Related papers: Nonstandard functional central limit theorem for n…
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…
We prove a Liv\v{s}ic-type theorem for H\"older continuous and matrix-valued cocycles over non-uniformly hyperbolic systems. More precisely, we prove that whenever $(f,\mu)$ is a non-uniformly hyperbolic system and $A:M \to GL(d,\mathbb{R})…
We prove a nonconventional invariance principle (functional central limit theorem) for random fields.
This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to $C^3$, the class of functions with continuous third order derivatives. We…
We obtain the empirical strong law of large numbers, empirical Glivenko-Cantelli theorem, central limit theorem, functional central limit theorem for various nonparametric Bayesian priors which include the Dirichlet process with general…
We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…
In this work we study and establish some quenched functional Central Limit Theorems (CLTs) for stationary random fields under a projective criteria. These results are functional generalizations of the theorems obtained by Zhang et al.…
We study of the effect of weak noise on critical one dimensional maps; that is, maps with a renormalization theory. We establish a one dimensional central limit theorem for weak noises and obtain Berry--Esseen estimates for the rate of this…
We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…
In this paper we study the functional central limit theorem for stationary Markov chains with self-adjoint operator and general state space. We investigate the case when the variance of the partial sum is not asymptotically linear in n; and…
This paper deals with existence and robust stability of hybrid limit cycles for a class of hybrid systems given by the combination of continuous dynamics on a flow set and discrete dynamics on a jump set. For this purpose, the notion of…
We prove several limit theorems for a simple class of partially hyperbolic fast-slow systems. We start with some well know results on averaging, then we give a substantial refinement of known large (and moderate) deviation results and…
In this paper, we obtain some important variants of the Lions and Chabrowski Concentration-compactness principle, in the context of fractional Sobolev spaces with variable exponents, especially for nonlinear systems. As an application of…
This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…
We investigate a wide class of two-dimensional hyperbolic systems with singularities, and prove the almost sure invariance principle (ASIP) for the random process generated by sequences of dynamically H\"older observables. The observables…
We undertake a precise study of the asymptotic and non-asymptotic properties of stochastic approximation procedures with Polyak-Ruppert averaging for solving a linear system $\bar{A} \theta = \bar{b}$. When the matrix $\bar{A}$ is Hurwitz,…
In [Kozma-Toth, Ann. Probab. v 45, pp 4307-4347 (2017)] the weak CLT was established for random walks in doubly stochastic (or, divergence-free) random environments, under the following conditions: 1. Strict ellipticity assumed for the…
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…
We prove convergence to a Levy process for a class of dispersing billiards with cusps. For such examples, convergence to a stable law was proved by Jung & Zhang. For the corresponding functional limit law, convergence is not possible in the…
We study random dynamical systems composed of LSV maps with varying parameters, without any mixing assumptions on the base space of random dynamics. We establish a quenched central limit theorem and identify conditions under which the…