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In this paper we consider a superprocess being a measure-valued diffusion corresponding to the equation $u_{t}=Lu+\alpha u-\beta u^{2}$, where $L$ is the infinitesimal operator of the \emph{Ornstein-Uhlenbeck process} and…

Probability · Mathematics 2012-04-02 Piotr Miłoś

We obtain a functional central limit theorem (CLT) for sums of the form $\xi_N(t)=\frac1{\sqrt N}\sum_{n=1}^{[Nt]}\big(F(X(q_1(n)),...,X(q_\ell(n)))-\bar F\big)$ where $q_1,...,q_\ell$ are polynomials.

Probability · Mathematics 2017-08-08 Y. Hafouta , Y. Kifer

We develop a global wellposedness theory for weak solutions to the 1D Euler-alignment system with measure-valued density, bounded velocity, and locally integrable communication protocol. A satisfactory understanding of the low-regularity…

Analysis of PDEs · Mathematics 2022-08-09 Trevor M. Leslie , Changhui Tan

We investigate the probability density of rescaled sum of iterates of sine-circle map within quasi-periodic route to chaos. When the dynamical system is strongly mixing (i.e., ergodic), standard Central Limit Theorem (CLT) is expected to be…

Statistical Mechanics · Physics 2015-05-18 Ozgur Afsar , Ugur Tirnakli

We consider canonical determinantal random point processes with N particles on a compact Riemann surface X defined with respect to the constant curvature metric. In the higher genus (hyperbolic) cases these point processes may be defined in…

Mathematical Physics · Physics 2011-08-18 Robert J. Berman

We consider a class of interacting particle systems with values in $[0,\8)^{\zd}$, of which the binary contact path process is an example. For $d \ge 3$ and under a certain square integrability condition on the total number of the…

Probability · Mathematics 2009-06-26 Yukio Nagahata , Nobuo Yoshida

This paper considers functional central limit theorems for stationary absolutely regular mixing processes. Bounds for the entropy with bracketing are derived using recent results in Nickl and P\"otscher (2007). More specifically, their…

Methodology · Statistics 2020-02-27 Guido M. Kuersteiner

Let K denote a compact invariant set for a strongly monotone semiflow in an ordered Banach space E, satisfying standard smoothness and compactness assumptions. Suppose the semiflow restricted to K is chain transitive. The main result is…

Dynamical Systems · Mathematics 2012-04-10 Morris W. Hirsch

In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix when the population covariance matrices are not uniformly bounded, which is a nontrivial…

Statistics Theory · Mathematics 2022-05-17 Zhijun Liu , Jiang Hu , Zhidong Bai , Haiyan Song

We find a sufficient condition under which a central limit theorem for a stationary linear process is quenched. We find a stationary linear process szatisfying the Maxwell-Woodroofe condition for which the variances of partial sums are…

Probability · Mathematics 2015-05-22 Dalibor Volny , Michael Woodroofe

The question of whether the central limit theorem (CLT) holds for the total number of edges in exponential random graph models (ERGMs) in the subcritical region of parameters has remained an open problem. In this paper, we establish the…

Probability · Mathematics 2025-04-09 Xiao Fang , Song-Hao Liu , Qi-Man Shao , Yi-Kun Zhao

This paper concerns the structural stability of smooth cylindrically symmetric transonic flows in a concentric cylinder. Both cylindrical and axi-symmetric perturbations are considered. The governing system here is of mixed…

Analysis of PDEs · Mathematics 2021-01-05 Shangkun Weng , Zhouping Xin , Hongwei Yuan

We give a two-dimensional central limit theorem (CLT) for the second-order quadratic variation of the centered Gaussian processes on $[0,T]$. Though the approach we use is well known in the literature, the conditions under which the CLT…

Probability · Mathematics 2020-06-09 Kestutis Kubilius

Various soft materials share some common features, such as significant entropic effect, large fluctuations, sensitivity to thermodynamic conditions, and mesoscopic characteristic spatial and temporal scales. However, no quantitative…

Soft Condensed Matter · Physics 2017-03-10 Baoji He , Yanting Wang

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

Probability · Mathematics 2018-04-24 Christoph Börgers , Claude Greengard

We adapt arguments concerning information-theoretic convergence in the Central Limit Theorem to the case of dependent random variables under Rosenblatt mixing conditions. The key is to work with random variables perturbed by the addition of…

Probability · Mathematics 2008-10-06 Oliver Johnson

We discuss CLT for the global and local linear statistics of random matrices from classical compact groups. The main part of our proofs are certain combinatorial identities much in the spirit of works by Kac and Spohn.

Probability · Mathematics 2007-05-23 Alexander Soshnikov

Two proofs of the Central Limit Theorem using a renormalization group approach are presented. The first proof is conducted under a third moment assumption and shows that a suitable renormalization group map is a contraction over the space…

Probability · Mathematics 2023-05-10 Sébastien Ott

Random matrix theory (RMT) provides a successful model for quantum systems, whose classical counterpart has a chaotic dynamics. It is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Last decade witnessed…

Chaotic Dynamics · Physics 2011-09-27 A. Y. Abul-Magd

This paper investigates properties of the class of graphs based on exchangeable point processes. We provide asymptotic expressions for the number of edges, number of nodes and degree distributions, identifying four regimes: (i) a dense…

Statistics Theory · Mathematics 2025-02-06 François Caron , Francesca Panero , Judith Rousseau
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