Related papers: The Central Limit Theorem for random exponents on …
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…
For a sequence of uniformly bounded, degenerate semigroups on a Hilbert space, we compare various types of convergences to a limit semigroup. Among others, we show that convergence of the semigroups, or of the resolvents of the generators,…
We interpret the Central Limit Theorem as a fixed point theorem for a certain operator, and consider the problem of linearizing this operator. In classical as well as in free probability theory, we consider two methods giving such a…
A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…
We consider random linear continuous operators $\Omega \to \mathcal{L}(\mathcal{X}, \mathcal{X})$ on a Banach space $\mathcal{X}$. For example, such random operators may be random quantum channels. The Law of Large Numbers is known when…
We consider a class of elliptic random matrices which generalize two classical ensembles from random matrix theory: Wigner matrices and random matrices with iid entries. In particular, we establish a central limit theorem for linear…
We consider random linear unbounded operators on a Banach space $\mathcal{X}$. For example, such random operators may be random quantum channels. The Law of Large Numbers is known when $\mathcal{X}$ is a Hilbert space, in the form of the…
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…
Let $(X_{k})_{k \in \mathbb Z }$ be a linear process with values in a separable Hilbert space $\mathbb{H}$ given by $X_{k} =\sum_{j=0}^{\infty} (j+1)^{-N}\varepsilon_{k-j}$ for each $k \in \mathbb Z$, where $N:\mathbb{H} \to \mathbb{H}$ is…
This is an expository-survey on weak stability of bounded linear operators acting on normed spaces in general and, in particular, on Hilbert spaces. The paper gives a comprehensive account of the problem of weak operator stability,…
Motivated by a random matrix theory model from wireless communications, we define random operator-valued matrices as the elements of $L^{\infty-}(\Omega,{\mathcal F},{\mathbb P}) \otimes M_d({\mathcal A})$ where $(\Omega,{\mathcal…
We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…
We study the typical behavior of bounded linear operators on infinite dimensional complex separable Hilbert spaces in the norm, strong-star, strong, weak polynomial and weak topologies. In particular, we investigate typical spectral…
We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles of random matrices with one interval limiting spectrum. We consider ensembles with real analytic potentials and test functions with two…
A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to…
A convergence theorem for martingales with c\`adl\`ag trajectories (right continuous with left limits everywhere) is obtained in the sense of the weak dual topology on Hilbert space, under conditions that are much weaker than those required…
Our main theorem is in the generality of the axioms of Hilbert space, and the theory of unbounded operators. Consider two Hilbert spaces such that their intersection contains a fixed vector space D. It is of interest to make a precise…
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 the weak limit semigroup of an operator $T$, i.e., the set of all operators being weak limit points of the powers of $T$, in three different but related contexts: Koopman operators of measure-preserving transformations,…
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.