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A central limit theorem is proved for the free energy of the random field Ising model with all plus or all minus boundary condition, at any temperature (including zero temperature) and any dimension. This solves a problem posed by Wehr and…

Mathematical Physics · Physics 2019-03-29 Sourav Chatterjee

It is shown that the existence of an L^1 co boundary does not imply the quenched version of the central limit theorem. In another result it is shown that Hannan's condition does imply quenched convergence for an appropriately centered…

Probability · Mathematics 2010-06-10 Dalibor Volný , Michael Woodroofe

We give optimal convergence rates in the central limit theorem for a large class of martingale difference sequences with bounded third moments. The rates depend on the behaviour of the conditional variances and for stationary sequences the…

Probability · Mathematics 2007-05-23 Mohamed El Machkouri , Lahcen Ouchti

We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…

Probability · Mathematics 2024-04-22 Anja Sturm , Moritz Wemheuer

We construct a class of superprocesses by taking the high density limit of a sequence of interacting-branching particle systems. The spatial motion of the superprocess is determined by a system of interacting diffusions, the branching…

Probability · Mathematics 2011-02-19 Donald A. Dawson , Zenghu Li , Hao Wang

In this paper, we first establish a decomposition theorem for size-biased Poisson random measures. As consequences of this decomposition theorem, we get a spine decomposition theorem and a 2-spine decomposition theorem for some critical…

Probability · Mathematics 2019-02-04 Yan-Xia Ren , Renming Song , Zhenyao Sun

Following the pivotal work of Sevastyanov, who considered branching processes with homogeneous Poisson immigration, much has been done to understand the behaviour of such processes under different types of branching and immigration…

Probability · Mathematics 2025-10-14 Martin Minchev , Maroussia Slavtchova-Bojkova

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…

Probability · Mathematics 2017-10-05 Ning Zhang , Yuting Lan

Let $\{(X_t)_{t\geq 0}, \mathbb{P}_{\delta_x}, x\in E\}$ be a supercritical branching Markov process (which is not necessary symmetric) on a locally compact metric measure space $(E,\mu)$ with spatially dependent local branching mechanism.…

Probability · Mathematics 2025-12-12 Haojie Hou , Yan-Xia Ren , Renming Song

The central limit theorem is, with the strong law of large numbers, one of the two fundamental limit theorems in probability theory. Benjamin Jourdain and Alvin Tse have extended to non-linear functionals of the empirical measure of…

Probability · Mathematics 2022-04-14 Roberta Flenghi , Benjamin Jourdain

We consider the setting of either a general non-local branching particle process or a general non-local superprocess. Under the assumption that the mean semigroup has a Perron-Frobenious type behaviour in combination with a regularly…

Probability · Mathematics 2025-07-25 Natalia Cardona-Tobón , Andreas E. Kyprianou , Pedro Martín-Chávez

We provide a functional central limit theorem for a broad class of smooth functions for possibly noncausal multivariate linear processes with time-varying coefficients. Since the limiting processes depend on unknown quantities, we propose a…

Statistics Theory · Mathematics 2022-10-03 Carina Beering , Anne Leucht

We obtain some sufficient conditions for the Central Limit Theorem for the random processes (fields) with values in the separable part of Holder space in the modern terms of majorizing (minorizing) measures, belonging to X.Fernique and…

Probability · Mathematics 2014-09-23 E. Ostrovsky , L. Sirota

We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…

Probability · Mathematics 2014-05-08 Andrei N. Frolov

In this paper the asymptotic behavior of a critical multi-type branching process with immigration is described when the offspring mean matrix is irreducible, in other words, when the process is indecomposable. It is proved that sequences of…

Probability · Mathematics 2014-01-16 Tivadar Danka , Gyula Pap

We investigate the random permutation matrices induced by the Chinese restaurant processes with $(\alpha,\theta)$-seating. When $\alpha=0,\theta>0$, the permutations are those following Ewens measures on symmetric groups, and have been…

Probability · Mathematics 2024-12-20 Jaime Garza , Yizao Wang

A discrete quantum process is represented by a sequence of quantum operations, which are completely positive maps that are not necessarily trace preserving. We consider quantum processes that are obtained by repeated iterations of a quantum…

Mathematical Physics · Physics 2025-10-10 Lubashan Pathirana , Jeffrey Schenker

We prove the Central Limit Theorem and superpolynomial mixing for environment viewed for the particle process in quasi periodic Diophantine random environment. The main ingredients are smoothness estimates for the solution of the Poisson…

Dynamical Systems · Mathematics 2024-07-24 Klaudiusz Czudek , Dmitry Dolgopyat

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…

Probability · Mathematics 2024-12-24 Xinying Deng , Yong Li , Xue Yang

We prove several limit theorems for a simple class of partially hyperbolic fast-slow systems. We start with some well know results on averaging, then we give a substantial refinement of known large (and moderate) deviation results and…

Dynamical Systems · Mathematics 2017-11-06 Jacopo De Simoi , Carlangelo Liverani