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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…

Probability · Mathematics 2009-06-22 Marco Lenci

We prove functional central limit theorems for the dynamic elephant random walk in the $\sqrt{n}$ and $\sqrt{n\log n}$ orders, by applying the martingale convergence theorem and Karamata's theory of regular variation.

Probability · Mathematics 2025-07-03 Go Tokumitsu

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…

Probability · Mathematics 2014-09-22 Yan-Xia Ren , Renming Song , Rui Zhang

This paper is concerned with a central limit theorem for quadratic variation when observations come as exit times from a regular grid. We discuss the special case of a semimartingale with deterministic characteristics and finite activity…

Statistics Theory · Mathematics 2016-05-24 Mathias Vetter , Tobias Zwingmann

Motivated by random evolutions which do not start from equilibrium, in a recent work, Peligrad and Voln\'{y} (2018) showed that the quenched CLT (central limit theorem) holds for ortho-martingale random fields. In this paper, we study the…

Probability · Mathematics 2019-09-12 Na Zhang , Lucas Reding , Magda Peligrad

We give a new, self-contained proof of the multidimensional central limit theorem using the technique of ``doubling variables," which is traditionally used to prove uniqueness of solutions of partial differential equations (PDEs). Our…

Probability · Mathematics 2022-12-23 Louigi Addario-Berry , Gavin Barill , Erin Beckman , Jessica Lin

We consider sub-critical configuration models and show that the central limit theorem for any additive statistic holds when the statistics satisfies a fourth moment assumption, a variance lower bound and the degree sequence of graph…

Probability · Mathematics 2019-02-22 Siva Athreya , D. Yogeshwaran

In this dissertation, we show that the Central Limit Theorem and the Invariance Principle for Discrete Fourier Transforms discovered by Peligrad and Wu can be extended to the quenched setting. We show that the random normalization…

Probability · Mathematics 2016-05-25 David Barrera

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

Probability · Mathematics 2007-05-23 Erwin Bolthausen , Christine Ritzmann

We derive a central limit theorem for the mean-square of random waves in the high-frequency limit over shrinking sets. Our proof applies to any compact Riemannian manifold of arbitrary dimension, thanks to the universality of the local Weyl…

Probability · Mathematics 2019-03-18 Matthew de Courcy-Ireland , Marius Lemm

For a smooth stationary Gaussian field on $\mathbb{R}^d$ and level $\ell \in \mathbb{R}$, we consider the number of connected components of the excursion set $\{f \ge \ell\}$ (or level set $\{f = \ell\}$) contained in large domains. The…

Probability · Mathematics 2025-10-08 Dmitry Beliaev , Michael McAuley , Stephen Muirhead

Let $(Y_n)_n$ be a sequence of $\mathbb{R}^d$-valued random variables. Suppose that the generating function \[f(x, z) = \sum_{n = 0}^\infty \varphi_{Y_n}(x) z^n,\] where $\varphi_{Y_n}$ is the characteristic function of $Y_n$, extends to a…

Probability · Mathematics 2025-02-18 Mitchell Lee

Based on the recent works of Radziwill-Soundararajan and Roberts, we establish a rate of convergence in Bourgade's central limit theorem for shifted Dirichlet $L$-functions. Our results also indicate that the dependence structure in the…

Number Theory · Mathematics 2026-01-07 Po-Han Hsu , Peng-Jie Wong

The asymptotic behaviour of a generalised P\'olya--Eggenberger urn is well--known to depend on the spectrum of its replacement matrix: If its dominant eigenvalue $r$ is simple and no other eigenvalue is `large' in the sense that its real…

Probability · Mathematics 2019-03-13 Noela Müller

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

Probability · Mathematics 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

We study the many body quantum evolution of bosonic systems in the mean field limit. The dynamics is known to be well approximated by the Hartree equation. So far, the available results have the form of a law of large numbers. In this paper…

Mathematical Physics · Physics 2012-03-27 Gerard Ben Arous , Kay Kirkpatrick , Benjamin Schlein

We consider uniform random permutations in proper substitution-closed classes and study their limiting behavior in the sense of permutons. The limit depends on the generating series of the simple permutations in the class. Under a mild…

For a class of random partitions of an infinite set a de Finetti-type representation is derived, and in one special case a central limit theorem for the number of blocks is shown.

Probability · Mathematics 2007-05-23 Alexander Gnedin

De Moivre (1733), investigating the limit distribution of the binomial distribution, was the first to discover the existence of the normal distribution and the central limit theorem. In this review article, we briefly recall the history of…

Probability · Mathematics 2024-05-31 Vladimir V. Ulyanov

We introduce the notion of a Young generating function for a probability measure on integer partitions. We use this object to characterize probability distributions over integer partitions satisfying a law of large numbers and those that…

Probability · Mathematics 2025-09-12 Gabriel Raposo