Related papers: Some quenched and annealed limit theorems of super…

Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment governed by a Gaussian noise $W=\{W(t, x),t\geq 0,x\in\mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g$. We consider the occupation time process…

Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment described by a Gaussian noise $W^g=\{W^g(t,x), t\geq 0, x\in \mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g(x,y)$. We show that when $d=1$,…

In this paper, we investigate annealed and quenched limit theorems for random expanding dynamical systems. Making use of functional analytic techniques and more probabilistic arguments with martingales, we prove annealed versions of a…

Consider the standard, one dimensional, nonlinear filtering problem for a diffusion processe $\Xi_t$ observed in small additive white noise. Denote by $q^\epsilon_1(\cdot)$ the density of the law of $\Xi_1$ conditioned on…

We consider a generalization of the so-called divide and color model recently introduced by Haggstrom. We investigate the behaviour of the magnetization in large boxes and its fluctuations. Thus, laws of large numbers and Central Limit…

We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

Limit theorems are presented for the rescaled occupation time fluctuation process of a critical finite variance branching particle system in $\mathbb{R}^{d}$ with symmetric $\alpha$-stable motion starting off from either a standard Poisson…

Let ${Z_{n},n\geq 0} $ be a critical branching process in random environment and let $T$ be its moment of extinction. Under the annealed approach we prove, as $n\to \infty ,$ a limit theorem for the number of particles in the process at…

We prove a quenched local central limit theorem for continuous-time random walks in $\mathbb Z^d, d\ge 2$, in a uniformly-elliptic time-dependent balanced random environment which is ergodic under space-time shifts. We also obtain Gaussian…

We consider a nearest-neighbor, one-dimensional random walk $\{X_n\}_{n\geq 0}$ in a random i.i.d. environment, in the regime where the walk is transient with speed v_P > 0 and there exists an $s\in(1,2)$ such that the annealed law of…

For a sequence of i.i.d. random variables $\{\xi_x : x\in \bb Z\}$ bounded above and below by strictly positive finite constants, consider the nearest-neighbor one-dimensional simple exclusion process in which a particle at $x$ (resp.…

A quenched central limit theorem is derived for the super-Brownian motion with super-Brownian immigration, in dimension $d\geq 4$. At the critical dimension $d=4$, the quenched and annealed fluctuations are of the same order but are not…

Suppose that $X=\{X_t, t\ge 0\}$ is a supercritical superprocess on a locally compact separable metric space $(E, m)$. Suppose that the spatial motion of $X$ is a Hunt process satisfying certain conditions and that the branching mechanism…

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…

This article gives a new proof that fully connected neural networks with random weights and biases converge to Gaussian processes in the regime where the input dimension, output dimension, and depth are kept fixed, while the hidden layer…

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…

Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…

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…

A functional central limit theorem is established for weighted occupancy processes of the Karlin model. The weighted occupancy processes take the form of, with $D_{n,j}$ denoting the number of urns with $j$-balls after the first $n$…

This paper considers extreme values attained by a centered, multidimensional Gaussian process $X(t)= (X_1(t),\ldots,X_n(t))$ minus drift $d(t)=(d_1(t),\ldots,d_n(t))$, on an arbitrary set $T$. Under mild regularity conditions, we establish…