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The perceived randomness in the time evolution of "chaotic" dynamical systems can be characterized by universal probabilistic limit laws, which do not depend on the fine features of the individual system. One important example is the…

Mathematical Physics · Physics 2016-09-21 Carl P. Dettmann , Jens Marklof , Andreas Strömbergsson

This article presents a complete second order theory for a large class of geometric functionals on homogeneous Poisson input. In particular, the results don't require the existence of a radius of stabilisation. Hence they can be applied to…

Probability · Mathematics 2018-12-17 Raphaël Lachieze-Rey , Raphaël Lachì Eze-Rey

The Euler Poisson equations describe important physical phenomena in many applications such as semiconductor modeling and plasma physics. This paper is to advance our understanding of critical threshold phenomena in such systems in the…

Analysis of PDEs · Mathematics 2020-10-28 Manas Bhatnagar , Hailiang Liu

We study the Euler scheme for a stochastic differential equation driven by a Levy process Y. More precisely, we look at the asymptotic behavior of the normalized error process u_n(X^n-X), where X is the true solution and X^n is its Euler…

Probability · Mathematics 2007-05-23 Jean Jacod

Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…

Probability · Mathematics 2016-10-06 Tobias Fissler , Christoph Thaele

In this paper we will prove various probabilistic limit theorems for some classes of distance expanding sequential dynamical systems (SDS). Our starting point here is certain sequential complex Ruelle-Perron-Frobenius (RPF) theorems which…

Dynamical Systems · Mathematics 2020-12-02 Yeor Hafouta

In this paper we establish Functional Limit Theorems for the range of random walks in $\mathbb{Z}^d$ that are in the domain of attraction of a non-degenerate $\beta$-stable process in the weakly transient and recurrent regimes. These…

Probability · Mathematics 2025-09-04 Maxence Baccara

We introduce a universality theorem for functionals of measures on partitions which "behave like" the Ewens measure. Various limit theorems for the Ewens measure, most notably the Poisson-Dirichlet limit for the longest parts, the…

Probability · Mathematics 2012-04-25 James Y. Zhao

We show a new functional limit theorem for weakly dependent regularly varying sequences of random vectors. As it turns out, the convergence takes place in the space of R^d valued c\`{a}dl\`{a}g functions endowed with the so-called weak M1…

Probability · Mathematics 2013-08-19 Bojan Basrak , Danijel Krizmanić

We consider the multiparameter random simplicial complex on a vertex set $\{ 1,\dots,n \}$, which is parameterized by multiple connectivity probabilities. Our key results concern the topology of this complex of dimensions higher than the…

Probability · Mathematics 2023-09-14 Takashi Owada , Gennady Samorodnitsky

We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…

Probability · Mathematics 2021-04-21 Michael Röckner , Longjie Xie

Let $(X_{k})_{k \in \mathbb Z }$ be a linear process with values in a separable Hilbert space $\mathbb{H}$ given by $X_{k} =\sum_{j=0}^{\infty} (j+1)^{-N}\varepsilon_{k-j}$ for each $k \in \mathbb Z$, where $N:\mathbb{H} \to \mathbb{H}$ is…

Probability · Mathematics 2017-01-04 Marie-Christine Düker

The approximation of integral type functionals is studied for discrete observations of a continuous It\^o semimartingale. Based on novel approximations in the Fourier domain, central limit theorems are proved for $L^2$-Sobolev functions…

Probability · Mathematics 2022-11-08 Randolf Altmeyer

We prove a functional limit theorem for Markov chains that, in each step, move up or down by a possibly state dependent constant with probability $1/2$, respectively. The theorem entails that the law of every one-dimensional regular…

Probability · Mathematics 2020-05-13 Stefan Ankirchner , Thomas Kruse , Mikhail Urusov

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

Probability · Mathematics 2026-04-24 Simmaco Di Lillo , Leonardo Maini , Domenico Marinucci

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…

Probability · Mathematics 2014-09-22 Yan-Xia Ren , Renming Song , Rui Zhang

Recently a functional limit theorem for sums of moving averages with random coefficients and i.i.d. heavy tailed innovations has been obtained under the assumption that all partial sums of the series of coefficients are a.s. bounded between…

Probability · Mathematics 2021-09-27 Danijel Krizmanić

The asymptotic behavior of a cellular automaton iterated on a random configuration is well described by its limit probability measure(s). In this paper, we characterize measures and sets of measures that can be reached as limit points after…

Dynamical Systems · Mathematics 2016-04-08 Benjamin Hellouin de Menibus , Mathieu Sablik

Finite-dimensional state-space representations of unsteady aerodynamics implicitly assume a system with fading memory. However, the impulse response of the two-dimensional inviscid (Euler) equations is characterized by an asymptotic…

Fluid Dynamics · Physics 2026-04-21 Sarasija Sudharsan

The aim of this article is to investigate how various Riemann Hypotheses would follow only from properties of the prime numbers. To this end, we consider two classes of $L$-functions, namely, non-principal Dirichlet and those based on cusp…

Number Theory · Mathematics 2017-11-16 Guilherme França , André LeClair