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

We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.

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…

We introduce the nonlocal analogue of the classical free boundary minimal hypersurfaces in an open domain $\Omega$ of $\mathbb{R}^n$ as the (boundaries of) critical points of the fractional perimeter $\operatorname{Per}_s(\cdot,\,\Omega )$…

For a L\'evy basis $L$ on $\mathbb{R}^d$ and a suitable kernel function $f:\mathbb{R}^d \to \mathbb{R}$, consider the continuous spatial moving average field $X=(X_t)_{t\in \mathbb{R}^d}$ defined by $X_t = \int_{\mathbb{R}^d} f(t-s) \,…

We consider random perturbations of non-uniformly expanding maps, possibly having a non-degenerate critical set. We prove that, if the Lebesgue measure of the set of points failing the non-uniform expansion or the slow recurrence to the…

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

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…

We study the properties of `infinite-volume mixing' for two classes of intermittent maps: expanding maps $[0,1] \longrightarrow [0,1]$ with an indifferent fixed point at 0 preserving an infinite, absolutely continuous measure, and expanding…

Under certain general conditions, we prove that the stable central limit theorem holds in the total variation distance and get its optimal convergence rate for all $\alpha \in (0,2)$. Our method is by two measure decompositions, one step…

We study the dynamics of the metrics generated by measure preserving transformations. We consider a sequence of average metrics and define the corresponding sequence of $\epsilon$-entropies ({\it scaling sequence}) of the measure with…

In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…

In this paper, we are concerned with the symmetric simple exclusion process (SSEP) on the regular tree $\mathcal{T}_d$. A central limit theorem and a moderate deviation principle of the additive functional of the process are proved, which…

Statistical mechanics describes interaction between particles of a physical system. Particle properties of the system can be modelled with a random field on a lattice and studied at different distance scales using renormalization group…

In gauge theories the presence of constraints can obstruct expressing the global Hilbert space as a tensor product of the Hilbert spaces corresponding to degrees of freedom localized in complementary regions. In algebraic terms, this is due…

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…

In this article, it is proved that for any cumulative distribution function with compact support and a specified t > 0, there exists a diffusion martingale which has this law at time t. The article proves existence; no claims are made about…

We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…

We consider a random walk $(Y_N)_{N\geq 0}$ on $\mathbb{R}^2$ generated by successively applying independent random isometries, drawn from a fixed measure $\mu$, to the point $0$. When the support of $\mu$ is finite and includes an…

We present for the first time a supermartingale certificate for $\omega$-regular specifications. We leverage the Robbins & Siegmund convergence theorem to characterize supermartingale certificates for the almost-sure acceptance of Streett…