Related papers: General Central Limit Theorems for Associated Sequ…
This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…
Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…
The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes, especially stochastic integrals and differential equations. In this paper, general central limit theorems and functional…
Sample covariance matrix and multivariate $F$-matrix play important roles in multivariate statistical analysis. The central limit theorems {\sl (CLT)} of linear spectral statistics associated with these matrices were established in Bai and…
We consider a one-dimensional symmetric Levy process that has local time. In the first part, we construct a self-adjoint extension of the generator of the process so that the constructed operator corresponds to the generator with the delta…
The field of analytic combinatorics is dedicated to the creation of effective techniques to study the large-scale behaviour of combinatorial objects. Although classical results in analytic combinatorics are mainly concerned with univariate…
For a L\'evy basis $L$ on $\mathbb{R}^d$ and a suitable kernel function $f:\mathbb{R}^d \to \mathbb{R}$, consider the continuous spatial moving average field $X=(X_t)_{t\in \mathbb{R}^d}$ defined by $X_t = \int_{\mathbb{R}^d} f(t-s) \,…
In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…
We derive in this preprint the moment and exponential tail estimates, sufficient conditions for the Non-Central Limit Theorem (NCLT) in the ordinary one-dimensional space as well as in the space of continuous functions for the properly…
The recently established generalized Gell-Mann--Low theorem is applied in lowest perturbative order to bound-state calculations in a simple scalar field theory with cubic couplings. The approach via the generalized Gell-Mann--Low Theorem…
In this paper, on the sublinear expectation space, we establish a comparison theorem between independent and convolutionary random vectors, which states that the partial sums of those two sequences of random vectors are identically…
In this article we prove a new central limit theorem (CLT) for coupled particle filters (CPFs). CPFs are used for the sequential estimation of the difference of expectations w.r.t. filters which are in some sense close. Examples include the…
We establish central limit theorems for the position and velocity of the charged particle in the mechanical particle model introduced in the paper "Limit velocity for a driven particle in a random medium with mass aggregation"…
This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…
The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for several scenarios. In particular, special attention is paid…
Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…
We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…
The global clustering coefficient serves as a powerful metric for the structural analysis and comparison of complex networks. Random geometric graphs offer a realistic framework for representing the spatial constraints and geometry often…
In this paper, we focus on studying central limit theorems for functionals of some specific stationary random processes. In classical probability theory, it is well-known that for non-linear functionals of stationary Gaussian sequences, we…
We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…