Related papers: Precise Limit Theorems for Lacunary Series

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…

Under natural assumptions on the observable, we prove a Central Limit Theorem, a Berry-Esseen Theorem, and a quantitative Local Limit Theorem for a broad class of partially hyperbolic endomorphisms of the two-dimensional torus. Our results…

Consider a sequence of Poisson random connection models (X_n,lambda_n,g_n) on R^d, where lambda_n / n^d \to lambda > 0 and g_n(x) = g(nx) for some non-increasing, integrable connection function g. Let I_n(g) be the number of isolated…

We study products of random matrices in the regime where the number of terms and the size of the matrices simultaneously tend to infinity. Our main theorem is that the logarithm of the $\ell_2$ norm of such a product applied to any fixed…

In 1956, Dobrushin proved a definitive central limit theorem for non-homogeneous Markov chains. In this note, a shorter and different proof elucidating more the assumptions is given through martingale approximation.

In Bayesian inference, a widespread technique to compute integrals against a high-dimensional posterior is to use a Gaussian proxy to the posterior known as the Laplace approximation. We address the question of accuracy of the approximation…

Two time scale stochastic approximation algorithms emulate singularly perturbed deterministic differential equations in a certain limiting sense, i.e., the interpolated iterates on each time scale approach certain differential equations in…

In this paper, using techniques developed in our earlier works on the theory of mod-Gaussian convergence, we prove precise moderate and large deviation results for the logarithm of the characteristic polynomial of a random unitary matrix.…

Non-asymptotic bounds for Gaussian and bootstrap approximation have recently attracted significant interest in high-dimensional statistics. This paper studies Berry-Esseen bounds for such approximations with respect to the multivariate…

This article deals with limit theorems for certain loop variables for loop soups whose intensity approaches infinity. We first consider random walk loop soups on finite graphs and obtain a central limit theorem when the loop variable is the…

We consider random analytic functions given by a Taylor series with independent, centered complex Gaussian coefficients. We give a new sufficient condition for such a function to have bounded mean oscillations. Under a mild regularity…

We prove a central limit theorem applicable to one dimensional stochastic approximation algorithms that converge to a point where the error terms of the algorithm do not vanish. We show how this applies to a certain class of these…

Let T be an ergodic automorphism of the d-dimensional torus T^d, and f be a continuous function from T^d to R^l. On the probability space T^d equipped with the Lebesgue-Haar measure, we prove the weak convergence of the sequential empirical…

We prove a variation norm Carleson theorem for Walsh-Fourier series of functions with values in a UMD Banach space. Our only hypothesis on the Banach space is that it has finite tile-type, a notion introduced by Hyt\"onen and Lacey. Given q…

This paper is a continuation of our paper "Fluctuations of Matrix Elements of Regular Functions of Gaussian Random Matrices", J. Stat. Phys. (134), 147--159 (2009), in which we proved the Central Limit Theorem for the matrix elements of…

We establish effective convergence rates in the Doeblin-Lenstra law, describing the limiting distribution of approximation coefficients arising from continued fraction convergents of a typical real number. More generally, we prove…

Let (Zn) be a branching process with immigration in an independent and identically distributed random environment. Under necessary moment conditions, we show the exact convergence rate in the central limit theorem on logZn by using the…

We show that the mechanism of gap formation has a resonance nature. The special real fundamental solutions were discovered which `paradoxically' have knot distribution with a period coinciding with that of potential at all energies of the…

We give a new proof of the classical Central Limit Theorem, in the Mallows ($L^r$-Wasserstein) distance. Our proof is elementary in the sense that it does not require complex analysis, but rather makes use of a simple subadditive inequality…

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…