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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

We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…

Probability · Mathematics 2021-10-19 Le Chen , Davar Khoshnevisan , David Nualart , Fei Pu

In this paper, we study the quenched central limit theorem for the discrete Fourier transform. We show that the Fourier transform of a stationary ergodic process, suitable centered and normalized, satisfies the quenched CLT conditioned by…

Probability · Mathematics 2016-01-18 David Barrera , Magda Peligrad

We consider the spectral properties of a class of regularized estimators of (large) empirical covariance matrices corresponding to stationary (but not necessarily Gaussian) sequences, obtained by banding. We prove a law of large numbers…

Probability · Mathematics 2009-01-22 Greg W. Anderson , Ofer Zeitouni

The Local Ergodic Theorem (also known as the `Fundamental Theorem') gives sufficient conditions under which a phase point has an open neighborhood that belongs (mod 0) to one ergodic component. This theorem is a key ingredient of many…

Dynamical Systems · Mathematics 2010-08-12 N. Chernov , N. Simanyi

In this paper we consider central limit theorems for various macroscopic observables in the high temperature region of the Sherrington-Kirkpatrick spin glass model. With a particular focus on obtaining a quenched central limit theorem for…

Probability · Mathematics 2015-05-13 Sourav Chatterjee , Nick Crawford

We give a closer look at the Central Limit Theorem (CLT) behavior in quasi-stationary states of the Hamiltonian Mean Field model, a paradigmatic one for long-range-interacting classical many-body systems. We present new calculations which…

Statistical Mechanics · Physics 2008-03-17 A. Pluchino , A. Rapisarda , C. Tsallis

The entanglement spectrum of the reduced density matrix contains information beyond the von Neumann entropy and provides unique insights into exotic orders or critical behavior of quantum systems. Here, we show that strongly disordered…

Disordered Systems and Neural Networks · Physics 2016-10-14 Maksym Serbyn , Alexios A. Michailidis , Dmitry A. Abanin , Z. Papić

Using Bernstein polynomial approximations, we prove the central limit theorem for linear spectral statistics of sample covariance matrices, indexed by a set of functions with continuous fourth order derivatives on an open interval including…

Statistics Theory · Mathematics 2010-11-29 Zhidong Bai , Xiaoying Wang , Wang Zhou

We establish central limit theorems for general functionals on binomial point processes and their Poissonized version. As an application, a central limit theorem for Betti numbers of random geometric complexes in the thermodynamic regime is…

Probability · Mathematics 2018-04-10 Khanh Duy Trinh

We prove functional limit theorems for dynamical systems in the presence of clusters of large values which, when summed and suitably normalised, get collapsed in a jump of the limiting process observed at the same time point. To keep track…

Dynamical Systems · Mathematics 2025-06-04 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

In the random geometric graph $G(n,r_n)$, $n$ vertices are placed randomly in Euclidean $d$-space and edges are added between any pair of vertices distant at most $r_n$ from each other. We establish strong laws of large numbers (LLNs) for a…

Probability · Mathematics 2020-06-29 Dieter Mitsche , Mathew D. Penrose

We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…

Probability · Mathematics 2019-11-28 Benjamin Landon , Philippe Sosoe

The recent years have witnessed a growing interest for covariant Lyapunov vectors (CLVs) which span local intrinsic directions in the phase space of chaotic systems. Here we review the basic results of ergodic theory, with a specific…

Chaotic Dynamics · Physics 2015-06-12 Francesco Ginelli , Hugues Chate' , Roberto Livi , Antonio Politi

We investigate the probability density of rescaled sums of iterates of deterministic dynamical systems, a problem relevant for many complex physical systems consisting of dependent random variables. A Central Limit Theorem (CLT) is only…

Statistical Mechanics · Physics 2007-05-23 Ugur Tirnakli , Christian Beck , Constantino Tsallis

We prove dynamical Borel Canteli Lemmas for discrete time homogenous flows hitting a sequence of shrinking targets in a hyperbolic manifold. These results apply to both diagonalizable and unipotent flows, and any family of measurable…

Dynamical Systems · Mathematics 2017-02-06 Dubi Kelmer

Motivated by a recent work of Benoist and Quint and extending results from the PhD thesis of the third author, we obtain limit theorems for products of independent and identically distributed elements of GLd (R), such as the…

Probability · Mathematics 2016-03-08 Christophe Cuny , Jerome Dedecker , Christophe Jan

We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…

Dynamical Systems · Mathematics 2020-01-08 Olli Hella , Mikko Stenlund

In this paper we study the distribution of hitting times for a class of random dynamical systems. We prove that for invariant measures with super-polynomial decay of correlations hitting times to dynamically defined cylinders satisfy…

Dynamical Systems · Mathematics 2014-04-29 Jerome Rousseau , Benoit Saussol , Paulo Varandas

We consider the rates of convergence of the quenched central limit theorem for hitting times of one-dimensional random walks in a random environment. Previous results had identified polynomial upper bounds for the rates of decay which are…

Probability · Mathematics 2021-09-16 Sung Won Ahn , Jonathon Peterson
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