English
Related papers

Related papers: Quenched invariance principles for orthomartingale…

200 papers

We numerically simulate the time evolution of the Ising field theory after quenches starting from the $E_8$ integrable model using the Truncated Conformal Space Approach. The results are compared with two different analytic predictions…

Statistical Mechanics · Physics 2018-09-26 Kristóf Hódsági , Márton Kormos , Gábor Takács

We show that all current formalisms for quarks in lattice QCD are consistent in the quenched continuum limit, as they should be. We improve on previous extrapolations to this limit, and the understanding of lattice systematic errors there,…

High Energy Physics - Lattice · Physics 2009-11-10 C. T. H. Davies , G. P. Lepage , F. Niedermayer , D. Toussaint

Let $(\Omega, \A, \mu)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $\Omega$ with positive entropy. We show that there is a bounded and strictly stationary martingale difference sequence defined on $\Omega$…

Probability · Mathematics 2007-05-23 Mohamed El Machkouri , Dalibor Volny

We prove two theorems related to the Central Limit Theorem (CLT) for Martin-L\"of Random (MLR) sequences. Martin-L\"of randomness attempts to capture what it means for a sequence of bits to be "truly random". By contrast, CLTs do not make…

Probability · Mathematics 2022-01-31 Anton Vuerinckx , Yves Moreau

We deduce sufficient conditions for the Central Limit Theorem (CLT) in the Lebesgue-Riesz space L(p) defined on some measure space for the sequence of centered random variables satisfying the strong mixing (Rosenblatt) condition. We…

Probability · Mathematics 2019-12-05 M. R. Formica , E. Ostrovsky , L. Sirota

This paper is concerned with normal approximation under relaxed moment conditions using Stein's method. We obtain the explicit rates of convergence in the central limit theorem for (i) nonlinear statistics with finite absolute moment of…

Probability · Mathematics 2021-06-16 Nguyen Tien Dung

Under the high-dimensional setting that data dimension and sample size tend to infinity proportionally, we derive the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix. Different…

Statistics Theory · Mathematics 2021-06-21 Liu Zhijun , Bai Zhidong , Hu Jiang , Song Haiyan

We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…

Probability · Mathematics 2024-11-12 Jean-Dominique Deuschel , Martin Slowik , Weile Weng

We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT) for almost all frequencies and also an annealed CLT. The theorems hold for all…

Probability · Mathematics 2010-11-08 Magda Peligrad , Wei Biao Wu

Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…

Statistics Theory · Mathematics 2016-01-07 S. N. Lahiri , Peter M. Robinson

We prove moment inequalities for a class of functionals of i.i.d. random fields. We then derive rates in the central limit theorem for weighted sums of such randoms fields via an approximation by $m$-dependent random fields.

Statistics Theory · Mathematics 2020-03-10 Davide Giraudo

We show how the renormalization group approach can be used to prove quantitative central limit theorems (CLTs) in the setting of free, Boolean, bi-free and bi-Boolean independence under finite third moment assumptions. The proofs rely on…

Probability · Mathematics 2026-03-30 Jad Hamdan

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 show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…

Probability · Mathematics 2015-06-12 Florent Benaych-Georges , Alice Guionnet , Camille Male

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…

Probability · Mathematics 2018-12-05 Bernard Bercu , Peggy Cénac , Guy Fayolle

The Rotar central limit theorem is a remarkable theorem in the non-classical version since it does not use the condition of asymptotic infinitesimality for the independent individual summands, unlike the theorems named Lindeberg's and…

Probability · Mathematics 2023-09-26 Tran Loc Hung

A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…

Probability · Mathematics 2007-05-23 Greg Anderson , Ofer Zeitouni

We prove the central limit theorem (CLT) for a sequence of independent zero-mean random variables $\xi_j$, perturbed by predictable multiplicative factors $\lambda_j$ with values in intervals $[\underline\lambda_j,\overline\lambda_j]$. It…

Probability · Mathematics 2015-08-31 Dmitry B. Rokhlin

In this paper, we obtain sufficient conditions in terms of projective criteria under which the partial sums of a stationary process with values in ${\mathcal{H}}$ (a real and separable Hilbert space) admits an approximation, in…

Probability · Mathematics 2014-02-27 Christophe Cuny , Florence Merlevède

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2013-04-10 Christophe Gallesco , Serguei Popov
‹ Prev 1 3 4 5 6 7 10 Next ›