Related papers: A central limit theorem for random tangent fields …
In this paper, we analyze the random fluctuations in a one dimensional stochastic homogenization problem and prove a central limit result, i.e., the first order fluctuations can be described by a Gaussian process that solves an SPDE with…
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…
In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a…
We study the Central Limit Theorem (CLT) in the so-called mixed (anisotropic) Lebesgue-Riesz spaces and tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces.
We consider a particle undergoing Brownian motion in Euclidean space of any dimension, forced by a Gaussian random velocity field that is white in time and smooth in space. We show that conditional on the velocity field, the quenched…
The central limit theorem for Markov chains generated by iterated function systems consisting of orientation preserving homeomorphisms of the interval is proved. We study also ergodicity of such systems.
Fr\'echet mean and variance provide a way of obtaining mean and variance for general metric space valued random variables and can be used for statistical analysis of data objects that lie in abstract spaces devoid of algebraic structure and…
Liouville conformal field theory describes a random geometry that fluctuates around a deterministic one: the unique solution of the problem of finding, within a given conformal class, a Riemannian metric with prescribed scalar and geodesic…
We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…
We give a general local central limit theorem for the sum of two independent random variables, one of which satisfies a central limit theorem while the other satisfies a local central limit theorem with the same order variance. We apply…
We study inhomogeneous random graphs with a finite type space. For a natural generalization of the model as a dynamic network-valued process, the paper establishes the following results: (a) Functional central limit theorems for the…
For a class of random partitions of an infinite set a de Finetti-type representation is derived, and in one special case a central limit theorem for the number of blocks is shown.
We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…
We consider non-linear evolution equations arising from mean-field limits of particle systems on discrete spaces. We investigate a notion of curvature bounds for these dynamics based on convexity of the free energy along interpolations in a…
For a smooth, stationary Gaussian field $f$ on Euclidean space with fast correlation decay, there is a critical level $\ell_c$ such that the excursion set $\{f\geq\ell\}$ contains a (unique) unbounded component if and only if $\ell<\ell_c$.…
Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…
We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…
We introduce the notion of a Young generating function for a probability measure on integer partitions. We use this object to characterize probability distributions over integer partitions satisfying a law of large numbers and those that…
A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…