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We establish a central limit theorem and prove a moderate deviation principle for stochastic scalar conservation laws. Due to the lack of viscous term, this is done in the framework of kinetic solution. The weak convergence method and…

Probability · Mathematics 2022-08-31 Zhengyan Wu , Rangrang Zhang

In this talk I first review at an elementary level a selection of central limit theorems, including some lesser known cases, for sums and maxima of uncorrelated and correlated random variables. I recall why several of them appear in…

Statistical Mechanics · Physics 2010-08-26 H. J. Hilhorst

For a class of random partitions of an infinite set a de Finetti-type representation is derived, and in one special case a central limit theorem for the number of blocks is shown.

Probability · Mathematics 2007-05-23 Alexander Gnedin

We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than {\epsilon} ({\epsilon} > 0). It is known ([BM05]) that the empirical measure of these fragments converges in law, under some…

Probability · Mathematics 2022-10-17 Camille Noûs , Sylvain Rubenthaler

We give optimal convergence rates in the central limit theorem for a large class of martingale difference sequences with bounded third moments. The rates depend on the behaviour of the conditional variances and for stationary sequences the…

Probability · Mathematics 2007-05-23 Mohamed El Machkouri , Lahcen Ouchti

Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…

Probability · Mathematics 2025-01-07 Jonathan C. Mattingly , Ezra Miller , Do Tran

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

Probability · Mathematics 2023-08-24 Rafael Chiclana , Yuval Peres

We consider the stochastic heat equation whose solution is observed discretely in space and time. An asymptotic analysis of power variations is presented including the proof of a central limit theorem. It generalizes the theory from…

Statistics Theory · Mathematics 2019-03-18 Markus Bibinger , Mathias Trabs

The asymptotics of the first rows and columns of random Young diagrams corresponding to extremal characters of the infinite symmetric group is studied. We consider rows and columns with linear growth in $n$, the number of boxes of random…

Representation Theory · Mathematics 2011-07-18 Alexey Bufetov

We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…

Probability · Mathematics 2014-05-08 Andrei N. Frolov

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…

Probability · Mathematics 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic

We investigate in this paper the distribution of the discrepancy of various lattice counting functions. In particular, we prove that the number of lattice points contained in certain domains defined by products of linear forms satisfies a…

Number Theory · Mathematics 2017-09-22 Michael Björklund , Alexander Gorodnik

A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…

Mathematical Physics · Physics 2007-05-23 Paul Doukhan , Gabriel Lang , Sana Louhichi , Bernard Ycart

The dynamics of one parameter diagonal group actions on finite volume homogeneous spaces has a partially hyperbolic feature. In this paper we extend the Liv\v{s}ic type result to these possibly noncompact and nonaccessible systems. We also…

Dynamical Systems · Mathematics 2019-03-27 Ronggang Shi

We give a general local central limit theorem for the sum of two independent random variables, one of which satisfies a central limit theorem while the other satisfies a local central limit theorem with the same order variance. We apply…

Probability · Mathematics 2011-08-16 Mathew D. Penrose , Yuval Peres

We give a method for constructing many examples of automorphisms with positive entropy on rational complex surfaces. The general idea is to begin with a quadratic Cremona transformation that fixes a reduced cubic curve and then use the…

Algebraic Geometry · Mathematics 2010-07-28 Jeffrey Diller

We prove Central Limit Theorem for non-stationary random products of $SL(2, \mathbb{R})$ matrices, generalizing the classical results by Le Page and Tutubalin that were obtained in the case of iid random matrix products.

Probability · Mathematics 2025-11-27 Anton Gorodetski , Victor Kleptsyn , Grigorii Monakov

We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…

Dynamical Systems · Mathematics 2020-01-08 Olli Hella , Mikko Stenlund

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…

Probability · Mathematics 2021-10-29 Calvin Wooyoung Chin

We prove limit theorems for sums of randomly chosen random variables conditioned on the summands. We consider several versions of the corner growth setting, including specific cases of dependence amongst the summands and summands with heavy…

Probability · Mathematics 2022-07-01 David Grzybowski
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