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In this paper we consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in $\Rd$ and undergoing a binary, supercritical branching with a constant rate $\lambda>0$. This system is…

Probability · Mathematics 2011-11-23 Radosław Adamczak , Piotr Miłoś

We prove a law of large numbers and a central limit theorem for a tagged particle in a symmetric simple exclusion process in the one-dimensional lattice with variable diffusion coefficient. The scaling limits are obtained from a similar…

Statistical Mechanics · Physics 2009-04-24 Milton Jara , Patricia Goncalves

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2012-10-08 Christophe Gallesco , Serguei Popov

Statistical inferences for sample correlation matrices are important in high dimensional data analysis. Motivated by this, this paper establishes a new central limit theorem (CLT) for a linear spectral statistic (LSS) of high dimensional…

Statistics Theory · Mathematics 2014-11-04 Jiti Gao , Xiao Han , Guangming Pan , Yanrong Yang

Large Language Models (LLMs) have demonstrated remarkable capabilities, yet their scalability raises a critical question: Have we reached the scaling ceiling? This paper addresses this pivotal question by developing a unified theoretical…

Machine Learning · Computer Science 2024-12-24 Charles Luo

This paper re-examines the limit theorems of Abadie and Imbens for nearest-neighbor matching estimators of average treatment effects with a fixed number of matches. We establish, for the first time, a non-normalized central limit theorem…

Statistics Theory · Mathematics 2026-05-21 Songliang Chen , Fang Han

The paper consists of two parts. In the first part we review recent work on limit theorems for random walks in random environment (RWRE) on a strip with jumps to the nearest layers. In the second part, we prove the quenched Local Limit…

Probability · Mathematics 2019-10-30 Dmitry Dolgopyat , Ilya Goldsheid

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 interpret the Central Limit Theorem as a fixed point theorem for a certain operator, and consider the problem of linearizing this operator. In classical as well as in free probability theory, we consider two methods giving such a…

Operator Algebras · Mathematics 2007-05-23 Michael Anshelevich

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

Dynamical Systems · Mathematics 2015-06-16 Nicolai Haydn , Matthew Nicol , Sandro Vaienti , Licheng Zhang

A central limit theorem (CLT) for the smoothed empirical spectral distribution of sample covariance matrices is established. Moreover, the CLTs for the smoothed quantiles of Marcenko and Pastur's law have been also developed.

Statistics Theory · Mathematics 2011-11-24 Guangming Pan , Qi-Man Shao , Wang Zhou

This paper provides a Central Limit Theorem (CLT) for a process $\{\theta_n, n\geq 0\}$ satisfying a stochastic approximation (SA) equation of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H(\theta_n,X_{n+1})$; a CLT for the associated…

Probability · Mathematics 2013-09-13 Gersende Fort

In this paper, we establish the central limit theorem (CLT) for the linear spectral statistics (LSS) of sample correlation matrix $R$, constructed from a $p\times n$ data matrix $X$ with independent and identically distributed (i.i.d.)…

Probability · Mathematics 2024-09-20 Yanpeng Li , Guangming Pan , Jiahui Xie , Wang Zhou

This paper establishes a combinatorial central limit theorem for stratified randomization, which holds under a Lindeberg-type condition. The theorem allows for an arbitrary number or sizes of strata, with the sole requirement being that…

Statistics Theory · Mathematics 2024-04-16 Purevdorj Tuvaandorj

We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…

Probability · Mathematics 2021-01-01 Alexey Bufetov , Vadim Gorin

In this paper, we establish the convergence rate in central limit theorem (CLT) for linearly extended negative quadrant dependent (LENQD) random variables (rv's). Under some weak conditions, the rate of normal approximation is shown as…

Statistics Theory · Mathematics 2025-09-22 Mohamed Kaber El Alem , Zohra Guessoum , Abdelkader Tatachak , Ourida Sadki

We prove CLTs for biased randomly trapped random walks in one dimension. In particular, we will establish an annealed invariance principal by considering a sequence of regeneration times under the assumption that the trapping times have…

Probability · Mathematics 2016-11-22 Adam Bowditch

Let (Z n) n$\ge$0 with Z n = (Z n (i, j)) 1$\le$i,j$\le$p be a p multi-type critical branching process in random environment, and let M n be the expectation of Z n given a fixed environment. We prove theorems on convergence in distribution…

Probability · Mathematics 2021-10-27 E. Le Page , M. Peigné , C. Pham

We consider uniform random permutations of length $n$ conditioned to have no cycle longer than $n^\beta$ with $0<\beta<1$, in the limit of large $n$. Since in unconstrained uniform random permutations most of the indices are in cycles of…

Probability · Mathematics 2018-12-21 Volker Betz , Helge Schäfer , Dirk Zeindler

We use a multivariate central limit theorem (CLT) to study the distribution of random geometric graphs (RGGs) on the cube and torus in the high-dimensional limit with general node distributions. We find that the distribution of RGGs on the…

Probability · Mathematics 2025-10-14 Oliver Baker , Carl P. Dettmann
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