Related papers: Temporal Central Limit Theorem for Multidimensiona…

We consider a class of self-similar, continuous Gaussian processes that do not necessarily have stationary increments. We prove a version of the Breuer-Major theorem for this class, that is, subject to conditions on the covariance function,…

We furnish an explicit bound for the prime number theorem in short intervals on the assumption of the Riemann hypothesis.

We obtain a Central Limit Theorem for the normalized number of real roots of a square Kostlan-Shub-Smale random polynomial system of any size as the degree goes to infinity. A study of the asymptotic variance of the number of roots is…

We obtain the empirical strong law of large numbers, empirical Glivenko-Cantelli theorem, central limit theorem, functional central limit theorem for various nonparametric Bayesian priors which include the Dirichlet process with general…

We prove that first-passage percolation times across thin cylinders of the form $[0,n]\times [-h_n,h_n]^{d-1}$ obey Gaussian central limit theorems as long as $h_n$ grows slower than $n^{1/(d+1)}$. It is an open question as to what is 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…

In this paper, we are interested in the limit theorem question for sums of indicator functions. We show that in every aperiodic dynamical system, for every increasing sequence $(a_n)_{n\in\N}\subset\R_+$ such that $a_n\nearrow\infty$ and…

We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles of random matrices with one interval limiting spectrum. We consider ensembles with real analytic potentials and test functions with two…

In this paper, we consider the separable covariance model, which plays an important role in wireless communications and spatio-temporal statistics and describes a process where the time correlation does not depend on the spatial location…

Let $\mathbf{X}^{(1)}_{n},\ldots,\mathbf{X}^{(m)}_{n}$, where $\mathbf{X}^{(i)}_{n}=(X^{(i)}_{1},\ldots,X^{(i)}_{n})$, $i=1,\ldots,m$, be $m$ independent sequences of independent and identically distributed random variables taking their…

Let $\{X_k:k\ge1\}$ be a linear process with values in the separable Hilbert space $L_2(\mu)$ given by $X_k=\sum_{j=0}^\infty(j+1)^{-D}\varepsilon_{k-j}$ for each $k\ge1$, where $D$ is defined by $Df=\{d(s)f(s):s\in\mathbb S\}$ for each…

This article relaxes the integrability condition imposed in the literature for the robust $\alpha$-stable central limit theorem under sublinear expectation. Specifically, for $\alpha \in(0,1]$, we prove that the normalized sums of i.i.d.…

We prove a central limit theorem for the real and imaginary part and the absolute value of the Riemann zeta-function sampled along a vertical line in the critical strip with respect to an ergodic transformation similar to the Boolean…

We study the infinite urn scheme when the balls are sequentially distributed over an infinite number of urns labelled 1,2,... so that the urn $j$ at every draw gets a ball with probability $p_j$, $\sum_j p_j=1$. We prove functional central…

We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can…

Let $\Psi$ be a system of linear forms with finite complexity. In their seminal paper, Green and Tao showed the following prime number theorem for values of the system $\Psi$: $$\sum_{x\in [-N,N]^d} \prod_{i=1}^t…

In this paper, we prove a central limit theorem and a moderate deviation principle for a perturbed stochastic Cahn-Hilliard equation defined on [0, T]x [0, \pi]^d, with d \in {1,2,3}. This equation is driven by a space-time white noise. The…

There has been recent interest in the conditional central limit question for (strictly) stationary, ergodic processes $...,X_{-1},X_0,X_1,...$ whose partial sums $S_n=X_1+...+X_n$ are of the form $S_n=M_n+R_n$, where $M_n$ is a square…

The addition relation for the Riemann theta functions and for its limits, which lead to the appearance of exponential functions in soliton type equations is discussed. The presented form of addition property resolves itself to the…

We consider first-passage percolation on the edges of $\mathbb{Z}^2 \times \{1, \cdots, k\},$ namely the slab $\mathbb{S}_k$ of width $k$. Each edge is assigned independently a passage time of either 0 (with probability $p_c(\mathbb{S}_k)$)…