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The approximation of integral type functionals is studied for discrete observations of a continuous It\^o semimartingale. Based on novel approximations in the Fourier domain, central limit theorems are proved for $L^2$-Sobolev functions…

Probability · Mathematics 2022-11-08 Randolf Altmeyer

We study sufficient conditions for the belonging of random process to certain Besov space and for the Central Limit Theorem (CLT) in these spaces. We investigate also the non-asymptotic tail behavior of normed sums of centered random…

Probability · Mathematics 2015-07-03 E. Ostrovsky , L. Sirota

We study the Central Limit Theorem (CLT) in the so-called mixed (anisotropic) Lebesgue-Riesz spaces and tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces.

Probability · Mathematics 2013-08-27 E. Ostrovsky , L. Sirota

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 prove a new quantitative result on the degeneracy of the dimension of the subspace spanned by the best Diophantine approximations for a linear form.

Number Theory · Mathematics 2008-12-15 Oleg N. German , Nikolay G. Moshchevitin

We place the theory of metric Diophantine approximation on manifolds into a broader context of studying Diophantine properties of points generic with respect to certain measures on $\Bbb R^n$. The correspondence between multidimensional…

Number Theory · Mathematics 2007-05-23 Dmitry Kleinbock

The Central Limit Theorem (CLT) for additive functionals of Markov chains is a well known result with a long history. In this paper we present applications to two finite-memory versions of the Elephant Random Walk, solving a problem from…

Probability · Mathematics 2020-05-04 Iddo Ben-Ari , Jonah Green , Taylor Meredith , Hugo Panzo , Xiaoran Tan

Diophantine approximation explores how well irrational numbers can be approximated by rationals, with foundational results by Dirichlet, Hurwitz, and Liouville culminating in Roth's theorem. Schmidt's subspace theorem extends Roth's results…

Number Theory · Mathematics 2025-02-06 Shivani Goel , Rashi Lunia , Anwesh Ray

We develop the metric theory of Diophantine approximation on homogeneous varieties of semisimple algebraic groups and prove results analogous to the classical Khinchin and Jarnik theorems. In full generality our results establish…

Dynamical Systems · Mathematics 2014-06-25 Anish Ghosh , Alexander Gorodnik , Amos Nevo

We prove a central limit theorem concerning the number of critical points in large cubes of an isotropic Gaussian random function on a Euclidean space.

Probability · Mathematics 2015-11-10 Liviu I. Nicolaescu

We give an algorithm that finds a sequence of approximations with Dirichlet coefficients bounded by a constant only depending on the dimension. The algorithm uses the LLL-algorithm for lattice basis reduction. We present a version of the…

Number Theory · Mathematics 2010-01-26 Wieb Bosma , Ionica Smeets

In this paper we prove transference inequalities for regular and uniform Diophantine exponents in the weighted setting. Our results generalize the corresponding inequalities that exist in the `non-weighted' case.

Number Theory · Mathematics 2019-11-04 Oleg N. German

In this paper we present a new approach to prove effective results in Diophantine approximation. We then use it to prove an effective theorem on the simultaneous approximation of two algebraic numbers satisfying an algebraic equation with…

Number Theory · Mathematics 2020-05-15 Matthias Nickel

We prove a functional limit theorem in a space of analytic functions for the random Dirichlet series $D(\alpha;z)=\sum_{n\geq 2}(\log n)^{\alpha}(\eta_n+{\rm i} \theta_n)/n^z$, properly scaled and normalized, where…

Probability · Mathematics 2022-11-02 Dariusz Buraczewski , Congzao Dong , Alexander Iksanov , Alexander Marynych

In this paper we survey and further study partial sums of a stationary process via approximation with a martingale with stationary differences. Such an approximation is useful for transferring from the martingale to the original process the…

Probability · Mathematics 2011-05-24 Magda Peligrad

We describe a proof of the Central Limit Theorem that has been formally verified in the Isabelle proof assistant. Our formalization builds upon and extends Isabelle's libraries for analysis and measure-theoretic probability. The proof of…

Mathematical Software · Computer Science 2017-02-02 Jeremy Avigad , Johannes Hölzl , Luke Serafin

In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…

Statistics Theory · Mathematics 2023-04-19 Taras Bodnar , Stepan Mazur , Nestor Parolya

The local (central) limit theorem precisely describes the behavior of iterated convolution powers of a probability distribution on the $d$-dimensional integer lattice, $\mathbb{Z}^d$. Under certain mild assumptions on the distribution, the…

Classical Analysis and ODEs · Mathematics 2022-11-17 Evan Randles

For a given Dirichlet character $\chi (n) = e^{i \theta_n}$, we prove central limit theorems for the series $\sum_{p'} \cos \theta_{p'}$ for non-principal characters, and $\sum_{p' } \cos (t \log p')$ for principal characters, where $p'$…

Number Theory · Mathematics 2016-12-30 André LeClair

In this paper we define Diophantine exponents of lattices and investigate some of their properties. We prove transference inequalities and construct some examples with the help of Schmidt's subspace theorem.

Number Theory · Mathematics 2016-06-01 Oleg N. German