Related papers: On the central and local limit theorem for marting…
For random combinatorial optimization problems, there has been much progress in establishing laws of large numbers and computing limiting constants for the optimal value of various problems. However, there has not been as much success in…
For a uniform random labelled tree, we find the limiting distribution of tree parameters which are stable (in some sense) with respect to local perturbations of the tree structure. The proof is based on the martingale central limit theorem…
We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…
We study skew-products of the form (x,\omega)\mapsto (Tx, \omega+\phi(x)) where T is a nonuniformly expanding map on a space X, preserving a (possibly singular) probability measure \tilde\mu, and \phi:X\to S^1 is a C^1 function. Under mild…
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…
We investigate Turing pattern formation in a stochastic reaction-diffusion model defined on $N$ lattice sites, where each lattice site is associated with a reaction vessel of volume $\Omega$. We focus on a regime where spatial discreteness…
We investigate convergence of martingales adapted to a given filtration of finite $\sigma$-algebras. To any such filtration we associate a canonical metrizable compact space $K$ such that martingales adapted to the filtration can be…
We study the $\omega$-limit set of solutions of a nonlocal ordinary differential equation, where the nonlocal term is such that the space integral of the solution is conserved in time. Using the monotone rearrangement theory, we show that…
We apply Lindeberg's method, invented to prove a central limit theorem, to analyze the moderate deviations around such a central limit theorem. In particular, we will show moderate deviation principles for martingales as well as for random…
We study random transformations built from intermittent maps on the unit interval that share a common neutral fixed point. We focus mainly on random selections of Pomeu-Manneville-type maps $T_\alpha$ using the full parameter range $0<…
This paper studies limit measures of stationary measures of stochastic ordinary differential equations on the Euclidean space and tries to determine which invariant measures of an unperturbed system will survive. Under the assumption for…
A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…
In this paper we investigate the local limit theorem for additive functionals of nonstationary Markov chains that converge in distribution. We consider both the lattice and the non-lattice cases. The results are also new in the stationary…
We give a general method of deriving statistical limit theorems, such as the central limit theorem and its functional version, in the setting of ergodic measure preserving transformations. This method is applicable in situations where the…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…
In this paper, we give estimates of ideal or minimal distances between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary martingale difference sequences or stationary sequences satisfying…
The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…
Given a martingale sequence of random fields that satisfies a natural assumption of boundedness, it is shown that the pointwise limit of this sequence can be modified in such a way that a certain class of moduli of continuity is preserved.…
This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pre-averaging approach (see [Bernoulli 15 (2009) 634--658,…
We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…