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We obtain quenched almost sure invariance principle (with convergence rate) for Random Young Tower. We apply our result to i.i.d perturbations of non-uniformly expanding maps. In particular, we answer one open question in \cite{BBM}.

Dynamical Systems · Mathematics 2020-01-22 Yaofeng Su

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

Dynamical Systems · Mathematics 2015-06-16 Nicolai Haydn , Matthew Nicol , Sandro Vaienti , Licheng Zhang

For Young systems, i.e. for hyperbolic systems without/with singularities satisfying Lai-Sang Young's axioms (which imply exponential decay of correlation and the CLT) a local CLT is proven. In fact, a unified version of the local CLT is…

Dynamical Systems · Mathematics 2019-12-19 Domokos Szász , Tamás Varjú

A Berry--Ess\'{e}en theorem for linear combinations of iterates of an inner function is obtained. Our proof, which is based an elementary transfer argument and classical results in martingale theory, also leads to a simple proof of Nicolau…

Probability · Mathematics 2026-04-20 Yukun Chen , Xiangdi Fu , Zhaofeng Lin , Yanqi Qiu

Given a weakly dependent stationary process, we describe the transition between a Berry-Esseen bound and a second order Edgeworth expansion in terms of the Berry-Esseen characteristic. This characteristic is sharp: We show that Edgeworth…

Probability · Mathematics 2022-12-02 Moritz Jirak , Wei Biao Wu , Ou Zhao

The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…

Dynamical Systems · Mathematics 2020-12-02 Davor Dragičević , Yeor Hafouta

We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n} \ll b_n \ll n$ and test functions are sufficiently smooth.

Probability · Mathematics 2013-10-22 Lingyun Li , Alexander Soshnikov

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

We establish a strong law of large numbers and a central limit theorem in the Bures-Wasserstein space of covariance operators -- or equivalently centred Gaussian measures -- over a general separable Hilbert space. Specifically, we show that…

Probability · Mathematics 2024-11-05 Leonardo V. Santoro , Victor M. Panaretos

We present a rather general method for proving local limit theorems, with a good rate of convergence, for sums of dependent random variables. The method is applicable when a Stein coupling can be exhibited. Our approach involves both…

Probability · Mathematics 2020-07-07 A. D. Barbour , Peter Braunsteins , Nathan Ross

We study the random conductance model on the lattice $\mathbb{Z}^d$, i.e. we consider a linear, finite-difference, divergence-form operator with random coefficients and the associated random walk under random conductances. We allow the…

Probability · Mathematics 2018-10-10 Sebastian Andres , Stefan Neukamm

Let $A_n= \varepsilon_n \cdots \varepsilon_1$, where $(\varepsilon_n)_{n \geq 1}$ is a sequence of independent random matrices taking values in $ GL_d(\mathbb R)$, $d \geq 2$, with common distribution $\mu$. In this paper, under standard…

Probability · Mathematics 2022-11-03 C Cuny , J Dedecker , F Merlevède , M Peligrad

We give rates of convergence in the Central Limit Theorem for the coefficients and the spectral radius of the left random walk on GLd(R), assuming the existence of an exponential or polynomial moment.

Probability · Mathematics 2021-12-30 C Cuny , J Dedecker , F Merlevède , M Peligrad

We establish the upper bound on the speed of convergence to the infinitely divisible limit density in the local limit theorem for triangular arrays of random variables $\{X_{k,n},\, k=1,..,a_n, \, n\in \nat\}$.

Probability · Mathematics 2013-04-04 V. Knopova

Consider the set of all sequences of $n$ outcomes, each taking one of $m$ values, that satisfy a number of linear constraints. If $m$ is fixed while $n$ increases, most sequences that satisfy the constraints result in frequency vectors…

Information Theory · Computer Science 2016-11-18 Kostas N. Oikonomou , Peter D. Grunwald

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

Dynamical Systems · Mathematics 2023-07-25 Yeor Hafouta

Using the subordination approach, we provide a new Berry-Esseen-type estimate in the free central limit theorem in terms of the fourth Lyapunov fraction. In the special case of identical distributions, our result implies a rate of order…

Probability · Mathematics 2025-04-01 Leonie Neufeld

A famous result in renewal theory is the Central Limit Theorem for renewal processes. As in applications usually only observations from a finite time interval are available, a bound on the Kolmogorov distance to the normal distribution is…

Probability · Mathematics 2018-07-24 Gesine Reinert , Ce Yang

Green proved an arithmetic analogue of Szemer\'edi's celebrated regularity lemma and used it to verify a conjecture of Bergelson, Host, and Kra which sharpens Roth's theorem on three-term arithmetic progressions in dense sets. It shows that…

Combinatorics · Mathematics 2017-08-30 Jacob Fox , Huy Tuan Pham

We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…

Dynamical Systems · Mathematics 2016-08-25 Georg A. Gottwald , Ian Melbourne