Related papers: Non-central limit theorem for non-linear functiona…

We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…

In this article we focus on a general model of random walk on random marked trees. We prove a recurrence criterion, analogue to the recurrence criterion proved by R. Lyons and Robin Pemantle (1992) in a slightly different model. In the…

We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…

We compute some dependence coefficients for the stationary Markov chain whose transition kernel is the Perron-Frobenius operator of an expanding map $T$ of $[0, 1]$ with a neutral fixed point. We use these coefficients to prove a central…

In this paper we consider two-opinion voter models on dynamic random graphs, in which the joint dynamics of opinions and graphs acts as one-way feedback, i.e., edges appear and disappear over time depending on the opinions of the two…

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…

We prove a central limit theorem for the components of the largest eigenvectors of the adjacency matrix of a finite-dimensional random dot product graph whose true latent positions are unknown. In particular, we follow the methodology…

We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…

We present an extension of J. F. Colombeau's theory of nonlinear generalized functions to spaces of generalized sections of vector bundles. Our construction builds on classical functional analytic notions, which is the key to having a…

Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…

Let $B=(B_x)_{x\in\mathbb{R}^d}$ be a collection of $N(0,1)$ random variables forming a real-valued continuous stationary Gaussian field on $\mathbb{R}^d$, and set $C(x-y)=\mathbb{E}[B_xB_y]$. Let $\varphi:\mathbb{R}\to\mathbb{R}$ be such…

The study of the normalized sum of random variables and its asymptotic behaviour has been and continues to be a central chapter in probability and statistical mechanics. When those variables are independent the central limit theorem ensures…

We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…

We show that the virial theorem provides a useful simple tool for approximating nonlinear problems. In particular we consider conservative nonlinear oscillators and a bifurcation problem. In the former case we obtain the same main result…

In this paper, we give rates of convergence, for minimal distances and for the uniform distance, between the law of partial sums of martingale differences and thelimiting Gaussian distribution. More precisely, denoting by $P_{X}$ the law of…

A new Small-Gain Theorem is presented for general nonlinear control systems. The novelty of this research work is that vector Lyapunov functions and functionals are utilized to derive various input-to-output stability and input-to-state…

We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the…

We study the adjacency matrix of the Linial-Meshulam complex model, which is a higher-dimensional generalization of the Erd\H{o}s-R\'enyi graph model. Recently, Knowles and Rosenthal proved that the empirical spectral distribution of the…

We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…

In this paper, we establish some new variants of fixed point theorems for a large class of countably nonexpansive multi-valued mappings. Some fixed point theorems for the sum and the product of three multi-valued mappings defined on…