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We establish self-norming central limit theorems for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations are obtained by perturbing the slope in the…

Dynamical Systems · Mathematics 2016-09-28 Matthew Nicol , Andrew Török , Sandro Vaienti

We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…

Probability · Mathematics 2024-12-02 Guillaume Cébron , Patrick Oliveira Santos , Pierre Youssef

We prove that the solution of the Kac analogue of Boltzmann's equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of a few…

Probability · Mathematics 2009-01-19 Ester Gabetta , Eugenio Regazzini

Consider the linear Boltzmann equation of radiative transfer in a half-space, with constant scattering coefficient $\sigma$. Assume that, on the boundary of the half-space, the radiation intensity satisfies the Lambert (i.e. diffuse)…

Analysis of PDEs · Mathematics 2018-09-18 Claude Bardos , François Golse , Iván Moyano

We consider the cardinality of supercritical oriented bond percolation in two dimensions. We show that, whenever the origin is conditioned to percolate, the process appropriately normalized converges asymptotically in distribution to the…

Probability · Mathematics 2018-05-23 Achillefs Tzioufas

We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

Statistics Theory · Mathematics 2024-03-12 Sara Mazzonetto , Paolo Pigato

We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than {\epsilon} ({\epsilon} > 0). It is known ([BM05]) that the empirical measure of these fragments converges in law, under some…

Probability · Mathematics 2022-10-17 Camille Noûs , Sylvain Rubenthaler

We consider a tight-binding Schroedinger equation with time dependent diagonal noise, given as a function of a Markov process. This model was considered previously by Kang and Schenker (J. Stat. Phys., 134(5-6):1005, arXiv:0808.2784), who…

Mathematical Physics · Physics 2015-12-11 Clark Musselman , Jeffrey Schenker

We study the nonrelativistic limit of the quantum theory of a Chern-Simons field minimally coupled to a scalar field with quartic self-interaction. The renormalization of the relativistic model, in the Coulomb gauge, is discussed. We employ…

High Energy Physics - Theory · Physics 2014-11-18 M. Gomes , J. M. C. Malbouisson , A. J. da Silva

Combining large $N_C$ techniques and partial wave dispersion theory to analyze the $\pi\pi$ scattering, without relying on any explicit resonance lagrangian, some interesting results are derived: (a) a general KSRF relation including the…

High Energy Physics - Phenomenology · Physics 2009-11-13 Zhi-Hui Guo

In this note we discuss limit distribution of normalized return times for shrinking targets and draw a necessary and sufficient condition using sweep-out sequence in order for the limit distribution to be exponential with parameter $1$. The…

Dynamical Systems · Mathematics 2020-10-30 Xuan Zhang

Logarithmic or Sinai type subdiffusion is usually associated with random force disorder and non-stationary potential fluctuations whose root mean squared amplitude grows with distance. We show here that extremely persistent, macroscopic…

Statistical Mechanics · Physics 2017-11-29 Igor Goychuk , Vasyl O. Kharchenko , Ralf Metzler

In this paper, we study some parameter-dependent reaction-diffusion models governed by the Born-Infeld (or Minkowski) operator. In dependence on two parameters $a, b > 0$, related to the field strength and to the diffusivity, we investigate…

Analysis of PDEs · Mathematics 2023-06-27 Maurizio Garrione

We establish the limiting distribution of $\frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{n\le x}\alpha(n)$ where $\alpha$ is a Steinhaus random multiplicative function, answering a question of Harper. The distributional convergence is proved…

Number Theory · Mathematics 2025-09-16 Ofir Gorodetsky , Mo Dick Wong

We obtain the first results on convergence rates in the Prokhorov metric for the weak invariance principle (functional central limit theorem) for deterministic dynamical systems. Our results hold for uniformly expanding/hyperbolic (Axiom A)…

Dynamical Systems · Mathematics 2021-07-28 Marios Antoniou , Ian Melbourne

We consider the edge-triangle model, a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. In the so-called replica symmetric regime, the limiting free energy exists together…

Probability · Mathematics 2023-01-31 Alessandra Bianchi , Francesca Collet , Elena Magnanini

Let $(Y_n)_n$ be a sequence of $\mathbb{R}^d$-valued random variables. Suppose that the generating function \[f(x, z) = \sum_{n = 0}^\infty \varphi_{Y_n}(x) z^n,\] where $\varphi_{Y_n}$ is the characteristic function of $Y_n$, extends to a…

Probability · Mathematics 2025-02-18 Mitchell Lee

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…

Number Theory · Mathematics 2025-07-28 Gaurav Aggarwal , Anish Ghosh

In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…

Probability · Mathematics 2013-05-06 Y. -X. Ren , R. Song , R. Zhang

We address the issue of the Central Limit Theorem for (both local and global) empirical measures of diffusions interacting on a possibly diluted Erd\H{o}s-R\'enyi graph. Special attention is given to the influence of initial condition (not…

Probability · Mathematics 2022-08-11 Fabio Coppini , Eric Luçon , Christophe Poquet