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The central limit theorem for Markov chains generated by iterated function systems consisting of orientation preserving homeomorphisms of the interval is proved. We study also ergodicity of such systems.

Dynamical Systems · Mathematics 2020-03-24 Klaudiusz Czudek , Tomasz Szarek

A Central Limit Theorem for linear combinations of iterates of an inner function is proved. The main technical tool is Aleksandrov Desintegration Theorem for Aleksandrov-Clark measures.

Complex Variables · Mathematics 2020-06-23 Artur Nicolau , Odí Soler i Gibert

A sharp version of the Central Limit Theorem for linear combinations of iterates of an inner function is proved. The authors previously showed this result assuming a suboptimal condition on the coefficients of the linear combination. Here…

Complex Variables · Mathematics 2024-07-25 Artur Nicolau , Odí Soler i Gibert

A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to…

Probability · Mathematics 2010-07-14 Atul Mallik , Michael Woodroofe

This is a note on some results of the central limit theorem for deterministic dynamical systems. First, we give the central limit theorem for martingales, which is a main tool. Then we give the main results on the central limit theorem in…

Probability · Mathematics 2022-10-10 Yuwen Wang

We establish central limit theorems for general functionals on binomial point processes and their Poissonized version. As an application, a central limit theorem for Betti numbers of random geometric complexes in the thermodynamic regime is…

Probability · Mathematics 2018-04-10 Khanh Duy Trinh

We present a general approach to establish the Central Limit Theorem with error bounds for sequential dynamical systems. The main tool we develop is the application to this setting of a projective metric on complex cones, following the…

Dynamical Systems · Mathematics 2025-07-21 Mark F. Demers , Carlangelo Liverani

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

Probability · Mathematics 2020-06-22 Ilya Soloveychik

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

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…

Probability · Mathematics 2017-12-12 Zhichao Wang

We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…

Combinatorics · Mathematics 2024-09-25 Aaron Abrams , Eric Babson , Henry Landau , Zeph Landau , James Pommersheim

In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.

Probability · Mathematics 2007-08-01 Yu Miao

Let $(\tau_n)$ be a sequence of toral automorphisms $\tau_n : x \rightarrow A_n x \hbox{mod}\ZZ^d$ with $A_n \in {\cal A}$, where ${\cal A}$ is a finite set of matrices in $SL(d, \mathbb{Z})$. Under some conditions the method of…

Probability · Mathematics 2010-06-22 Jean-Pierre Conze , Stéphane Le Borgne , Mikaël Roger

Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…

Statistics Theory · Mathematics 2013-02-28 Jean-François Marckert , David Renault

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…

Statistics Theory · Mathematics 2008-12-18 François Roueff , Murad S. Taqqu

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

Lacunary function systems of type $(f(M_nx))_{n\geq 1}$ for periodic functions $f$ and sequences of fast-growing matrices $(M_n)_{n\geq 1}$ exhibit many properties of independent random variables like satisfying the Central Limit Theorem or…

Probability · Mathematics 2014-08-12 Thomas Löbbe

The exponential rate of convergence and the Central Limit Theorem for some Markov operators are established. The operators correspond to iterated function systems which, for example, may be used to generalize the cell cycle model given by…

Probability · Mathematics 2017-01-03 Sander Hille , Katarzyna Horbacz , Tomasz Szarek , Hanna Wojewódka

We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.

Disordered Systems and Neural Networks · Physics 2007-05-23 Jung M. Woo , Jan Wehr

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

Probability · Mathematics 2020-07-01 Zengjing Chen , Larry G. Epstein
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