Related papers: Noncentral limit theorem for the generalized Rosen…

We establish a central limit theorem (CLT) for families of products of $\epsilon$-independent random variables. We utilize graphon limits to encode the evolution of independence and characterize the limiting distribution. Our framework…

We prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly moving nonlinear boundary for a class of Gaussian stationary processes. The limit is a double exponential (Gumbel) distribution.

We study a Dirichlet--Ferguson process $\zeta$ on a general phase space. First we reprove the chaos expansion from Peccati (2008), providing an explicit formula for the kernel functions. Then we proceed with developing a Malliavin calculus…

In this note, we establish that the stationary distribution of a possibly non-equilibrium Langevin diffusion converges, as the damping parameter goes to infinity (or equivalently in the Smoluchowski-Kramers vanishing mass limit), toward a…

We derive a second-order accurate, non-staggered central scheme based on the well-known Nessyahu-Tadmor scheme to approximate solutions of coupled systems of nonlocal balance laws. We show that the approximate solutions stay bounded by an…

There has been recently a lot of interest in the analysis of the Stein gradient descent method, a deterministic sampling algorithm. It is based on a particle system moving along the gradient flow of the Kullback-Leibler divergence towards…

In recent years there have been many proposals as flexible alternatives to Gaussian based continuous time stochastic volatility models. A great deal of these models employ positive L\'evy processes. Among these are the attractive…

Let $(X_i)$ be a stationary and ergodic Markov chain with kernel $Q$, $f$ an $L^2$ function on its state space. If $Q$ is a normal operator and $f = (I-Q)^{1/2}g$ (which is equivalent to the convergence of $\sum_{n=1}^\infty…

We obtain a covariant decomposition of the motion of a relativistic charged particle into parallel motion and perpendicular gyration, and transform to guiding-center coordinates using Lie transforms. The natural guiding-center Poisson…

This paper establishes central limit theorems for Polyak-Ruppert averaged Q-learning under asynchronous updates. We prove a non-asymptotic central limit theorem, where the convergence rate in Wasserstein distance explicitly reflects the…

We prove an invariance principle for a general class of continuous time critical branching processes with finite variance (non-local) branching mechanism. We show that the genealogical trees, viewed as random compact metric measure spaces,…

We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…

We study the pointwise convergence and the $\Gamma$-convergence of a family of non-local, non-convex functionals $\Lambda_\delta$ in $L^p(\Omega)$ for $p>1$. We show that the limits are multiples of $\int_{\Omega} |\nabla u|^p$. This is a…

We give a simple proof of a central limit theorem for linear statistics of the Circular beta-ensembles which is valid at almost arbitrary mesoscopic scale and for functions of class C^3. As a consequence, using a coupling introduced by…

We study the behavior of infinite systems of coupled harmonic oscillators as t->infinity, and generalize the Central Limit Theorem (CLT) to show that their reduced Wigner distributions become Gaussian under quite general conditions. This…

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…

This paper deals with the speed of convergence of the learning curve in a Gaussian process regression framework. The learning curve describes the average generalization error of the Gaussian process used for the regression. More…

We provide a particle picture representation for the non-symmetric Rosenblatt process and for Hermite processes of any order, extending the result of Bojdecki, Gorostiza and Talarczyk in~\cite{FILT}. We show that these processes can be…

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

This article introduces exact testing procedures on the mean of a Gaussian process $X$ derived from the outcomes of $\ell_1$-minimization over the space of complex valued measures. The process $X$ can be thought as the sum of two terms:…