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The law of large numbers (LLN) and central limit theorem (CLT) are long and widely been known as two fundamental results in probability theory. Recently problems of model uncertainties in statistics, measures of risk and superhedging in…

Probability · Mathematics 2007-05-23 Shige Peng

We study the relationship between chaotic behavior and the Central Limit Theorem (CLT) in the Kuramoto model. We calculate sums of angles at equidistant times along deterministic trajectories of single oscillators and we show that, when…

Statistical Mechanics · Physics 2015-05-13 Giovanna Miritello , Alessandro Pluchino , Andrea Rapisarda

In Causal Perturbation Theory the process of renormalization is precisely equivalent to the extension of time ordered distributions to coincident points. This is achieved by a modified Taylor subtraction on the corresponding test functions.…

High Energy Physics - Theory · Physics 2009-09-25 Dirk Prange

We prove a quenched central limit theorem for random walks in i.i.d. weakly elliptic random environments in the ballistic regime. Such theorems have been proved recently by Rassoul-Agha and Sepp\"al\"ainen in [10] and Berger and Zeitouni in…

Probability · Mathematics 2014-09-22 Elodie Bouchet , Christophe Sabot , Renato Soares Dos Santos

Approximately 10 years ago, the method of renormalization-group symmetries entered the field of boundary value problems of classical mathematical physics, stemming from the concepts of functional self-similarity and of the Bogoliubov…

Mathematical Physics · Physics 2009-08-11 V. F. Kovalev , D. V. Shirkov

This paper provides a Central Limit Theorem (CLT) for a process $\{\theta_n, n\geq 0\}$ satisfying a stochastic approximation (SA) equation of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H(\theta_n,X_{n+1})$; a CLT for the associated…

Probability · Mathematics 2013-09-13 Gersende Fort

The complete analysis of a model with three quartic coupling constants associated with an O(2N)--symmetric, a cubic, and a tetragonal interactions is carried out within the three-loop approximation of the renormalization-group (RG) approach…

Condensed Matter · Physics 2009-10-30 Andrei Mudrov , Konstantin Varnashev

The global structure of the renormalization-group flows of a model with isotropic and cubic interactions is studied using the massive field theory directly in three dimensions. The four-loop expansions of the $\bt$-functions are calculated…

Statistical Mechanics · Physics 2009-10-31 Konstantin Varnashev

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

Probability · Mathematics 2007-05-23 Erwin Bolthausen , Christine Ritzmann

We determine $\alpha_s$, $m_c$, and $m_b$ using the relativistic quarkonium sum rule and the renormalization group summed perturbation theory (RGSPT). Theoretical uncertainties, especially originating from the variation of the…

High Energy Physics - Phenomenology · Physics 2023-10-17 M. S. A. Alam Khan

We elaborate on a previous attempt to prove the irreversibility of the renormalization group flow above two dimensions. This involves the construction of a monotonically decreasing $c$-function using a spectral representation. The missing…

High Energy Physics - Theory · Physics 2009-10-22 Andrea Cappelli , José Ignacio Latorre , Xavier Vilasis-Cardona

McDonald (2007) presented an approach to improving perturbation theory (PT) calculations of the dark matter power spectrum, with a derivation based on the idea of renormalization group flow with time. In spite of a questionable…

Cosmology and Nongalactic Astrophysics · Physics 2014-03-31 Patrick McDonald

We prove a central limit theorem for random walks with finite variance on linear groups.

Probability · Mathematics 2016-05-25 Yves Benoist , Jean-François Quint

The paper discusses extensions of the renormalization group (RG) formalism for 3D incompressible Euler equations, which can be used for describing singularities developing in finite (blowup) or infinite time from smooth initial conditions…

Fluid Dynamics · Physics 2012-05-23 Alexei A. Mailybaev

We prove a standard Central Limit Theorem for the (normalized) number of triangles in a class of Exponential Random Graphs derived from a slight modification of the edge-triangle model. Our main theorem covers the whole analyticity region…

Probability · Mathematics 2026-03-06 Elena Magnanini , Giacomo Passuello

The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…

Probability · Mathematics 2012-03-02 Alexander Bulinski , Evgeny Spodarev , Florian Timmermann

We consider the asymptotic normalcy of families of random variables $X$ which count the number of occupied sites in some large set. We write $Prob(X=m)=p_mz_0^m/P(z_0)$, where $P(z)$ is the generating function $P(z)=\sum_{j=0}^{N}p_jz^j$…

Combinatorics · Mathematics 2015-08-19 J. L. Lebowitz , B. Pittel , D. Ruelle , E. R. Speer

The study of crossing probabilities - i.e. probabilities of existence of paths crossing rectangles - has been at the heart of the theory of two-dimensional percolation since its beginning. They may be used to prove a number of results on…

Probability · Mathematics 2019-01-25 Hugo Duminil-Copin , Vincent Tassion

A famous result in renewal theory is the Central Limit Theorem for renewal processes. As in applications usually only observations from a finite time interval are available, a bound on the Kolmogorov distance to the normal distribution is…

Probability · Mathematics 2018-07-24 Gesine Reinert , Ce Yang

We outline the proofs of several principal statements in conventional renormalization theory. This may be of some use in the light of new trends and new techniques (Hopf algebras, etc.) recently introduced in the field.

High Energy Physics - Theory · Physics 2007-05-23 Alexei Vladimirov