Related papers: Limit theorems for low dimensional generalized $(T…

We give a local central limit theorem for simple random walks on Z^d, including Gaussian error estimates. The detailed proof combines standard large deviation techniques with Cramer-Edgeworth expansions for lattice distributions.

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…

The Central Limit Theorem (CLT) is one of the most fundamental results in statistics. It states that the standardized sample mean of a sequence of $n$ mutually independent and identically distributed random variables with finite first and…

We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…

In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…

We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…

We consider random permutations derived by sampling from stick-breaking partitions of the unit interval. The cycle structure of such a permutation can be associated with the path of a decreasing Markov chain on $n$ integers. Under certain…

In this paper, we extend recent results on the convergence of ergodic averages along sequences generated by return times to shrinking targets in rapidly mixing systems, partially answering questions posed by the first author, Maass and the…

We consider homogeneous open quantum random walks on a lattice with finite dimensional local Hilbert space and we study in particular the position process of the quantum trajectories of the walk. We prove that the properly rescaled position…

The "typical" asymptotic behavior of the weighted sums of independent random vectors in $k$-dimensional space is considered. It is shown that in this case the rate of convergence in the multivariate central limit theorem is of order…

We consider random resistor networks with nodes given by a point process on $\mathbb{R}^d$ and with random conductances. The length range of the electrical filaments can be unbounded. We assume that the randomness is stationary and ergodic…

We investigate the use of discrete-time quantum walks to sample from an almost-uniform distribution, in the absence of any external source of randomness. Integers are encoded on the vertices of a cycle graph, and a quantum walker evolves…

For a L\'evy basis $L$ on $\mathbb{R}^d$ and a suitable kernel function $f:\mathbb{R}^d \to \mathbb{R}$, consider the continuous spatial moving average field $X=(X_t)_{t\in \mathbb{R}^d}$ defined by $X_t = \int_{\mathbb{R}^d} f(t-s) \,…

In this paper, we obtain an explicit total variation bound in the central limit theorem for the sums of non-i.i.d. random variables. Our results show that, under suitable assumptions, Lindeberg's condition is sufficient and necessary for…

Bessel processes $(X_{t,k})_{t\ge0}$ in $N$ dimensions are classified via associated root systems and multiplicity constants $k\ge0$. They describe interacting Calogero-Moser-Suther\-land particle systems with $N$ particles and are related…

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

We prove joint functional limit theorems in the Skorokhod space equipped with the $J_1$-topology for successive Lebesgue-Stieltjes convolutions of nondecreasing stochastic processes with themselves. These convolutions arise naturally in…

We obtain Central Limit Theorems in Functional form for a class of time-inhomogeneous interacting random walks on the simplex of probability measures over a finite set. Due to a reinforcement mechanism, the increments of the walks are…

This thesis concerns the study of random walks in random environments (RWRE). Since there are two levels of randomness for random walks in random environments, there are two different distributions for the random walk that can be studied.…

We prove that a rank one transformation satisfying a condition called restricted growth is a mixing transformation if and only if the spacer sequence for the transformation is uniformly ergodic. Uniform ergodicity is a generalization of the…