma…

Disordered Systems and Neural Networks · Physics 2009-11-13 Chushun Tian

Hambly, Keevash, O'Connell and Stark have proven a central limit theorem for the characteristic polynomial of a permutation matrix with respect to the uniform measure on the symmetric group. We generalize this result in several ways. We…

Probability · Mathematics 2013-08-16 Dirk Zeindler

We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…

Mathematical Physics · Physics 2014-02-13 A. Sapora , M. Codegone , G. Barbero

This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…

Dynamical Systems · Mathematics 2026-02-20 Rafael A. Bilbao , Rafael Lucena

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…

Probability · Mathematics 2024-04-22 Anja Sturm , Moritz Wemheuer

We establish the (non-lattice) local limit theorem for products of i.i.d. random variables on an arbitrary simply connected nilpotent Lie group $G$, where the variables are allowed to be non-centered. Our result also improves on the known…

Probability · Mathematics 2023-12-14 Timothée Bénard , Emmanuel Breuillard

We prove the central limit theorem (CLT) for a sequence of independent zero-mean random variables $\xi_j$, perturbed by predictable multiplicative factors $\lambda_j$ with values in intervals $[\underline\lambda_j,\overline\lambda_j]$. It…

Probability · Mathematics 2015-08-31 Dmitry B. Rokhlin

We study the long time asymptotics of a nonlinear, nonlocal equation used in the modelling of granular media. We prove a uniform exponential convergence to equilibrium for degenerately convex and non convex interaction or confinement…

Analysis of PDEs · Mathematics 2015-06-04 François Bolley , Ivan Gentil , Arnaud Guillin

The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a…

Probability · Mathematics 2018-05-31 Arnab Ganguly , P. Sundar

We show that for every ergodic and aperiodic probability preserving system $(X,\mathcal{B},m,T)$, there exists $f:X\to \mathbb{Z}^d$, whose corresponding cocycle satisfies the $d$-dimensional local central limit theorem. We use the…

Dynamical Systems · Mathematics 2024-09-23 Zemer Kosloff , Shrey Sanadhya

Systems describing the long-range interaction between individuals have attracted a lot of attention in the last years, in particular in relation with living systems. These systems are quadratic, written under the form of transport equations…

Analysis of PDEs · Mathematics 2023-06-13 Marie Doumic , Sophie Hecht , Benoit Perthame , Diane Peurichard

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…

Probability · Mathematics 2026-01-13 Masahisa Ebina , Ivan Nourdin , Giovanni Peccati

We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…

Probability · Mathematics 2024-06-26 Wai-Kit Lam , Arnab Sen

We consider a continuum percolation built over stationary ergodic point processes. Assuming that the occupied region has a unique unbounded cluster and the cluster satisfies volume regularity and isoperimetric condition, we prove a quenched…

Probability · Mathematics 2023-06-28 Yutaka Takeuchi

We study a continuous time random walk, $X$, on ${\mathbb{Z}}^d$ in an environment of random conductances taking values in $(0,\infty)$. We assume that the law of the conductances is ergodic with respect to space shifts. We prove a quenched…

Probability · Mathematics 2019-01-17 Sebastian Andres , Jean-Dominique Deuschel , Martin Slowik
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