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A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

Probability · Mathematics 2025-01-29 Alexander Shmyrov , Vasily Shmyrov

We study the distribution of dynamical quantities in various one-dimensional, disordered models the critical behavior of which is described by an infinite randomness fixed point. In the {\it disordered contact process}, the quenched…

Disordered Systems and Neural Networks · Physics 2015-06-18 Róbert Juhász

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

In a recent Brief Report [Phys. Rev. E 79 (2009) 057201], Grassberger re-investigates probability densities of sums of iterates of the logistic map near the critical point and claims that his simulation results are inconsistent with…

Statistical Mechanics · Physics 2009-06-09 Ugur Tirnakli , Constantino Tsallis , Christian Beck

The probability distribution of sums of iterates of the logistic map at the edge of chaos has been recently shown [see U. Tirnakli, C. Beck and C. Tsallis, Phys. Rev. E 75, 040106(R) (2007)] to be numerically consistent with a q-Gaussian,…

Statistical Mechanics · Physics 2015-05-13 Ugur Tirnakli , Constantino Tsallis , Christian Beck

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

Probability · Mathematics 2013-03-07 Mikko Stenlund

We deduce sufficient conditions for the Central Limit Theorem (CLT) in the Lebesgue-Riesz space L(p) defined on some measure space for the sequence of centered random variables satisfying the strong mixing (Rosenblatt) condition. We…

Probability · Mathematics 2019-12-05 M. R. Formica , E. Ostrovsky , L. Sirota

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

We study the central limit theorem (CLT) for linear eigenvalue statistics of several types of matrix models, whose entries are having exploding moments, i.e., moments of the entries are increasing with the size of the matrix. In particular,…

Probability · Mathematics 2026-04-30 Indrajit Jana , Sunita Rani

In this paper we exhibit new classes of smooth systems which satisfy the Central Limit Theorem (CLT) and have (at least) one of the following properties: (1) zero entropy; (2) weak but not strong mixing; (3) (polynomially) mixing but not…

Dynamical Systems · Mathematics 2020-06-17 Dmitry Dolgopyat , Changguang Dong , Adam Kanigowski , Peter Nándori

We study the Central Limit Theorem (CLT) in the so-called hybrid Lebesgue-continuous spaces and tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces.

Probability · Mathematics 2013-09-11 E. Ostrovsky , L. Sirota

We prove functional limit theorems for dynamical systems in the presence of clusters of large values which, when summed and suitably normalised, get collapsed in a jump of the limiting process observed at the same time point. To keep track…

Dynamical Systems · Mathematics 2025-06-04 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

We consider deterministic random walks on the real line driven by irrational rotations, or equivalently, skew product extensions of a rotation by $\alpha$ where the skewing cocycle is a piecewise constant mean zero function with a jump by…

Dynamical Systems · Mathematics 2017-05-23 Michael Bromberg , Corinna Ulcigrai

Under reasonable algebraic assumptions and under an infinite second order moment assumption, we show that the logarithm of the norm (log-norm) of a product of random i.i.d. matrices with entries in $\mathbb{R}$ or in any other local field…

Probability · Mathematics 2026-01-09 Axel Péneau

We prove two theorems related to the Central Limit Theorem (CLT) for Martin-L\"of Random (MLR) sequences. Martin-L\"of randomness attempts to capture what it means for a sequence of bits to be "truly random". By contrast, CLTs do not make…

Probability · Mathematics 2022-01-31 Anton Vuerinckx , Yves Moreau

Drees and Rootz\'en [2010] have proven central limit theorems (CLT) for empirical processes of extreme values cluster functionals built from $\beta$-mixing processes. The problem with this family of $\beta$-mixing processes is that it is…

Probability · Mathematics 2015-11-24 José Gregorio Gómez

In this paper, we derive a central limit theorem for collections of weakly correlated random variables indexed by discrete metric spaces, where the correlation decays in the distance of the indices. The correlation structure we study…

Probability · Mathematics 2022-02-11 Michael Fleermann , Werner Kirsch

We establish limit theorems involving weak convergence of multiple generations of critical and supercritical branching processes. These results arise naturally when dealing with the joint asymptotic behavior of functionals defined in terms…

Probability · Mathematics 2009-12-25 James Kuelbs , Anand N. Vidyashankar

We prove annealed central limit theorems for finite pattern counts in the measurement record of discrete-time quantum trajectories generated by repeated measurements in a disordered environment. Under summable mixing assumptions on the…

Mathematical Physics · Physics 2026-04-01 Lubashan Pathirana

We study general random dynamical systems of continuous maps on some compact metric space. Assuming a local contraction condition and uniqueness of the stationary measure, we establish probabilistic limit laws such as the central limit…

Dynamical Systems · Mathematics 2023-11-21 Katrin Gelfert , Graccyela Salcedo