Related papers: A centra-limit theorem for conservative fragmentat…
In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on martingale techniques and a sharp lower…
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…
We consider a semi-discrete finite volume scheme for a degenerate fractional conservation laws driven by a cylindrical Wiener process. Making use of the bounded variation (BV) estimates, Young measure theory, and a clever adaptation of…
The objective of this study is to investigate the limiting behavior of a subgraph counting process. The subgraph counting process we consider counts the number of subgraphs having a specific shape that exist outside an expanding ball as the…
In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms satisfying a second moment condition. This…
Kakutani's random interval-splitting process iteratively divides, via a uniformly random splitting point, the largest sub-interval in a partition of the unit interval. The length of the longest sub-interval after $n$ steps, suitably centred…
We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…
In a paper from 1995, Wormald gave general criteria for certain parameters in a family of discrete random processes to converge to the solution of a system of differential equations. Based on this method, we show that if some further…
The celebrated Trotter approximation theorem provides a sufficient condition for the convergence of a sequence of operator semigroups in terms of the corresponding sequence of infinitesimal generators. There exist a few results on the rate…
This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…
We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…
We establish a central limit theorem for counting large continued fraction digits $(a_n)$, i.e. we count occurrences $\{a_n>b_n\}$, where $(b_n)$ is a sequence of positive integers. Our result improves a similar result by Philipp which…
We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit…
In a vast area of probabilistic limit theorems for dynamical systems with chaotic behaviors always only functional form (exponential, power, etc) of the asymptotic laws and of convergence rates were studied. However, for basically all…
In this article we establish new central limit theorems for Ruppert-Polyak averaged stochastic gradient descent schemes. Compared to previous work we do not assume that convergence occurs to an isolated attractor but instead allow…
We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…
Consider a discrete-time martingale, and let $V^2$ be its normalized quadratic variation. As $V^2$ approaches 1, and provided that some Lindeberg condition is satisfied, the distribution of the rescaled martingale approaches the Gaussian…
We prove the Central Limit Theorem and superpolynomial mixing for environment viewed for the particle process in quasi periodic Diophantine random environment. The main ingredients are smoothness estimates for the solution of the Poisson…
We consider the cardinality of supercritical oriented bond percolation in two dimensions. We show that, whenever the origin is conditioned to percolate, the process appropriately normalized converges asymptotically in distribution to the…
We study the asymptotic shape of the trajectory of the stochastic gradient descent algorithm applied to a convex objective function. Under mild regularity assumptions, we prove a functional central limit theorem for the properly rescaled…