Related papers: On Central Limit Theorems for Additive Functionals…

For Young systems, i.e. for hyperbolic systems without/with singularities satisfying Lai-Sang Young's axioms (which imply exponential decay of correlation and the CLT) a local CLT is proven. In fact, a unified version of the local CLT is…

In this paper we present a generalization in the context of multilinear Muckenhoupt classes of the endpoint extrapolation theorem on restricted weights due to Carro, Grafakos and Soria. Moreover, our main result is obtained on limited…

We establish a functional central limit theorem for Ripley's K-function for two classes of point processes. One is the class of point processes having exponential decay of correlations and further satisfying a conditional m-dependence…

We introduce an abstract Hilbert space-valued framework of Markovian lifts for stochastic Volterra equations with operator-valued Volterra kernels. Our main results address the existence and characterisation of possibly multiple limit…

We present a functional calculus approach to the study of rates of decay in mean ergodic theorems for bounded strongly continuous operator semigroups. A central role is played by operators of the form $g(A)$, where $-A$ is the generator of…

We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this…

In this paper, we study the quenched central limit theorem for the discrete Fourier transform. We show that the Fourier transform of a stationary ergodic process, suitable centered and normalized, satisfies the quenched CLT conditioned by…

We consider continuous--time Markov kinetics with a finite number of states and a given positive equilibrium distribution P*. For an arbitrary probability distribution $P$ we study the possible right hand sides, dP/dt, of the Kolmogorov…

We extend the central limit theorem under the Dedecker-Rio condition to adapted stationary and ergodic sequences of random variables taking values in a class of smooth Banach spaces. This result applies to the case of random variables…

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…

Let $(S_n)_n$ be a $R^d$-valued random walk ($d\geq2$). Using Babillot's method [2], we give general conditions on the characteristic function of $S_n$ under which $(S_n)_n$ satisfies the same renewal theorem as the classical one obtained…

For both continuous-time and discrete-time Markov Chains, we provide criteria for inverse problems of classical types of ergodicity: (ordinary) erogodicity, algebraic ergodicity, exponential ergodicity and strong ergodicity. Our criteria…

Two time scale stochastic approximation algorithms emulate singularly perturbed deterministic differential equations in a certain limiting sense, i.e., the interpolated iterates on each time scale approach certain differential equations in…

Through this paper we analyze the ergodic properties of continuous time Markov chains with values on the one-dimensional spin lattice 1,...,d}^N (also known as the Bernoulli space). Initially, we consider as the infinitesimal generator the…

We show that for every ergodic and aperiodic probability preserving system, there exists a $\mathbb{Z}$ valued, square integrable function $f$ such that the partial sums process of the time series $\left\{f\circ T^i\right\}_{i=0}^\infty$…

This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…

We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reductive group) satisfies a central limit theorem under an order…

Serfozo (2009, Theorem 2.65) gives a useful central limit theorem for processes with regenerative increments. Unfortunately, there is a gap in the proof. We fill this gap, and at the same time we weaken the assumptions. Furthermore, we give…

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

We study some sufficient conditions imposed on the sequence of martingale differences (m.d.) in the separable Banach spaces of continuous functions defined on the metric compact set for the Central Limit Theorem in this space. We taking…