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We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…

Probability · Mathematics 2007-05-23 David Nualart , Giovanni Peccati

The standard central limit theorem plays a fundamental role in Boltzmann-Gibbs statistical mechanics. This important physical theory has been generalized \cite{Tsallis1988} in 1988 by using the entropy $S_q = \frac{1-\sum_i p_i^q}{q-1}$…

Statistical Mechanics · Physics 2009-11-11 Sabir Umarov , Constantino Tsallis , Stanly Steinberg

For uniform random permutations conditioned to have no long cycles, we prove that the total number of cycles satisfies a central limit theorem. Under additional assumptions on the asymptotic behavior of the set of allowed cycle lengths, we…

Probability · Mathematics 2016-08-31 Volker Betz , Helge Schäfer

We study a spatial branching model, where the underlying motion is $d$-dimensional ($d\ge1$) Brownian motion and the branching rate is affected by a random collection of reproduction suppressing sets dubbed mild obstacles. The main result…

Probability · Mathematics 2008-12-18 János Engländer

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

G-Brownian motion has a very rich and interesting new structure which nontrivially generalizes the classical one. Its quadratic variation process is also a continuous process with independent and stationary increments. We prove a…

Probability · Mathematics 2020-05-08 Li-Xin Zhang

A quenched central limit theorem is derived for the super-Brownian motion with super-Brownian immigration, in dimension $d\geq 4$. At the critical dimension $d=4$, the quenched and annealed fluctuations are of the same order but are not…

Probability · Mathematics 2007-05-23 Wenming Hong , Ofer Zeitouni

Fix $q\neq 1$, and sample $w\in S_n$ from the Mallows measure. We study the distribution of $C_i(w)$, the number of $i$-cycles, as $n$ grows large. When $q<1$, they are jointly Gaussian, and this more or less follows from known ideas, but…

Probability · Mathematics 2022-06-22 Jimmy He

We study the probability distribution of the area and the number of vertices of random polygons in a convex set $K\subset\mathbb{R}^2$. The novel aspect of our approach is that it yields uniform estimates for all convex sets…

Probability · Mathematics 2015-03-13 John Pardon

In this work we extend the quenched local limit theorem obtained by the authors in [BBDS23]. More precisely, we consider a directed random walk on the backbone of the supercritical oriented percolation cluster in dimensions $d+1$ with…

In this paper some general theory is presented for locally stationary processes based on the stationary approximation and the stationary derivative. Laws of large numbers, central limit theorems as well as deterministic and stochastic bias…

Statistics Theory · Mathematics 2017-11-21 Rainer Dahlhaus , Stefan Richter , Wei Biao Wu

We prove the Central Limit Theorem and superpolynomial mixing for environment viewed for the particle process in quasi periodic Diophantine random environment. The main ingredients are smoothness estimates for the solution of the Poisson…

Dynamical Systems · Mathematics 2024-07-24 Klaudiusz Czudek , Dmitry Dolgopyat

A quenched large deviation principle for Brownian motion in a non-negative, stationary potential is proved. A sufficient moment condition on the potential is given but unlike the results of Armstrong and Tran (2014) no regularity is…

Probability · Mathematics 2019-01-18 Daniel Boivin , Thi Thu Hien Lê

We consider the rates of convergence of the quenched central limit theorem for hitting times of one-dimensional random walks in a random environment. Previous results had identified polynomial upper bounds for the rates of decay which are…

Probability · Mathematics 2021-09-16 Sung Won Ahn , Jonathon Peterson

In this paper we consider a dynamic version of the Erd\H{o}s-R\'{e}nyi random graph, in which edges independently appear and disappear in time, with the on- and off times being exponentially distributed. The focus lies on the evolution of…

Probability · Mathematics 2024-07-04 Rajat Subhra Hazra , Nikolai Kriukov , Michel Mandjes

We derive strong laws of large numbers and central limit theorems for Bajraktarevi\'c, Gini and exponential- (also called Beta-type) and logarithmic Cauchy quotient means of independent identically distributed (i.i.d.) random variables. The…

Probability · Mathematics 2022-07-11 Matyas Barczy , Pál Burai

We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…

Probability · Mathematics 2024-11-12 Jean-Dominique Deuschel , Martin Slowik , Weile Weng

The chiral limit of finite-volume QCD is the $\epsilon$-regime of the theory. We discuss how this regime can be used for determining low-energy observables of QCD by means of comparisons between lattice simulations and quenched and…

High Energy Physics - Lattice · Physics 2016-09-01 P. H. Damgaard

We prove annealed central limit theorems for finite pattern counts in the measurement record of discrete-time quantum trajectories generated by repeated measurements in a disordered environment. Under summable mixing assumptions on the…

Mathematical Physics · Physics 2026-04-01 Lubashan Pathirana

Define the non-overlapping return time of a random process to be the number of blocks that we wait before a particular block reappears. We prove a Central Limit Theorem based on these return times. This result has applications to entropy…

Probability · Mathematics 2007-05-23 Oliver Johnson
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