Related papers: Central Limit Theorems in Deterministic Systems

We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…

Here we establish the central limit theorem for a class of stochastic partial differential equations (SPDEs) and as an application derive this theorem for two widely studied population models known as super-Brownian motion and Fleming-Viot…

We develop a martingale approximation framework yielding quantitative maximal large deviations estimates for invertible dynamical systems. From suitable decay of correlations, we deduce these estimates and, as an application, we obtain…

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…

Mean field limits are an important tool in the context of large-scale dynamical systems, in particular, when studying multiagent and interacting particle systems. While the continuous-time theory is well-developed, few works have considered…

We study general random dynamical systems of continuous maps on some compact metric space. Assuming a local contraction condition and uniqueness of the stationary measure, we establish probabilistic limit laws such as the central limit…

This paper is devoted to the study of the stochastic properties of dynamical systems preserving an infinite measure. More precisely we prove central limit theorems for Birkhoff sums of observables of $\mathbb{Z}^2$-extensions of dynamical…

We establish a central limit theorem for tensor product random variables $c_k:=a_k \otimes a_k$, where $(a_k)_{k \in \mathbb{N}}$ is a free family of variables. We show that if the variables $a_k$ are centered, the limiting law is the…

We provide a brief tutorial on the use of concentration inequalities as they apply to system identification of state-space parameters of linear time invariant systems, with a focus on the fully observed setting. We draw upon tools from the…

In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…

We obtain the first results on convergence rates in the Prokhorov metric for the weak invariance principle (functional central limit theorem) for deterministic dynamical systems. Our results hold for uniformly expanding/hyperbolic (Axiom A)…

In this thesis we introduce the concept of a guided dynamical system, and exploit this idea to solve various problems in functional equations and PDE's. Our main results are 1) a necessary and sufficient condition for unique-solvability of…

The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of…

Serfozo (2009, Theorem 2.65) gives a useful central limit theorem for processes with regenerative increments. Unfortunately, there is a gap in the proof. We fill this gap, and at the same time we weaken the assumptions. Furthermore, we give…

We analyze the optimal policy for the sequential selection of an alternating subsequence from a sequence of $n$ independent observations from a continuous distribution $F$, and we prove a central limit theorem for the number of selections…

We prove a maximal-type large deviation principle for dynamical systems with arbitrarily slow polynomial mixing rates. Also several applications, particularly to billiard systems, are presented.

Many features of physical systems, both qualitative and quantitative, become sharply defined or tractable only in some limiting situation. Examples are phase transitions in the thermodynamic limit, the emergence of classical mechanics from…

We give a new proof of the classical Central Limit Theorem, in the Mallows ($L^r$-Wasserstein) distance. Our proof is elementary in the sense that it does not require complex analysis, but rather makes use of a simple subadditive inequality…

We establish a connection between finite fields and finite dynamical systems. We show how this connection can be used to shed light on some problems in finite dynamical systems and in particular, in linear systems.

A common problem to all applications of linear finite dynamical systems is analyzing the dynamics without enumerating every possible state transition. Of particular interest is the long term dynamical behaviour. In this paper, we study the…