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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

The paper consists of two parts. In the first part we review recent work on limit theorems for random walks in random environment (RWRE) on a strip with jumps to the nearest layers. In the second part, we prove the quenched Local Limit…

Probability · Mathematics 2019-10-30 Dmitry Dolgopyat , Ilya Goldsheid

In this paper, we propose a new interpretation of local limit theorems for univariate and multivariate distributions on lattices. We show that - given a local limit theorem in the standard sense - the distributions are approximated well by…

Probability · Mathematics 2022-08-09 Michael Fleermann , Werner Kirsch , Gabor Toth

We present a unified approach to a couple of central limit theorems for radial random walks on hyperbolic spaces and time-homogeneous Markov chains on the positive half line whose transition probabilities are defined in terms of the Jacobi…

Probability · Mathematics 2012-01-18 Michael Voit

We introduce a continuous-time random walk model on an infinite multilayer structure inspired by transportation networks. Each layer is a copy of $\mathbb{R}^d$, indexed by a non-negative integer. A walker moves within a layer by means of…

Probability · Mathematics 2025-03-04 Alessandra Bianchi , Marco Lenci , Françoise Pène

Let $(g_n)_{n\geq 1}$ be a sequence of independent and identically distributed random elements with law $\mu$ on the general linear group $\textrm{GL}(V)$, where $V=\mathbb R^d$. Consider the random walk $G_n : = g_n \ldots g_1$, $n \geq…

Probability · Mathematics 2021-11-23 Hui Xiao , Ion Grama , Quansheng Liu

We give a new proof of the classical Central Limit Theorem, in the Mallows ($L^r$-Wasserstein) distance. Our proof is elementary in the sense that it does not require complex analysis, but rather makes use of a simple subadditive inequality…

Probability · Mathematics 2007-06-13 Oliver Johnson , Richard Samworth

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

Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…

Probability · Mathematics 2024-12-24 Xinying Deng , Yong Li , Xue Yang

Current evolutionary biology models usually assume that a phenotype undergoes gradual change. This is in stark contrast to biological intuition, which indicates that change can also be punctuated-the phenotype can jump. Such a jump could…

Populations and Evolution · Quantitative Biology 2020-08-07 Krzysztof Bartoszek

The objective of this study is to investigate the limiting behavior of a subgraph counting process. The subgraph counting process we consider counts the number of subgraphs having a specific shape that exist outside an expanding ball as the…

Probability · Mathematics 2016-02-12 Takashi Owada

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…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

Probability · Mathematics 2024-11-14 Dirk Erhard , Tertuliano Franco , Milton Jara , Eduardo Pimenta

Let $W_{\infty}(\beta)$ be the limit of the Biggins martingale $W_n(\beta)$ associated to a supercritical branching random walk with mean number of offspring $m$. We prove a functional central limit theorem stating that as $n\to\infty$ the…

Probability · Mathematics 2015-05-12 Rudolf Grübel , Zakhar Kabluchko

We prove a local limit theorem for nearest neighbours random walks in stationary random environment of conductances on Z without using any of both classic assumptions of uniform ellipticity and independence on the conductances. Besides the…

Probability · Mathematics 2014-09-16 Jean-Marc Derrien

We prove a scaling limit theorem for the simple random walk on critical lattice trees in $\mathbb{Z}^d$, for $d\geq 8$. The scaling limit is the Brownian motion on the Integrated Super-Brownian Excursion (BISE) which is the same one that we…

Probability · Mathematics 2025-03-31 Gérard Ben Arous , Manuel Cabezas , Alexander Fribergh

We prove upper bounds on the transition probabilities of random walks with i.i.d. random conductances with a polynomial lower tail near $0$. We consider both constant and variable speed models. Our estimates are sharp. As a consequence, we…

Probability · Mathematics 2015-06-30 Omar Boukhadra , Takashi Kumagai , Pierre Mathieu

A class of random recursive sequences (Y_n) with slowly varying variances as arising for parameters of random trees or recursive algorithms leads after normalizations to degenerate limit equations of the form X\stackrel{L}{=}X. For…

Probability · Mathematics 2016-09-07 Ralph Neininger , Ludger Ruschendorf

The Central Limit Theorem for the random walk on a stationary random network of conductances has been studied by several authors. In one dimension, when conductances and resistances are integrable, and following a method of martingale…

Probability · Mathematics 2009-02-04 Jérôme Depauw , Jean-Marc Derrien

We prove a quenched functional central limit theorem for a one-dimensional random walk driven by a simple symmetric exclusion process. This model can be viewed as a special case of the random walk in a balanced random environment, for which…

Probability · Mathematics 2021-07-20 Otávio Menezes , Jonathon Peterson , Yongjia Xie
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