Related papers: Multidimensional limit theorems for homogeneous su…

Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…

This work deals with the homogenization of an initial- and boundary-value problem for the doubly-nonlinear system $$ D_t w -\nabla\cdot \vec z = \nabla\cdot \vec h(x,t,x/\varepsilon), \qquad w\in \alpha(u,x/\varepsilon), \qquad \vec z\in…

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

Inspired by the insightful article arXiv:1210.7587, we revisit the Nualart-Peccati-criterion arXiv:math/0503598 (now known as the Fourth Moment Theorem) from the point of view of spectral theory of general Markov diffusion generators. We…

We study the effective estimation of the diffusivity and Hurst parameter for the homogenized limit of a class of slow/fast systems. Depending on the system parameters, this limit solves a stochastic differential equation driven by either a…

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…

Mass sum rules for meson multiplets derived from exotic commutators may be written for complex masses. Then the real parts give the well known mass formulae (GM-O, Schwinger, Ideal) and the imaginary ones give the corresponding sum rules…

The "typical" asymptotic behavior of the weighted sums of independent, identically distibuted random vectors in k-dimensional space is considered. It is shown that under finitnes of fifth absolute moment of an individual term the rate of…

In this revised form, the proof of the principal lemma has been simplified and the main theorem has been extended to all characteristics for those varieties which are smooth in codimension one. This principal theorem essentially says the…

Bringing forward the concept of convergence in moments from classical random variables to quantum random variables is what leads to what can be called algebraic central limit theorem for (classical and) quantum random variables. I reflect…

We consider the imitative monomer-dimer model on the complete graph introduced in [1]. It was understood that this model is described by the monomer density and has a phase transition along certain critical line. By reverting the model to a…

In this paper, we show the central limit theorem for the logarithmic determinant of the sample correlation matrix $\mathbf{R}$ constructed from the $(p\times n)$-dimensional data matrix $\mathbf{X}$ containing independent and identically…

We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…

The paper is devoted to the investigation of Esscher's transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal…

In this paper we establish a general form of the Mass Transference Principle for systems of linear forms conjectured in [1]. We also present a number of applications of this result to problems in Diophantine approximation. These include a…

Superintegrable Hamiltonian systems in a two-dimensional Euclidean space are considered. We present all real standard potentials that allow separation of variables in polar coordinates and admit an independent fourth-order integral of…

Let F ($\nu$) be the centered Gamma law with parameter $\nu$ > 0 and let us denote by P Y the probability distribution of a random vector Y. We develop a multidimensional variant of the Stein's method for Gamma approximation that allows to…

We investigate the covariant Hamiltonian symplectic structure of General Relativity for spatially bounded regions of spacetime with a fixed time-flow vector. For existence of a well-defined Hamiltonian variational principle taking into…

We study weighted sums of free identically distributed self-adjoint random variables with weights chosen randomly from the unit sphere and show that the Kolmogorov distance between the distribution of such a weighted sum and Wigner's…

The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…