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Related papers: On central limit theorems in stochastic geometry

200 papers

We construct an independent increments Gaussian process associated to a class of multicolor urn models. The construction uses random variables from the urn model which are different from the random variables for which central limit theorems…

Probability · Mathematics 2007-05-23 Gopal K Basak , Amites Dasgupta

The dynamics of one parameter diagonal group actions on finite volume homogeneous spaces has a partially hyperbolic feature. In this paper we extend the Liv\v{s}ic type result to these possibly noncompact and nonaccessible systems. We also…

Dynamical Systems · Mathematics 2019-03-27 Ronggang Shi

The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…

Probability · Mathematics 2015-03-17 Peter Eichelsbacher , Martin Raic , Tomasz Schreiber

Berry-Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.

Probability · Mathematics 2011-08-23 Sergey G. Bobkov , Gennadiy P. Chistyakov , Friedrich Götze

In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the…

Probability · Mathematics 2023-10-09 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

Probability · Mathematics 2024-11-14 Dirk Erhard , Tertuliano Franco , Milton Jara , Eduardo Pimenta

The central limit theorem, the invariance principle and the Poisson limit theorem for the hierarchy of freeness are studied. We show that for given natural m the limit laws can be expressed in terms of non-crossing partitions of depth…

Quantum Algebra · Mathematics 2014-07-25 Uwe Franz , Romuald Lenczewski

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

Probability · Mathematics 2018-04-24 Christoph Börgers , Claude Greengard

We investigate here the behaviour of a large typical meandric system, proving a central limit theorem for the number of components of given shape. Our main tool is a theorem of Gao and Wormald, that allows us to deduce a central limit…

Probability · Mathematics 2024-11-20 Svante Janson , Paul Thévenin

In this paper, we study almost sure central limit theorems for multiple stochastic integrals and provide a criterion based on the kernel of these multiple integrals. We apply our result to normalized partial sums of Hermite polynomials of…

Probability · Mathematics 2009-04-15 Bernard Bercu , Ivan Nourdin , Murad S. Taqqu

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

In this paper, we consider a Banach space valued random coefficient autoregressive process. Our studies on this process involve existence, weak law of large numbers, strong law of large numbers, some exponential inequalities, central limit…

Probability · Mathematics 2022-12-06 Sadillo Sharipov

We investigate the dependence of the center-of-mass tomogram of a system with many degrees of freedom $N$ on the Planck constant $\hbar $. It is shown that to use the central limit theorem under taking the limit $N\to +\infty $ one should…

Quantum Physics · Physics 2009-09-05 Grigori G. Amosov , Vladimir I. Man'ko

In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…

Probability · Mathematics 2022-02-21 Chuchu Chen , Tonghe Dang , Jialin Hong , Tau Zhou

A general moment bound for sums of products of Gaussian vector's functions extending the moment bound in Taqqu (1977, Lemma 4.5) is established. A general central limit theorem for triangular arrays of nonlinear functionals of…

Statistics Theory · Mathematics 2012-08-10 Jean-Marc Bardet , Donatas Surgailis

We study the probability distribution of the area and the number of vertices of random polygons in a convex set $K\subset\mathbb{R}^2$. The novel aspect of our approach is that it yields uniform estimates for all convex sets…

Probability · Mathematics 2015-03-13 John Pardon

The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…

Probability · Mathematics 2012-03-02 Alexander Bulinski , Evgeny Spodarev , Florian Timmermann

A functional central limit theorem is established for weighted occupancy processes of the Karlin model. The weighted occupancy processes take the form of, with $D_{n,j}$ denoting the number of urns with $j$-balls after the first $n$…

Probability · Mathematics 2025-04-22 Jaime Garza , Yizao Wang

We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…

Mathematical Physics · Physics 2015-06-18 Peter J. Forrester , Joel L. Lebowitz

One reason why standard formulations of the central limit theorems are not applicable in high-dimensional and non-stationary regimes is the lack of a suitable limit object. Instead, suitable distributional approximations can be used, where…

Statistics Theory · Mathematics 2024-12-20 Fabian Mies