Related papers: The Central Limit Theorem for Weakly Dependent Ran…
A convergence theorem for martingales with c\`adl\`ag trajectories (right continuous with left limits everywhere) is obtained in the sense of the weak dual topology on Hilbert space, under conditions that are much weaker than those required…
We study of the effect of weak noise on critical one dimensional maps; that is, maps with a renormalization theory. We establish a one dimensional central limit theorem for weak noises and obtain Berry--Esseen estimates for the rate of this…
We establish a central limit theorem and prove a moderate deviation principle for stochastic scalar conservation laws. Due to the lack of viscous term, this is done in the framework of kinetic solution. The weak convergence method and…
We prove an almost sure weak limit theorem for simple linear rank statistics for samples with continuous distributions functions. As a corollary the result extends to samples with ties, and the vector version of an a.s. central limit…
We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…
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…
We focus on the localized phase of pinning models with i.i.d. site disorder on which we assume only that the moment generating function is bounded in a neighborhood of the origin. We develop quantitative correlation functions estimates for…
Post-selected weak measurement has been widely used in experiments to observe weak effects in various physical systems. However, it is still unclear how large the amplification ability of a weak measurement can be and what determines the…
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…
We prove CLTs for biased randomly trapped random walks in one dimension. In particular, we will establish an annealed invariance principal by considering a sequence of regeneration times under the assumption that the trapping times have…
In [Kozma-Toth, Ann. Probab. v 45, pp 4307-4347 (2017)] the weak CLT was established for random walks in doubly stochastic (or, divergence-free) random environments, under the following conditions: 1. Strict ellipticity assumed for the…
The de Moivre-Laplace theorem is a special case of the central limit theorem for Bernoulli random variables, and can be proved by direct computation. We deduce the central limit theorem for any random variable with finite variance from the…
In this article, we consider flexible seasonal time series models which consist of a common trend function over periods and additive individual trend (seasonal effect) functions. The consistency and asymptotic normality of the local linear…
The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…
The aim of this paper is to extend the aggregation convergence results given in (Dacunha-Castelle and Fermin 2005, Dacunha-Castelle and Fermin 2008) to doubly stochastic linear and nonlinear processes with weakly dependent innovations.…
We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…
We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…
We prove a central limit theorem (CLT) for the product of a class of random singular matrices related to a random Hill's equation studied by Adams$\unicode{x2013}$Bloch$\unicode{x2013}$Lagarias. The CLT features an explicit formula for the…
We produce a series of Central Limit Theorems (CLTs) associated to compact metric measure spaces $(K,d,\eta)$, with $\eta$ a reasonable probability measure. For the first CLT, we can ignore $\eta$ by isometrically embedding $K$ into…
We show a new functional limit theorem for weakly dependent regularly varying sequences of random vectors. As it turns out, the convergence takes place in the space of R^d valued c\`{a}dl\`{a}g functions endowed with the so-called weak M1…