Related papers: On the central limit theorem for stationary random…

A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…

Establishing central limit theorems (CLTs) for ergodic averages of Markov chains is a fundamental problem in probability and its applications. Since the seminal work~\cite{MR834478}, a vast literature has emerged on the sufficient…

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…

We establish a conditional limit theorem for occupation times of infinite ergodic transformations under a tied-down condition, that is, the condition that the orbit returns to a reference set with finite measure at the final observation…

We study ergodic properties of compositions of holomorphic endomorphisms of the complex projective space chosen independently at random according to some probability distribution. Along the way, we construct positive closed currents which…

We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…

We compute some dependence coefficients for the stationary Markov chain whose transition kernel is the Perron-Frobenius operator of an expanding map $T$ of $[0, 1]$ with a neutral fixed point. We use these coefficients to prove a central…

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…

We consider an open model possessing a Markovian quantum stochastic limit and derive the limit stochastic Schrodinger equations for the wave function conditioned on indirect observations using only the von Neumann projection postulate. We…

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

It is shown that the existence of an L^1 co boundary does not imply the quenched version of the central limit theorem. In another result it is shown that Hannan's condition does imply quenched convergence for an appropriately centered…

We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.

In this paper, we provide a central limit theorem for the finite-dimensional marginal distributions of empirical processes $(Z_n(f))_{f\in\mathcal{F}}$ whose index set $\mathcal{F}$ is a family of cluster functionals valued on blocks of…

The main purpose of this survey is to gather results on the boundedness of the Bergman projection. First, we shall go over some equivalent norms on weighted Bergman spaces $A^p_\omega$ which are useful in the study of this question. In…

We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is…

In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…

For a smooth stationary Gaussian field on $\mathbb{R}^d$ and level $\ell \in \mathbb{R}$, we consider the number of connected components of the excursion set $\{f \ge \ell\}$ (or level set $\{f = \ell\}$) contained in large domains. The…

Our conception of a generalized ergodic theory shall exceed the generality of general topology: In this first part of the generalized ergodic theory we investigate the logical constitution of the conception of attractors. We prepare a…

We show that the sum of the traces of Frobenius elements of Artin $L$-functions in a family of $G$-fields satisfies the Gaussian distribution under certain counting conjectures. We prove the counting conjectures for $S_4$ and $S_5$-fields.…

Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…