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Using the explicit representations of the Brownian motions on the hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial components as time tends to infinity are easily obtained. We also…

Probability · Mathematics 2009-02-02 Hiroyuki Matsumoto

This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a…

Quantum Physics · Physics 2018-03-29 Marco Patriarca

This is a review paper concerned with the global consistency of the quantum dynamics of non-commutative systems. Our point of departure is the theory of constrained systems, since it provides a unified description of the classical and…

High Energy Physics - Theory · Physics 2015-05-13 F. S. Bemfica , H. O. Girotti

In this paper, we obtain some uniform laws of large numbers and functional central limit theorems for sequential empirical measure processes indexed by classes of product functions satisfying appropriate Vapnik-Chervonenkis properties.

Probability · Mathematics 2008-11-03 Omar El-Dakkak

Let $f$ be a holomorphic function on the unit disc, and $(S_{n_{k}})$ be a subsequence of its Taylor polynomials about $0$. It is shown that the nontangential limit of $f$ and lim$_{k\rightarrow \infty }S_{n_{k}}$ agree at almost all points…

Complex Variables · Mathematics 2014-12-10 Stephen J. Gardiner , Myrto Manolaki

Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…

Statistics Theory · Mathematics 2013-02-28 Jean-François Marckert , David Renault

This paper aims to provide a consistent, finite-valued, and mathematically well-defined reformulation of the Feynman path-integral measure for quantum fields obtained by studying the Wiener stochastic process in the infinite-dimensional…

High Energy Physics - Theory · Physics 2024-06-18 A. A. Varshovi

We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…

Numerical Analysis · Mathematics 2018-12-05 Mamikon Gulian , Guofei Pang

Central limit theorems and asymptotic properties of the minimum-contrast estimators of the drift parameter in linear stochastic evolution equations driven by fractional Brownian motion are studied. Both singular ($H < \frac{1}{2})$ and…

Probability · Mathematics 2019-02-13 Pavel Kriz , Bohdan Maslowski

Consider a particle moving through a random medium, which consists of spherical obstacles, randomly distributed in R^d. The particle is accelerated by a constant external field; when colliding with an obstacle, the particle inelastically…

Probability · Mathematics 2007-05-23 Vladislav Vysotsky

The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under…

Probability · Mathematics 2019-12-11 Li-Xin Zhang

It is shown that the introduction of an upper limit to the proper acceleration of a particle can smooth the problem of ultraviolet divergencies in local quantum field theory. For this aim, the classical model of a relativistic particle with…

High Energy Physics - Theory · Physics 2009-10-31 V. V. Nesterenko , A. Feoli , G. Lambiase , G. Scarpetta

We consider Gibbs measures relative to Brownian motion of Feynman-Kac type, with single site potential V. We show that for a large class of V, including the Coulomb potential, there exist infinitely many infinite volume Gibbs measures.

Probability · Mathematics 2010-07-16 Volker Betz , Olaf Wittich

Under natural assumptions on the observable, we prove a Central Limit Theorem, a Berry-Esseen Theorem, and a quantitative Local Limit Theorem for a broad class of partially hyperbolic endomorphisms of the two-dimensional torus. Our results…

Dynamical Systems · Mathematics 2025-07-21 Roberto Castorrini , Kasun Fernando

We prove a central limit theorem for Birkhoff sums of the Rosen continued fraction algorithm. A Lasota-Yorke bound is obtained for general one-dimensional continued fractions with the bounded variation space, which implies quasi-compactness…

Dynamical Systems · Mathematics 2020-09-08 Juno Kim , Kyuhyeon Choi

We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…

Statistical Mechanics · Physics 2021-03-30 Arnab Pal , Isaac Pérez Castillo , Anupam Kundu

We prove a quenched functional central limit theorem (quenched FCLT) for the sums of a random field (r.f.) along a Z d-random walk in different frameworks: probabilistic (when the r.f. is i.i.d. or a moving average of i.i.d. random…

Dynamical Systems · Mathematics 2021-04-27 Jean-Pierre Conze

In this paper, we prove a central limit theorem for a sequence of iterated Shorohod integrals using the techniques of Malliavin calculus. The convergence is stable, and the limit is a conditionally Gaussian random variable. Some…

Probability · Mathematics 2009-09-03 Ivan Nourdin , David Nualart

A theory of intermittency differentiation is developed for a general class of 1D Infinitely Divisible Multiplicative Chaos measures. The intermittency invariance of the underlying infinitely divisible field is established and utilized to…

Probability · Mathematics 2018-03-20 Dmitry Ostrovsky

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.

Probability · Mathematics 2025-11-25 Rajat Subhra Hazra , Nikolai Kriukov , Michel Mandjes , Moritz Otto