Related papers: On the central and local limit theorem for marting…

We prove lower bounds for the entropy of limit measures associated to non-degenerate sequences of eigenfunctions on locally symmetric spaces of non-positive curvature. In the case of certain compact quotients of the space of positive…

We obtain a strong renewal theorem with infinite mean beyond regular variation, when the underlying distribution belongs to the domain of geometric partial attraction a semistable law with index $\alpha\in (1/2,1]$. In the process we obtain…

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…

We consider continuous maps of the interval which preserve the Lebesgue measure. Except for the identity map or $1 - \id$ all such maps have topological entropy at least $\log2/2$ and generically they have infinite topological entropy. In…

For an arbitrary integer N that is at least 2, this paper gives a construction of a strictly stationary, N-tuplewise independent sequence of (non-degenerate) bounded random variables such that the Central Limit Theorem fails to hold. The…

Limits of densities belonging to an exponential family appear in many applications, {e.g.} Gibbs models in Statistical Physics, relaxed combinatorial optimization, coding theory, critical likelihood computations, Bayes priors with singular…

We consider two continuous It\^o semimartingales observed with noise and sampled at stopping times in a nonsynchronous manner. In this article we establish a central limit theorem for the pre-averaged Hayashi-Yoshida estimator of their…

This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence (CND). Suppose that there are a set of random variables and a set of sigma algebras where both sets…

We extend the spectral method for proving limit theorems to random non-uniformly expanding dynamical systems. This yields the CLT and moderate deviations principles (MDP). We show that as the amount of non-uniformity decreases the CLT rates…

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…

For a class of symmetric random matrices whose entries are martingale differences adapted to an increasing filtration, we prove that under a Lindeberg-like condition, the empirical spectral distribution behaves asymptotically similarly to a…

In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on martingale techniques and a sharp lower…

We establish a quenched local central limit theorem for the dynamic random conductance model on $\mathbb{Z}^d$ only assuming ergodicity with respect to space-time shifts and a moment condition. As a key analytic ingredient we show H\"older…

We show that if $(X, \mu, T)$ is a probability measure-preserving dynamical system, and $\mathscr{P}$ is a countable partition of $(X, \mu)$, then the limit $$ \lim_{n, k \to \infty} \mathbb{E} \left[ \frac{1}{k} \sum_{j = 0}^{k - 1} f…

Lacunary trigonometric and Walsh series satisfy limiting results that are typical for i.i.d. random variables such as the central limit theorem (Salem, Zygmund 1947), the law of the iterated logarithm (Weiss 1959) and several probability…

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…

We investigate in this paper the distribution of the discrepancy of various lattice counting functions. In particular, we prove that the number of lattice points contained in certain domains defined by products of linear forms satisfies a…

To produce a fermionic model exhibiting an entanglement entropy volume law, we propose a particular version of nonlocality in which the energy-momentum dispersion relation is effectively randomized at the shortest length scales while…

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…

It is expected that the statistical fluctuations of local observables in large quantum systems obey the central limit theorem, and approximate a normal distribution as their size grows. Here, we prove a version of the Berry-Esseen theorem…