Related papers: Empirical limit theorems for Wiener chaos
We investigate chaotic dynamical systems for which the intensity of trajectories might grow unlimited in time. We show that (i) the intensity grows exponentially in time and is distributed spatially according to a fractal measure with an…
We examine the fluctuations of the empirical density measure for the colour version of the symmetric nearest neighbour zero range particle systems in dimension one. We show that the weak limit of these fluctuations is the solution of a…
In probability theory and statistics, the IID model represents a single population, and a large, potentially infinite sample from this population. Main theorems, in particular the central limit theorem and laws of large number (LLN) assure…
We study higher order expansions both in the Berry-Ess\'een estimate (Edgeworth expansions) and in the local limit theorems for Birkhoff sums of chaotic probability preserving dynamical systems. We establish general results under technical…
We derive the theory of open quantum system dynamics intervened by a series of nonselective measurements. We analyze the cases of time independent and time dependent Hamiltonian dynamics in between the measurements and find the approximate…
The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…
Max-stable processes are widely used to model spatial extremes. These processes exhibit asymptotic dependence meaning that the large values of the process can occur simultaneously over space. Recently, inverted max-stable processes have…
Pairwise comparison matrices often exhibit inconsistency, therefore many indices have been suggested to measure their deviation from a consistent matrix. A set of axioms has been proposed recently that is required to be satisfied by any…
The nature of equilibrium states in disordered materials is often studied using an overlap function P(q), the probability of two configurations having similarity q. Exact sampling simulations of a two-dimensional proxy for three-dimensional…
We prove sufficient conditions, ensuring that a sequence of multiple Wiener-It\^{o} integrals (with respect to a general Gaussian process) converges stably to a mixture of normal distributions. Our key tool is an asymptotic decomposition of…
We study weighted sum processes associated to elements in a Wiener chaos with fixed order. More precisely, we show H\"older estimates and a functional limit theorem for them. Main tools we use are the integration by parts formula in…
Wiener-Granger causality is a widely used framework of causal analysis for temporally resolved events. We introduce a new measure of Wiener-Granger causality based on kernelization of partial canonical correlation analysis with specific…
We study multivariate generalizations of the $q$-central limit theorem, a generalization of the classical central limit theorem consistent with nonextensive statistical mechanics. Two types of generalizations are addressed, more precisely…
General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…
The paper deals with an integrodifferential operator which models numerous phenomena in superconductivity, in biology and in viscoelasticity. Initialboundary value problems with Neumann, Dirichlet and mixed boundary conditions are analyzed.…
Understanding the limiting behavior of eigenvalues of random matrices is the central problem of random matrix theory. Classical limit results are known for many models, and there has been significant recent progress in obtaining more…
In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary sequence. Next, we give some applications to dynamical systems…
We study p-adic counterparts of stable distributions, that is limit distributions for sequences of normalized sums of independent identically distributed p-adic-valued random variables. In contrast to the classical case, non-degenerate…
We consider statistical models where functional data are artificially contaminated by independent Wiener processes in order to satisfy privacy constraints. We show that the corrupted observations have a Wiener density which determines the…
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…