Related papers: Central limit theorems for a driven particle in a …
Dynamics of a centrifugally driven particle moving along a magnetically prescribed trajectory (e.g. pulsar magnetic field line) in a spacetime of a rotating massive body is considered. We do assume that the particle is on a zero Landau…
The motion of a particle in a correlated random potential under the influence of a driving force is investigated in mean field theory. The correlations of the disorder are characterized by a short distance cutoff and a power law decay with…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
The goal of this expository paper is to describe conditions which guarantee a central limit theorem for functionals of general state space Markov chains. This is done with a view towards Markov chain Monte Carlo settings and hence the focus…
Fleming-Viot type particle systems represent a classical way to approximate the distribution of a Markov process with killing, given that it is still alive at a final deterministic time. In this context, each particle evolves independently…
The theory of transport of charged particles in cosmic magnetic fields is at the very center of the investigation of non-thermal phenomena in the universe, ranging from our local neighborhood to supernovae, clusters of galaxies or distant…
We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the cumulant method.
We investigate the rate of convergence in the central limit theorem for convex sets. We obtain bounds with a power-law dependence on the dimension. These bounds are asymptotically better than the logarithmic estimates which follow from the…
We prove results about uniform convergence of densities in the free central limit theorem without assumptions of boundedness on the support.
The de Moivre-Laplace theorem is a special case of the central limit theorem for Bernoulli random variables, and can be proved by direct computation. We deduce the central limit theorem for any random variable with finite variance from the…
For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…
We prove a central limit theorem for the volume of projections of the N-cube onto a random subspace of dimension n, when n is fixed and N tends to infinity. Randomness in this case is with respect to the Haar measure on the Grassmannian…
The continuous limit of large systems of particles of finite size on the line is described. The particles are assumed to move freely and stick under collision, to form compound particles whose mass and size is the sum of the masses and…
In this paper, we derive a central limit theorem for collections of weakly correlated random variables indexed by discrete metric spaces, where the correlation decays in the distance of the indices. The correlation structure we study…
The stratified resampling mechanism is one of the resampling schemes commonly used in the resampling steps of particle filters. In the present paper, we prove a central limit theorem for this mechanism under the assumption that the initial…
Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
The goal of this paper is to describe conditions which guarantee a central limit theorem for random variables, which distributions are controled by hidden Markov chains. We proved that when a Markov chain is ergodic and random variables…
Charged-particle multiplicity distributions are an interesting tool to study both soft- and hard-QCD processes in hadronic collisions. Since last century a significant range of center-of-mass energies has been probed, ranging from a few GeV…
In the present contribution we propose a gedankenexperiment in which the restriction of rational values on the velocities emerges as a necessary condition from Classical Electromagnetism and Quantum Mechanics. This restriction is shown to…