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We consider the existence of the integrated density of states (IDS) of the Anderson model on the Hilbert space $\ell^2(\mathbb{Z}^d)$ as analogues to the law of large numbers (LLN). In this work, we prove the analogues central limit theorem…

Mathematical Physics · Physics 2024-12-04 Dhriti Ranjan Dolai

We establish a central limit theorem for (a sequence of) multivariate martingales which dimension potentially grows with the length $n$ of the martingale. A consequence of the results are Gaussian couplings and a multiplier bootstrap for…

Statistics Theory · Mathematics 2018-09-11 Alexandre Belloni , Roberto I. Oliveira

This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…

Probability · Mathematics 2014-07-10 Peter W. Glynn , Rob J. Wang

We review some recent results that express or rely on the locality properties of the dynamics of quantum spin systems. In particular, we present a slightly sharper version of the recently obtained Lieb-Robinson bound on the group velocity…

Mathematical Physics · Physics 2010-03-23 Bruno Nachtergaele , Robert Sims

This paper provides a Central Limit Theorem (CLT) for a process $\{\theta_n, n\geq 0\}$ satisfying a stochastic approximation (SA) equation of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H(\theta_n,X_{n+1})$; a CLT for the associated…

Probability · Mathematics 2013-09-13 Gersende Fort

Recent work in dynamic causal inference introduced a class of discrete-time stochastic processes that generalize martingale difference sequences and arrays as follows: the random variates in each sequence have expectation zero given certain…

Statistics Theory · Mathematics 2025-12-05 Walter Dempsey , Easton Huch

In this paper we provide an asymptotic theory for the symmetric version of the Kullback--Leibler (KL) divergence. We define a estimator for this divergence and study its asymptotic properties. In particular, we prove Law of Large Numbers…

Probability · Mathematics 2024-01-31 Helder Rojas , Artem Logachov

We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reductive group) satisfies a central limit theorem under an order…

Probability · Mathematics 2020-06-17 Richard Aoun

We extend the Gibbs conditioning principle to an abstract setting combining infinitely many linear equality constraints and non-linear inequality constraints, which need not be convex. A conditional large large deviation principle (LDP) is…

Functional Analysis · Mathematics 2024-10-29 Louis-Pierre Chaintron , Giovanni Conforti , Julien Reygner

We prove a quenched central limit theorem for random walks in i.i.d. weakly elliptic random environments in the ballistic regime. Such theorems have been proved recently by Rassoul-Agha and Sepp\"al\"ainen in [10] and Berger and Zeitouni in…

Probability · Mathematics 2014-09-22 Elodie Bouchet , Christophe Sabot , Renato Soares Dos Santos

The study of two-dimensional Coulomb gases lies at the interface of statistical physics and non-Hermitian random matrix theory. In this paper we give a large deviation principle (LDP) for the empirical fields obtained, under the canonical…

Probability · Mathematics 2015-10-07 Thomas Leblé

We analyze the fluctuations of incomplete $U$-statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled…

Probability · Mathematics 2020-03-24 Matthias Löwe , Sara Terveer

We prove the existence of continuous boundary extensions (Cannon-Thurston maps) for the inclusion of a vertex space into a tree of (strongly) relatively hyperbolic spaces satisfying the qi-embedded condition. This implies the same result…

Group Theory · Mathematics 2011-03-24 Mahan Mj , Abhijit Pal

In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…

Statistical Mechanics · Physics 2007-12-16 Silvio M. Duarte Queiros , Constantino Tsallis

We consider a class of nonuniformly hyperbolic dynamical systems with a first return time satisfying a central limit theorem (CLT) with nonstandard normalisation $(n\log n)^{1/2}$. For such systems (both maps and flows) we show that it…

Dynamical Systems · Mathematics 2026-04-13 Yuri Lima , Carlos Matheus , Ian Melbourne

We prove local large deviations for the periodic infinite horizon Lorentz gas viewed as a ${\mathbb Z}^d$-cover ($d=1,2$) of a dispersing billiard. In addition to this specific example, we prove a general result for a class of nonuniformly…

Dynamical Systems · Mathematics 2024-07-11 Ian Melbourne , Francoise Pene , Dalia Terhesiu

We give a general method of deriving statistical limit theorems, such as the central limit theorem and its functional version, in the setting of ergodic measure preserving transformations. This method is applicable in situations where the…

Dynamical Systems · Mathematics 2008-04-15 Marta Tyran-Kaminska

We develop a quenched thermodynamic formalism for a wide class of random maps with non-uniform expansion, where no Markov structure, no uniformly bounded degree or the existence of some expanding dynamics is required. We prove that every…

Dynamical Systems · Mathematics 2024-04-19 Manuel Stadlbauer , Shintaro Suzuki , Paulo Varandas

We investigate possible large deviation principles (LDPs) for the $n$-vertex sampling from a given graphon with various speeds $s(n)$ and resolve all the cases except when the speed $s(n)$ is of order $n^2$. For quadratic speed…

Probability · Mathematics 2025-04-29 Jan Grebík , Oleg Pikhurko

Large deviation principles for hyperbolic systems are well studied and provide exponential rates for the deviations of Birkhoff averages from their limit. This short article presents a local large deviation principle for Smale spaces, in…

Dynamical Systems · Mathematics 2025-10-02 David Parmenter