Related papers: Limit theorems for $p$-domain functionals of stati…

The local (central) limit theorem precisely describes the behavior of iterated convolution powers of a probability distribution on the $d$-dimensional integer lattice, $\mathbb{Z}^d$. Under certain mild assumptions on the distribution, the…

Let $[a,b]\subset\mathbb{R}$ be a non empty and non singleton closed interval and $P=\{a=x_0<\cdots<x_n=b\}$ is a partition of it. Then $f:I\to\mathbb{R}$ is said to be a function of $r$-bounded variation, if the expression…

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Fix $d\in\{1,2\}$, we consider a $d$-dimensional stochastic wave equation driven by a Gaussian noise, which is temporally white and colored in space such that the spatial correlation function is integrable and satisfies Dalang's condition.…

In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their…

Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…

Let $f:\mathbb{R}^d \to \mathbb{R}^k$ be a smooth centered stationary Gaussian field and $\mathcal{B} \subset \mathbb{R}^d$ be a bounded Borel set. In this paper, we determine the asymptotics as $R \to \infty$ of all the cumulants of the…

Let $1 < p < \infty$, $p\neq 2$. We prove that if $d\geq d_p$ is sufficiently large, and $A\subs\R^d$ is a measurable set of positive upper density then there exists $\la_0=\la_0(A)$ such for all $\la\geq\la_0$ there are $x,y\in\R^d$ such…

We study sequences of functions of the form F_p^n -> {0,1} for varying n, and define a notion of convergence based on the induced distributions from restricting the functions to a random affine subspace. Using a decomposition theorem and a…

We define Hardy spaces $H^p(\Omega_\pm)$ on half-strip domain~$\Omega_+$ and $\Omega_-= \mathbb{C}\setminus\overline{\Omega_+}$, where $0<p<\infty$, and prove that functions in $H^p(\Omega_\pm)$ has non-tangential boundary limit a.e. on…

We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…

We study the boundedness of the $H^{\infty}$ functional calculus for differential operators acting in (L^{p}(\mathbb{R}^{n};\mathbb{C}^{N})). For constant coefficients, we give simple conditions on the symbols implying such boundedness. For…

We establish a central limit theorem for (a sequence of) multivariate martingales which dimension potentially grows with the length $n$ of the martingale. A consequence of the results are Gaussian couplings and a multiplier bootstrap for…

This is an extended version of a series of talks I held at the University of Bochum in 2017 about limit theorems for non-linear functionals of stationary Gaussian random fields. The goal of these talks was to give a fairly detailed…

We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…

Subsequent to our recent work on Fourier spectrum characterization of Hardy spaces $H^p(\mathbb{R})$ for the index range $1\leq p\leq \infty,$ in this paper we prove further results on rational Approximation, integral representation and…

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…

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…

Suppose $X = (X_x, x$ in $Z^d)$ is a family of i.i.d. variables in some measurable space, $B_0$ is a bounded set in $R^d$, and for $t > 1$, $H_t$ is a measure on $tB_0$ determined by the restriction of $X$ to lattice sites in or adjacent to…

The Central Limit Theorem does not hold for strongly correlated stochastic variables, as is the case for statistical systems close to criticality. Recently, the calculation of the probability distribution function (PDF) of the magnetization…