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We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5 (1977) 616--621] and motivated by Gordin [Soviet Math.…

Probability · Mathematics 2007-05-23 Magda Peligrad , Sergey Utev

In this article we establish new central limit theorems for Ruppert-Polyak averaged stochastic gradient descent schemes. Compared to previous work we do not assume that convergence occurs to an isolated attractor but instead allow…

Probability · Mathematics 2019-12-20 Steffen Dereich , Sebastian Kassing

The biological theory of adaptive dynamics proposes a description of the long-term evolution of a structured asexual population. It is based on the assumptions of large population, rare mutations and small mutation steps, that lead to a…

Probability · Mathematics 2007-05-23 Nicolas Champagnat , Amaury Lambert

The distribution of descents in fixed conjugacy classes of $S_n$ has been studied, and it is shown that its moments have interesting properties. Fulman proved that the descent numbers of permutations in conjugacy classes with large cycles…

Combinatorics · Mathematics 2018-03-29 Gene B. Kim , Sangchul Lee

We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…

Dynamical Systems · Mathematics 2021-11-25 Davor Dragičević , Julien Sedro

We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…

Probability · Mathematics 2023-05-05 Gerardo Barrera , Milton Jara

The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…

Probability · Mathematics 2012-04-20 Sandra Fortini , Lucia Ladelli , Eugenio Regazzini

Theoretical analysis proves that human survivability is dominated by an unusual physical, rather than biological, mechanism, which yields an exact law. The law agrees with all experimental data, but, contrary to existing theories, it is the…

Biological Physics · Physics 2009-11-07 Mark Ya. Azbel'

Despite the importance of the Second Law of Thermodynamics, it is not absolute. Statistical mechanics implies that, given sufficient time, systems near equilibrium will spontaneously fluctuate into lower-entropy states, locally reversing…

High Energy Physics - Theory · Physics 2015-05-30 Anthony Aguirre , Sean M. Carroll , Matthew C. Johnson

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

Probability · Mathematics 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen

We introduce and investigate a new model of a finite number of particles jumping forward on the real line. The jump lengths are independent of everything, but the jump rate of each particle depends on the relative position of the particle…

Probability · Mathematics 2015-01-08 Marton Balazs , Miklos Z. Racz , Balint Toth

We prove a quenched central limit theorem for random walks with bounded increments in a randomly evolving environment on $\mathbb{Z}^d$. We assume that the transition probabilities of the walk depend not too strongly on the environment and…

Probability · Mathematics 2009-09-29 Dmitry Dolgopyat , Gerhard Keller , Carlangelo Liverani

In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…

Probability · Mathematics 2022-12-06 Maxime Hauray , Etienne Pardoux , Yen V. Vuong

We consider a symmetric random walk on the $\nu$-dimensional lattice, whose exit probability from the origin is modified by an antisymmetric perturbation and prove the local central limit theorem for this process. A short-range correction…

Probability · Mathematics 2019-08-09 Giuseppe Genovese , Renato Lucà

Boolean networks may be viewed as idealizations of biological genetic networks, where each node is represented by an on-off switch which is a function of the binary output from some other nodes. We evolve connectivity in a single Boolean…

Biological Physics · Physics 2016-09-08 Stefan Bornholdt , Kim Sneppen

We derive some Quantum Central Limit Theorems for expectation values of macroscopically coarse-grained observables, which are functions of coarse-grained hermitean operators. Thanks to the hermicity constraints, we obtain positive-definite…

Quantum Physics · Physics 2023-12-06 Tien D. Kieu

We argue that the stochastic dynamics of interacting agents which replicate, mutate and die constitutes a non-equilibrium physical process akin to aging in complex materials. Specifically, our study uses extensive computer simulations of…

Populations and Evolution · Quantitative Biology 2014-08-19 Nikolaj Becker , Paolo Sibani

Most theories of evolutionary diversification are based on equilibrium assumptions: they are either based on optimality arguments involving static fitness landscapes, or they assume that populations first evolve to an equilibrium state…

Populations and Evolution · Quantitative Biology 2017-02-07 Iaroslav Ispolatov , Vaibhav Madhok , Michael Doebeli

We study a stochastic differential equation driven by a Poisson point process, which models continuous changes in a population's environment, as well as the stochastic fixation of beneficial mutations that might compensate for this change.…

Probability · Mathematics 2017-07-21 Elma Nassar , Etienne Pardoux

Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…

Statistical Mechanics · Physics 2017-10-05 Tobias Grafke , Eric Vanden-Eijnden
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