Related papers: Central limit theorems for discretized occupation …
We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this…
Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are…
We establish effective convergence rates in the Doeblin-Lenstra law, describing the limiting distribution of approximation coefficients arising from continued fraction convergents of a typical real number. More generally, we prove…
We show for very general classes of measures on locally compact second countable groups that every Borel measurable quasimorphism is at bounded distance from a quasi-biharmonic one. This allows us to deduce non-degenerate central limit…
Using Bernstein polynomial approximations, we prove the central limit theorem for linear spectral statistics of sample covariance matrices, indexed by a set of functions with continuous fourth order derivatives on an open interval including…
We use a method developed by Bj\"orklund and Gorodnik to show a central limit theorem (as $T$ tends to $\infty$) for the counting functions $\# \left( \Lambda \cap \Omega_T \right)$ where $\Lambda$ ranges over the space $Y_{2d}$ of…
We study the counting function of rational approximations with given bounds on the denominator and satisfying the critical Dirichlet exponent on the sphere $S^d$, $d\geq 3$. We give an effective estimate for this counting function, with an…
We consider a semi-Lagrangian scheme for solving the minimum time problem, with a given target, and the associated eikonal type equation. We first use a discrete time deterministic optimal control problem interpretation of the time…
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…
The Central Limit Theorem for Iterated Functions Systems on the circle is proved. We study also ergodicity of such systems.
The second and third-named authors (arXiv:1705.04115) established a Central Limit Theorem for the error term in the Sato-Tate law for families of modular forms. This method was adapted to families of elliptic curves in by the first and…
The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estimation of the spectrum. In the present paper we study such…
In this paper we examine the asymptotic theory for U-statistics and V-statistics of discontinuous Ito semimartingales that are observed at high frequency. For different types of kernel functions we show laws of large numbers and associated…
We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…
Simple proofs of the midpoint, trapezoidal and Simpson's rules are proved for numerical integration on a compact interval. The integrand is assumed to be twice continuously differentiable for the midpoint and trapezoidal rules, and to be…
We establish self-norming central limit theorems for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations are obtained by perturbing the slope in the…
We obtain new estimates for a class of oscillatory integral operators with folding canonical relations satisfying a curvature condition. The main lower bounds showing sharpness are proved using Kakeya set constructions. As a special case of…
We prove endpoint bounds for derivatives of fractional maximal functions with either smooth convolution kernel or lacunary set of radii in dimensions $n \geq 2$. We also show that the spherical fractional maximal function maps $L^{p}$ into…
We construct Lipschitz $Q$-valued functions which approximate carefully integral currents when their cylindrical excess is small and they are almost minimizing in a suitable sense. This result is used in two subsequent works to prove the…
Let $\{b_H(t),t\in\mathbb{R}\}$ be the fractional Brownian motion with parameter $0<H<1$. When $1/2<H$, we consider diffusion equations of the type \[X(t)=c+\int_0^t\sigma\bigl(X(u)\bigr)\mathrm {d}b_H(u)+\int _0^t\mu\bigl(X(u)\bigr)\mathrm…