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In this paper, we establish some functional central limit theorems for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. In the particular case when the…

Probability · Mathematics 2014-10-08 Yan-Xia Ren , Renming Song , Rui Zhang

The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…

Probability · Mathematics 2024-09-05 Maximilian Engel , Peter K. Friz , Tal Orenshtein

This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…

Probability · Mathematics 2014-07-10 Peter W. Glynn , Rob J. Wang

When the underlying random variables are Gaussian, the classical Central Limit Theorem (CLT) is trivial, but the functional CLT is not. The objective of the paper is to investigate the functional CLT for stationary Gaussian processes in the…

Probability · Mathematics 2022-09-20 S. V. Lototsky

We establish a central limit theorem for the central values of Dirichlet $L$-functions with respect to a weighted measure on the set of primitive characters modulo $q$ as $q \rightarrow \infty$. Under the Generalized Riemann Hypothesis…

Number Theory · Mathematics 2021-09-30 Hung M. Bui , Natalie Evans , Stephen Lester , Kyle Pratt

This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…

Probability · Mathematics 2025-09-26 Xinyu Liu , Xinze Zhang , Yong Li

The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…

Dynamical Systems · Mathematics 2020-12-02 Davor Dragičević , Yeor Hafouta

This paper deals simultaneously with linear structural and functional error-in-variables models (SEIVM and FEIVM), revisiting in this context generalized and modified least squares estimators of the slope and intercept, and some methods of…

Statistics Theory · Mathematics 2007-10-20 Yuliya V. Martsynyuk

We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can…

Probability · Mathematics 2011-01-28 Herold Dehling , Olivier Durieu

Given a Coxeter system of large type we prove a non--commutative central limit theorem: After normalisation with the square root of n the characteristic function of the set of the first n generators tends in distribution to Wigners…

Functional Analysis · Mathematics 2007-05-23 gero Fendler

In 2010, Shiffman and Zelditch proved a central limit theorem (CLT) for smooth statistics of Gaussian random zeros in codimension one over compact K\"ahler manifolds. They raised the question of whether this result admits a two-fold…

Complex Variables · Mathematics 2026-04-15 Bin Guo

We consider the Grenander estimator that is the maximum likelihood estimator for non-increasing densities. We prove uniform central limit theorems for certain subclasses of bounded variation functions and for H\"older balls of smoothness…

Statistics Theory · Mathematics 2015-06-29 Jakob Söhl

Let $(\tau_n)$ be a sequence of toral automorphisms $\tau_n : x \rightarrow A_n x \hbox{mod}\ZZ^d$ with $A_n \in {\cal A}$, where ${\cal A}$ is a finite set of matrices in $SL(d, \mathbb{Z})$. Under some conditions the method of…

Probability · Mathematics 2010-06-22 Jean-Pierre Conze , Stéphane Le Borgne , Mikaël Roger

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…

Dynamical Systems · Mathematics 2023-07-25 Yeor Hafouta

Using an averaged generating function for coloured hard-dimers, some random variables of interest are studied. The main result lies in the fact that all their probability distributions obey a central limit theorem.

Probability · Mathematics 2009-06-22 Maria Simonetta Bernabei , Horst Thaler

Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…

Probability · Mathematics 2025-01-07 Jonathan C. Mattingly , Ezra Miller , Do Tran

The paper establishes a functional version of the Hoeffding combinatorial central limit theorem. First, a pre-limiting Gaussian process approximation is defined, and is shown to be at a distance of the order of the Lyapounov ratio from the…

Probability · Mathematics 2009-07-03 A. D. Barbour , Svante Janson

The Central Limit Theorem for Iterated Functions Systems on the circle is proved. We study also ergodicity of such systems.

Dynamical Systems · Mathematics 2017-08-04 Tomasz Szarek , Anna Zdunik

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

We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…

Probability · Mathematics 2019-04-22 Tony Lelievre , Loucas Pillaud-Vivien , Julien Reygner