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We show how the renormalization group approach can be used to prove quantitative central limit theorems (CLTs) in the setting of free, Boolean, bi-free and bi-Boolean independence under finite third moment assumptions. The proofs rely on…

Probability · Mathematics 2026-03-30 Jad Hamdan

We study limit theorems in the context of random perturbations of dispersing billiards in finite and infinite measure. In the context of a planar periodic Lorentz gas with finite horizon, we consider random perturbations in the form of…

Dynamical Systems · Mathematics 2020-01-29 Mark F. Demers , Francoise Pene , Hong-Kun Zhang

We obtain the law of large numbers (LLN) and the central limit theorem (CLT) for weakly dependent non-stationary arrays of random fields with asymptotically unbounded moments. The weak dependence condition for arrays of random fields is…

Statistics Theory · Mathematics 2024-08-15 Yue Pan , Jiazhu Pan

Under the high-dimensional setting that data dimension and sample size tend to infinity proportionally, we derive the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix. Different…

Statistics Theory · Mathematics 2021-06-21 Liu Zhijun , Bai Zhidong , Hu Jiang , Song Haiyan

Linear structural error-in-variables models with univariate observations are revisited for studying modified least squares estimators of the slope and intercept. New marginal central limit theorems (CLT's) are established for these…

Statistics Theory · Mathematics 2009-09-29 Yuliya V. Martsynyuk

We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…

Dynamical Systems · Mathematics 2020-08-14 Matthew Nicol , Felipe Perez Pereira , Andrew Torok

We study linear recurrences of Eulerian type of the form \[ P_n(v) = (\alpha(v)n+\gamma(v))P_{n-1}(v) +\beta(v)(1-v)P_{n-1}'(v)\qquad(n\ge1), \] with $P_0(v)$ given, where $\alpha(v), \beta(v)$ and $\gamma(v)$ are in most cases polynomials…

Combinatorics · Mathematics 2019-11-05 Hsien-Kuei Hwang , Hua-Huai Chern , Guan-Huei Duh

In a recent work, Baladi and Demers constructed a measure of maximal entropy for finite horizon dispersing billiard maps and proved that it is unique, mixing and moreover Bernoulli. We show that this measure enjoys natural probabilistic…

Dynamical Systems · Mathematics 2023-12-01 Mark F. Demers , Alexey Korepanov

The theory of random matrices contains many central limit theorems. We have central limit theorems for eigenvalues statistics, for the log-determinant and log-permanent, for limiting distribution of individual eigenvalues in the bulk, and…

Probability · Mathematics 2016-05-25 Asaf Ferber , Daniel Montealegre , Van Vu

In these notes, we obtain new stability estimates for centered non-degenerate selfdecomposable probability measures on $\mathbb{R}^d$ with finite second moment and for non-degenerate symmetric $\alpha$-stable probability measures on…

Probability · Mathematics 2024-10-01 Benjamin Arras

We consider a random tree and introduce a metric in the space of trees to define the ``mean tree'' as the tree minimizing the average distance to the random tree. When the resulting metric space is compact we have laws of large numbers and…

Probability · Mathematics 2007-05-23 David Balding , Pablo A. Ferrari , Ricardo Fraiman , Mariela Sued

We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…

Dynamical Systems · Mathematics 2020-01-14 Olli Hella , Juho Leppänen

We prove limit laws for the number of occurrences of a pattern on the fringe of a ranked tree-child network which is picked uniformly at random. Our results extend the limit law for cherries proved by Bienvenu et al. (2022). For patterns of…

Probability · Mathematics 2022-04-19 Michael Fuchs , Hexuan Liu , Tsan-Cheng Yu

In this note we discuss limit distribution of normalized return times for shrinking targets and draw a necessary and sufficient condition using sweep-out sequence in order for the limit distribution to be exponential with parameter $1$. The…

Dynamical Systems · Mathematics 2020-10-30 Xuan Zhang

Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…

Probability · Mathematics 2012-03-27 Charles Bordenave , Pietro Caputo , Djalil Chafai

Recent theoretical works have characterized the dynamics of wide shallow neural networks trained via gradient descent in an asymptotic mean-field limit when the width tends towards infinity. At initialization, the random sampling of the…

Probability · Mathematics 2022-03-29 Zhengdao Chen , Grant M. Rotskoff , Joan Bruna , Eric Vanden-Eijnden

An application of Levy's continuity theorem and Hankel transform allow us to establish a law limit theorem for the sequence $V_n=f(U)\sin(n U)$, where $U$ is uniformly distributed in $(0,1)$ and $f$ a given function. Further, we investigate…

Probability · Mathematics 2024-06-24 Mostafa Maslouhi

Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…

Mathematical Physics · Physics 2021-03-17 Yu-Chen Cheng , Hong Qian

We study the behavior of infinite systems of coupled harmonic oscillators as t->infinity, and generalize the Central Limit Theorem (CLT) to show that their reduced Wigner distributions become Gaussian under quite general conditions. This…

General Relativity and Quantum Cosmology · Physics 2009-10-22 Max Tegmark , Harold S. Shapiro

Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…

Probability · Mathematics 2007-11-25 Sourav Chatterjee