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A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

Probability · Mathematics 2025-01-29 Alexander Shmyrov , Vasily Shmyrov

We prove weak laws of large numbers and central limit theorems of Lindeberg type for empirical centres of mass (empirical Fr\'echet means) of independent non-identically distributed random variables taking values in Riemannian manifolds. In…

Probability · Mathematics 2011-06-29 Wilfrid S. Kendall , Huiling Le

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

Statistics Theory · Mathematics 2011-11-10 Vladas Pipiras , Murad S. Taqqu , Patrice Abry

In this short note we consider the finite-dimensional distributions of sets of states generated by dispersing billiards with a random initial condition. We establish a functional correlation bound on the distance between the…

Dynamical Systems · Mathematics 2017-04-24 Juho Leppänen , Mikko Stenlund

We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…

Dynamical Systems · Mathematics 2026-01-09 Juho Leppänen

We investigate the question of the rate of mixing for observables of a Z d-extension of a probability preserving dynamical system with good spectral properties. We state general mixing results, including expansions of every order. The main…

Dynamical Systems · Mathematics 2017-06-15 Françoise Pène

In this paper, we explain the dependance of the fluctuations of the largest eigenvalues of a Deformed Wigner model with respect to the eigenvectors of the perturbation matrix. We exhibit quite general situations that will give rise to…

Probability · Mathematics 2011-09-16 Mireille Capitaine , Catherine Donati-Martin , Delphine Féral

We deduce sufficient conditions for the Central Limit Theorem (CLT) in the Lebesgue-Riesz space L(p) defined on some measure space for the sequence of centered random variables satisfying the strong mixing (Rosenblatt) condition. We…

Probability · Mathematics 2019-12-05 M. R. Formica , E. Ostrovsky , L. Sirota

Understanding the statistical properties of the aperiodic planar Lorentz gas stands as a grand challenge in the theory of dynamical systems. Here we study a greatly simplified but related model, proposed by Arvind Ayyer and popularized by…

Dynamical Systems · Mathematics 2013-06-13 Mikko Stenlund

We investigate random walks on the general linear group constrained within a specific domain, with a focus on their asymptotic behavior. In a previous work [38], we constructed the associated harmonic measure, a key element in formulating…

Probability · Mathematics 2025-07-16 Ion Grama , Jean-François Quint , Hui Xiao

We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…

Probability · Mathematics 2025-03-24 Muneya Matsui , Thomas Mikosch

We prove a Central Limit Theorem for the linear statistics of two-dimensional Coulomb gases, with arbitrary inverse temperature and general confining potential, at the macroscopic and mesoscopic scales and possibly near the boundary of the…

Mathematical Physics · Physics 2018-03-01 Thomas Leblé , Sylvia Serfaty

We prove the equivalence between the integral central limit theorem and the local central limit theorem for two-body potentials with long-range interactions on the lattice $\mathbb{Z}^d$ for $d\ge 1$. The spin space can be an arbitrary,…

Mathematical Physics · Physics 2024-08-09 Eric O. Endo , Roberto Fernández , Vlad Margarint , Nguyen Tong Xuan

The robust statistical description of dynamical systems under perturbations is a central problem in ergodic theory. In this paper, we investigate the statistical properties of skew-product maps driven by a subshift of finite type with…

Dynamical Systems · Mathematics 2026-03-23 Davi Lima , Rafael Lucena

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…

Probability · Mathematics 2011-06-01 Magda Peligrad , Hailin Sang

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

The bending of bilayer plates is a mechanism which allows for large deformations via small externally induced lattice mismatches of the underlying materials. Its mathematical modeling, discussed herein, consists of a nonlinear fourth order…

Numerical Analysis · Mathematics 2015-10-09 Söeren Bartels , Andrea Bonito , Ricardo H. Nochetto

We consider the geodesic flow for a rank one non-positive curvature closed manifold. We prove an asymptotic version of the Central Limit Theorem for families of measures constructed from regular closed geodesics converging to the…

Dynamical Systems · Mathematics 2021-08-11 Daniel J. Thompson , Tianyu Wang