Related papers: A Central Limit Theorem for Non-Stationary Strongl…
We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.
Statistical mechanics describes interaction between particles of a physical system. Particle properties of the system can be modelled with a random field on a lattice and studied at different distance scales using renormalization group…
In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…
Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…
A strictly stationary sequence of random variables is constructed with the following properties: (i) the random variables take the values -1 and +1 with probability 1/2 each, (ii) every five of the random variables are independent, (iii)…
In this paper we survey some recent results on the central limit theorem and its weak invariance principle for stationary sequences. We also describe several maximal inequalities that are the main tool for obtaining the invariance…
We obtain the analogue of the classical result by Erd\"os and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central…
The possibility of physics beyond the standard model is studied. The requirement of finiteness of the zero point energy density and pressure or the requirement of the Lorentz invariance of the zero point stress-energy tensor in Minkowski…
We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…
We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem (LCLT) for non-autonomous dynamical systems. A key advance is the extension of the spectral…
We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…
We study sums of locally dependent scores associated with general marked (i.e., labeled) Euclidean point processes. We introduce geometric mixing conditions on the underlying point process and a Lipschitz-"localization" condition on the…
We prove moment inequalities for a class of functionals of i.i.d. random fields. We then derive rates in the central limit theorem for weighted sums of such randoms fields via an approximation by $m$-dependent random fields.
We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…
The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…
Let $\mathbf{X}^{(1)}_{n},\ldots,\mathbf{X}^{(m)}_{n}$, where $\mathbf{X}^{(i)}_{n}=(X^{(i)}_{1},\ldots,X^{(i)}_{n})$, $i=1,\ldots,m$, be $m$ independent sequences of independent and identically distributed random variables taking their…
Given a Coxeter system of large type we prove a non--commutative central limit theorem: After normalisation with the square root of n the characteristic function of the set of the first n generators tends in distribution to Wigners…
In this paper, we derive a central limit theorem for collections of weakly correlated random variables indexed by discrete metric spaces, where the correlation decays in the distance of the indices. The correlation structure we study…
The classic central limit theorem and $\alpha$-stable distributions play a key role in probability theory, and also in Boltzmann-Gibbs (BG) statistical mechanics. They both concern the paradigmatic case of probabilistic independence of the…