Related papers: Local Central Limit Theorem for diffusions in a de…
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 $\Omega$…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…