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Suppose that $\gamma$ and $\sigma$ are two continuous bounded variation paths which take values in a finite-dimensional inner product space $V$. Recent papers have introduced the truncated and the untruncated signature kernel of $\gamma$…

Probability · Mathematics 2024-02-06 Thomas Cass , Terry Lyons , Xingcheng Xu

We consider recurrent diffusive random walks on a strip. We present constructive conditions on Green functions of finite sub-domains which imply a Central Limit Theorem with polynomial error bound, a Local Limit Theorem, and mixing of…

Probability · Mathematics 2020-08-26 Dmitry Dolgopyat , Ilya Goldsheid

We extend the scope of our recent Compensated Integrability theory, by exploiting the multi-linearity of the determinant map over ${\bf Sym}_n(\mathbb{R})$. This allows us to establish new {\em a priori} estimates for inviscid gases flowing…

Analysis of PDEs · Mathematics 2023-02-14 Denis Serre

We briefly review Boltzmann-Gibbs and nonextensive statistical mechanics as well as their connections with Fokker-Planck equations and with existing central limit theorems. We then provide some hints that might pave the road to the proof of…

Statistical Mechanics · Physics 2009-09-29 Constantino Tsallis

For a general class of percolation models with long-range correlations on $\mathbb Z^d$, $d\geq 2$, introduced in arXiv:1212.2885, we establish regularity conditions of Barlow arXiv:math/0302004 that mesoscopic subballs of all large enough…

Probability · Mathematics 2015-12-04 Artem Sapozhnikov

We consider a point particle moving in a random distribution of obstacles described by a potential barrier. We show that, in a weak-coupling regime, under a diffusion limit suggested by the potential itself, the probability distribution of…

Mathematical Physics · Physics 2015-12-04 Giada Basile , Alessia Nota , Mario Pulvirenti

Inspired by the recent proposed Legendre orthogonal polynomial representation of imaginary-time Green's functions, we develop an alternate representation for the Green's functions of quantum impurity models and combine it with the…

Strongly Correlated Electrons · Physics 2016-12-08 Li Huang , Liang Du

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…

Statistical Mechanics · Physics 2015-05-20 Netanel Hazut , Shlomi Medalion , David A. Kessler , Eli Barkai

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

For finite-dimensional linear semigroups which leave a proper cone invariant it is shown that irreducibility with respect to the cone implies the existence of an extremal norm. In case the cone is simplicial a similar statement applies to…

Dynamical Systems · Mathematics 2013-06-18 Oliver Mason , Fabian Wirth

We establish a quenched local central limit theorem for the dynamic random conductance model on $\mathbb{Z}^d$ only assuming ergodicity with respect to space-time shifts and a moment condition. As a key analytic ingredient we show H\"older…

Probability · Mathematics 2021-05-28 Sebastian Andres , Alberto Chiarini , Martin Slowik

We obtain the empirical strong law of large numbers, empirical Glivenko-Cantelli theorem, central limit theorem, functional central limit theorem for various nonparametric Bayesian priors which include the Dirichlet process with general…

Statistics Theory · Mathematics 2020-11-23 Yaozhong Hu , Junxi Zhang

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

Probability · Mathematics 2007-05-23 Giovanni Peccati , Murad S. Taqqu

Based on string theory, black hole physics, doubly special relativity and some "thought" experiments, minimal distance and/or maximum momentum are proposed. As alternatives to the generalized uncertainty principle (GUP), the modified…

General Physics · Physics 2015-11-04 Abdel Nasser Tawfik , Abdel Magied Diab

Recent progress on the understanding of the Random Conductance Model is reviewed. A particular emphasis is on homogenization results such as functional central limit theorems, local limit theorems and heat kernel estimates for almost every…

Probability · Mathematics 2025-04-10 Sebastian Andres

We consider a variant of the randomly reinforced urn where more balls can be simultaneously drawn out and balls of different colors can be simultaneously added. More precisely, at each time-step, the conditional distribution of the number…

Probability · Mathematics 2015-07-09 Irene Crimaldi

In this paper, we prove a generalization of Green's Hyperplane Restriction Theorem to the case of modules over the polynomial ring, providing in particular an upper bound for the Hilbert function of the general linear restriction of a…

Commutative Algebra · Mathematics 2014-03-20 Ornella Greco

We present abstract conditions under which a special flow over a probability preserving map with a non-integrable roof function is Krickeberg mixing. Our main condition is some version of the local central limit theorem for the underlying…

Dynamical Systems · Mathematics 2018-11-21 Dmitry Dolgopyat , Péter Nándori

We study infinite tree and ultrametric matrices, and their action on the boundary of the tree. For each tree matrix we show the existence of a symmetric random walk associated to it and we study its Green potential. We provide a…

Probability · Mathematics 2007-05-23 Claude Dellacherie , Servet Martinez , Jaime San Martin

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.…

Dynamical Systems · Mathematics 2018-12-19 D. Dragičević , G. Froyland , C. González-Tokman , S. Vaienti