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Related papers: Local limit theorem in deterministic systems

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We consider a symmetric random walk on the $\nu$-dimensional lattice, whose exit probability from the origin is modified by an antisymmetric perturbation and prove the local central limit theorem for this process. A short-range correction…

Probability · Mathematics 2019-08-09 Giuseppe Genovese , Renato Lucà

We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…

Statistics Theory · Mathematics 2021-08-20 Nathawut Phandoidaen , Stefan Richter

We study the local limit theorem for weighted sums of Bernoulli variables. We show on examples that this is an important question in the general theory of the local limit theorem, and which turns up to be not well explored. The examples we…

Probability · Mathematics 2017-07-20 Rita Giuliano , Michel Weber

In this paper, we are concerned with centered Markov Additive Processes $\{(X_t,Y_t)\}_{t\in\T}$ where the driving Markov process $\{X_t\}_{t\in\T}$ has a finite state space. Under suitable conditions, we provide a local limit theorem for…

Probability · Mathematics 2013-06-25 Loïc Hervé , James Ledoux

This is a note on a local ergodic theorem for a symmetric exclusion process defined on an infinite tower of coverings, which is associated with a finitely generated residually finite amenable group.

Probability · Mathematics 2016-01-01 Ryokichi Tanaka

One says that the local large deviation principle (LLDP) is satisfied for a family of random vectors $\{\zeta_T\}_{T\ge 0}$ in $\mathbb R^d,$ $d\ge 1,$ if there exists a function $D:\mathbb R^d\to [0,\infty],$ $D\not \equiv \infty,$ such…

Probability · Mathematics 2026-04-27 Konstantin Borovkov

We prove a functional limit theorem in a space of analytic functions for the random Dirichlet series $D(\alpha;z)=\sum_{n\geq 2}(\log n)^{\alpha}(\eta_n+{\rm i} \theta_n)/n^z$, properly scaled and normalized, where…

Probability · Mathematics 2022-11-02 Dariusz Buraczewski , Congzao Dong , Alexander Iksanov , Alexander Marynych

We consider ergodic series of the form $\sum_{n=0}^\infty a_n f(T^n x)$ where $f$ is an integrable function with zero mean value with respect to a $T$-invariant measure $\mu$. Under certain conditions on the dynamical system $T$, the…

Dynamical Systems · Mathematics 2015-10-14 Aihua Fan

In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…

Probability · Mathematics 2022-08-02 Magda Peligrad , Sergey Utev

We prove the equivalence between integral and local central limit theorem for spin system interacting via an absolutely summable pair potential without any conditions on the temperature of the system.

Mathematical Physics · Physics 2023-08-14 Aldo Procacci , Benedetto Scoppola

In this paper, we establish a version of the central limit theorem for Markov-Feller continuous time processes (with a Polish state space) that are exponentially ergodic in the bounded-Lipschitz distance and enjoy a continuous form of the…

Probability · Mathematics 2023-10-09 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

The central limit theorem for Markov chains generated by iterated function systems consisting of orientation preserving homeomorphisms of the interval is proved. We study also ergodicity of such systems.

Dynamical Systems · Mathematics 2020-03-24 Klaudiusz Czudek , Tomasz Szarek

Fix $c\in (1,23/22)$. Let $\alpha$ and $\beta$ be two distinct non-zero real numbers with $|\alpha|\neq |\beta|$. It is shown that for any measure preserving system $(X,\mathcal{X},\mu,T)$ and any $f,g\in L^{\infty}(\mu)$, the limit…

Dynamical Systems · Mathematics 2025-10-21 Rongzhong Xiao

We prove among other things that the omega-limit set of a bounded solution of a Hamilton system \[\left\{\begin{aligned} & \mathbf{\dot{p}}=\frac{\partial H}{\partial \mathbf{q}} & \mathbf{\dot{q}}=-\frac{\partial H}{\partial \mathbf{p}} \\…

General Mathematics · Mathematics 2016-05-31 Dang Vu Giang

We prove an invariance principle (functional central limit theorem) for a vector-valued additive functional of a Markov chain for almost every starting point with respect to an ergodic equilibrium distribution. The hypothesis is a moment…

Probability · Mathematics 2011-10-20 F. Rassoul-Agha , T. Seppalainen

Let $s:[1,\infty) \to \C $ be a locally integrable function in Lebesgue's sense. The logarithmic (also called harmonic) mean of the function $s$ is defined by [\tau(t) := \frac 1{\log t} \int_1^t \frac {s(x)}{x} dx, \qquad t>1,] where the…

Classical Analysis and ODEs · Mathematics 2012-07-02 Ferenc Moricz , Zoltan Nemeth

Let $X=\{X_n: n\in\mathbb{N}\}$ be a linear process in which the coefficients are of the form $a_i=i^{-1}\ell(i)$ with $\ell$ being a slowly varying function at the infinity and the innovations are independent and identically distributed…

Probability · Mathematics 2023-06-21 Fangjun Xu

We construct a probability model seemingly unrelated to the considered stochastic process of coagulation and fragmentation. By proving for this model the local limit theorem, we establish the asymptotic formula for the partition function of…

Probability · Mathematics 2007-05-23 Gregory Freiman , Boris Granovsky

We reduce the local limit theorem for a non-compact semisimple Lie group acting on its symmetric space to establishing that a natural operator associated to the measure is quasicompact. Under strong Diophantine assumptions on the underlying…

Probability · Mathematics 2024-10-10 Constantin Kogler

We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density…

Probability · Mathematics 2012-10-19 Christophe Cuny , Florence Merlevède , Magda Peligrad