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We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…
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…
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…
We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…
A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…
We study cosmological polytopes induced by Erd\H{o}s--R\'enyi random graphs in a high-dimensional regime. These graph-based lattice polytopes form a natural model of random lattice polytopes in which geometric features are determined by the…
The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…
Z^d-extensions of probability-preserving dynamical systems are themselves dynamical systems preserving an infinite measure, and generalize random walks. Using the method of moments, we prove a generalized central limit theorem for additive…
Billiards tables - a minimal model for particles moving in a confined region - are known to present classical (and quantum) different features according to their shape, ranging from strongly chaotic to integrable dynamics. Here we consider…
We show that the winding of low-lying closed geodesics on the modular surface has a Gaussian limiting distribution when normalized by any standard notion of length, in contrast to the Cauchy distribution arising when allowing arbitrarily…
Let $ V_{n} = X_{1,n} + X_{2,n} + \cdots + X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $\lambda_{n} = \sum\limits_{i=1}^{n} b(i;n) $, $\lambda = \lim\limits_{n \to \infty}…
In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…
We study the statistics of the linear flow in a punctured honeycomb lattice, or equivalently the free motion of a particle on a regular hexagonal billiard table with holes of equal size at the corners and obeying the customary reflection…
We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…
We propose a discrete analogue for the boundary local time of reflected diffusions in bounded Lipschitz domains. This discrete analogue, called the discrete local time, can be effectively simulated in practice and is obtained pathwise from…
We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…
Short and transparent proofs of central limit theorems for intrinsic volumes of random polytopes in smooth convex bodies are presented. They combine different tools such as estimates for floating bodies with Stein's method from probability…
We study the simplifications occurring in any likelihood function in the presence of a large number of small systematic uncertainties. We find that the marginalisation of these uncertainties can be done analytically by means of second-order…
We consider eigenvalues of generalized Wishart processes as well as particle systems, of which the empirical measures converge to deterministic measures as the dimension goes to infinity. In this paper, we obtain central limit theorems to…
In this paper we study the central limit theorem and its functional form for random fields which are not started from their equilibrium, but rather under the measure conditioned by the past sigma field. The initial class considered is that…