Related papers: A central limit theorem for Lebesgue integrals of …
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…
We apply Lindeberg's method, invented to prove a central limit theorem, to analyze the moderate deviations around such a central limit theorem. In particular, we will show moderate deviation principles for martingales as well as for random…
We extend the recent spectral approach for quenched limit theorems developed for piecewise expanding dynamics under general random driving [DrFrGTVa18] to quenched random piecewise hyperbolic dynamics including some classes of billiards.…
We consider a slow-fast stochastic differential system with L\'evy noise. We will employ the perturbed test function method to study the normal deviation of the slow-fast system. Our main result states that the deviation can be approximated…
The stratified resampling mechanism is one of the resampling schemes commonly used in the resampling steps of particle filters. In the present paper, we prove a central limit theorem for this mechanism under the assumption that the initial…
We prove weak laws of large numbers and central limit theorems of Lindeberg type for empirical centres of mass (empirical Fr\'echet means) of independent non-identically distributed random variables taking values in Riemannian manifolds. In…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
Using an averaged generating function for coloured hard-dimers, some random variables of interest are studied. The main result lies in the fact that all their probability distributions obey a central limit theorem.
In this paper, we study almost sure central limit theorems for multiple stochastic integrals and provide a criterion based on the kernel of these multiple integrals. We apply our result to normalized partial sums of Hermite polynomials of…
We further explore a connection initially unveiled in Iksanov (2025) between critical beta-splitting trees and infinite `balls-in-boxes' schemes. Using the connection, we derive a new joint central limit theorem for components of the height…
Recently a new type of central limit theorem for belief functions was given in Epstein et al. [9]. In this paper, we generalize the central limit theorem in Epstein et al. [9] to accommodate general bounded random variables. These results…
We prove a central limit theorem for strictly stationary random fields under a sharp projective condition. The assumption was introduced in the setting of random variables by Maxwell and Woodroofe. Our approach is based on new results for…
We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the cumulant method.
Lebesgue's dominated convergence theorem is a crucial pillar of modern analysis, but there are certain areas of the subject where this theorem is deficient. Deeper criteria for convergence of integrals are described in this article.
We prove limit theorems for sums of randomly chosen random variables conditioned on the summands. We consider several versions of the corner growth setting, including specific cases of dependence amongst the summands and summands with heavy…
In this paper, we obtain the central limit theorems for LS estimator in simple linear errors-in-variables (EV) regression models under some mild conditions. And we also show that those conditions are necessary in some sense.
We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…
We give a simple and general central limit theorem for a triangular array of m-dependent variables. The result requires only a Lindeberg condition and avoids unnecessary extra conditions that have been used earlier. The result applies also…
We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…
We prove a central limit theorem for the linear statistics of one-dimensional log-gases, or $\beta$-ensembles. We use a method based on a change of variables which allows to treat fairly general situations, including multi-cut and, for the…