English
Related papers

Related papers: The Central Limit Theorem for inner functions II

200 papers

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…

Probability · Mathematics 2011-06-01 Magda Peligrad , Hailin Sang

Let $p_1,...,p_{s+1}$ be distinct primes and let $T_{p_i}$ be the von Niemann - Kakutani adding machine $(1 \leq i \leq s)$, $T_{\mathcal{P}}(\mathbf{x}) =(T_{p_1}(x_1),..., T_{p_s}(x_s))$. Let $y_i \in (0,1)$ be a $p_{s+1}$-rational $(1…

Number Theory · Mathematics 2020-01-06 Mordechay B. Levin

We consider N single server infinite buffer queues with service rate \beta. Customers arrive at rate N\alpha, choose L queues uniformly, and join the shortest. We study the processes R^N for large N, where R^N_t(k) is the fraction of queues…

Probability · Mathematics 2007-05-23 Carl Graham

We establish a new functional central limit theorem result for non-invertible measure preserving maps that are not necessarily ergodic, using the Perron-Frobenius operator. We apply the result to asymptotically periodic transformations and…

Probability · Mathematics 2008-04-15 Michael C. Mackey , Marta Tyran-Kaminska

We prove the Lindeberg--Feller central limit theorem without using characteristic functions or Taylor expansions, but instead by measuring how far a distribution is from the standard normal distribution according to the $2$-Wasserstein…

Probability · Mathematics 2024-02-28 Calvin Wooyoung Chin

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…

Probability · Mathematics 2015-01-16 Takashi Owada , Gennady Samorodnitsky

We prove a central limit theorem for the real and imaginary part and the absolute value of the Riemann zeta-function sampled along a vertical line in the critical strip with respect to an ergodic transformation similar to the Boolean…

Number Theory · Mathematics 2020-03-05 Tanja I. Schindler

We consider deterministic random walks on the real line driven by irrational rotations, or equivalently, skew product extensions of a rotation by $\alpha$ where the skewing cocycle is a piecewise constant mean zero function with a jump by…

Dynamical Systems · Mathematics 2017-05-23 Michael Bromberg , Corinna Ulcigrai

A central limit theorem for the integrated squared error of the directional-linear kernel density estimator is established. The result enables the construction and analysis of two testing procedures based on squared loss: a nonparametric…

We establish limit theorems involving weak convergence of multiple generations of critical and supercritical branching processes. These results arise naturally when dealing with the joint asymptotic behavior of functionals defined in terms…

Probability · Mathematics 2009-12-25 James Kuelbs , Anand N. Vidyashankar

We show that the measure of maximal entropy of every complex H\'enon map is exponentially mixing of all orders for H\''older observables. As a consequence, the Central Limit Theorem holds for all H\''older observables.

Complex Variables · Mathematics 2023-04-25 Fabrizio Bianchi , Tien-Cuong Dinh

In this article we prove a new central limit theorem (CLT) for coupled particle filters (CPFs). CPFs are used for the sequential estimation of the difference of expectations w.r.t. filters which are in some sense close. Examples include the…

Statistics Theory · Mathematics 2026-01-14 Ajay Jasra , Fangyuan Yu

We prove a central limit theorem (CLT) for the Frechet mean of independent and identically distributed observations in a compact Riemannian manifold assuming that the population Frechet mean is unique. Previous general CLT results in this…

Probability · Mathematics 2022-11-01 Thomas Hotz , Huiling Le , Andrew T. A. Wood

We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…

Statistical Mechanics · Physics 2015-06-25 Fulvio Baldovin , Attilio L. Stella

The Rotar central limit theorem is a remarkable theorem in the non-classical version since it does not use the condition of asymptotic infinitesimality for the independent individual summands, unlike the theorems named Lindeberg's and…

Probability · Mathematics 2023-09-26 Tran Loc Hung

The study of the well-known partition function $p(n)$ counting the number of solutions to $n = a_{1} + \dots + a_{\ell}$ with integers $1 \leq a_{1} \leq \dots \leq a_{\ell}$ has a long history in combinatorics. In this paper, we study a…

Number Theory · Mathematics 2024-01-05 Gabriel F. Lipnik , Manfred G. Madritsch , Robert F. Tichy

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

Probability · Mathematics 2007-05-23 Giovanni Peccati , Murad S. Taqqu

We investigate the probability density of rescaled sums of iterates of deterministic dynamical systems, a problem relevant for many complex physical systems consisting of dependent random variables. A Central Limit Theorem (CLT) is only…

Statistical Mechanics · Physics 2007-05-23 Ugur Tirnakli , Christian Beck , Constantino Tsallis

We establish a central limit theorem for the eigenvalue counting function of a matrix of real Gaussian random variables.

Probability · Mathematics 2024-03-12 Advay Goel , Patrick Lopatto , Xiaoyu Xie

We prove a central limit theorem for the normalized overlap between two replicas in the spherical SK model in the high temperature phase. The convergence holds almost surely with respect to the disorder variables, and the inverse…

Probability · Mathematics 2019-10-23 Vu Lan Nguyen , Philippe Sosoe