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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…

Dynamical Systems · Mathematics 2016-09-28 Matthew Nicol , Andrew Török , Sandro Vaienti

We consider the time evolution of $N$ bosons in the mean field regime for factorized initial data. In the limit of large $N$, the many body evolution can be approximated by the non-linear Hartree equation. In this paper we are interested in…

Mathematical Physics · Physics 2014-01-29 Simon Buchholz , Chiara Saffirio , Benjamin Schlein

The theory of quantum jump trajectories provides a new framework for understanding dynamical phase transitions in open systems. A candidate for such transitions is the atom maser, which for certain parameters exhibits strong intermittency…

Quantum Physics · Physics 2024-06-19 Federico Girotti , Merlijn van Horssen , Raffaella Carbone , Madalin Guta

This is a note on some results of the central limit theorem for deterministic dynamical systems. First, we give the central limit theorem for martingales, which is a main tool. Then we give the main results on the central limit theorem in…

Probability · Mathematics 2022-10-10 Yuwen Wang

A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…

Statistical Mechanics · Physics 2013-01-22 Lorenzo Campos Venuti , Paolo Zanardi

The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…

Dynamical Systems · Mathematics 2020-12-02 Davor Dragičević , Yeor Hafouta

We study the adjacency matrix of the Linial-Meshulam complex model, which is a higher-dimensional generalization of the Erd\H{o}s-R\'enyi graph model. Recently, Knowles and Rosenthal proved that the empirical spectral distribution of the…

Probability · Mathematics 2023-08-23 Shu Kanazawa , Khanh Duy Trinh

We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…

Probability · Mathematics 2024-06-26 Wai-Kit Lam , Arnab Sen

We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…

Probability · Mathematics 2024-07-10 Timothée Bénard , Emmanuel Breuillard

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

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 consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…

Statistics Theory · Mathematics 2023-04-19 Taras Bodnar , Stepan Mazur , Nestor Parolya

We present a general methodology to construct triplewise independent sequences of random variables having a common but arbitrary marginal distribution $F$ (satisfying very mild conditions). For two specific sequences, we obtain in closed…

Statistics Theory · Mathematics 2022-05-25 Guillaume Boglioni Beaulieu , Pierre Lafaye de Micheaux , Frédéric Ouimet

We establish a central limit theorem (CLT) for families of products of $\epsilon$-independent random variables. We utilize graphon limits to encode the evolution of independence and characterize the limiting distribution. Our framework…

Probability · Mathematics 2025-04-15 Guillaume Cébron , Patrick Oliveira Santos , Pierre Youssef

In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.

Probability · Mathematics 2007-08-01 Yu Miao

In this work the $\ell_q$-norms of points chosen uniformly at random in a centered regular simplex in high dimensions are studied. Berry-Esseen bounds in the regime $1\leq q < \infty$ are derived and complemented by a non-central limit…

Probability · Mathematics 2020-05-12 Anastas Baci , Zakhar Kabluchko , Joscha Prochno , Mathias Sonnleitner , Christoph Thaele

We obtain the analogue of the classical result by Erd\"os and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central…

Probability · Mathematics 2016-09-20 Patricia Alonso Ruiz , Alexander S. Rakitko

In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…

Probability · Mathematics 2017-05-17 Takahiro Hasebe , Hao-Wei Huang , Jiun-Chau Wang

We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…

Probability · Mathematics 2017-06-09 Soukaina Douissi , Khalifa Es-Sebaiy , Frederi G. Viens

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

Probability · Mathematics 2015-05-13 Firas Rassoul-Agha , Timo Seppalainen
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