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We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…

Probability · Mathematics 2019-04-22 Tony Lelievre , Loucas Pillaud-Vivien , Julien Reygner

The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes, especially stochastic integrals and differential equations. In this paper, general central limit theorems and functional…

Probability · Mathematics 2020-05-08 Li-Xin Zhang

In this paper, we establish some functional central limit theorems for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. In the particular case when the…

Probability · Mathematics 2014-10-08 Yan-Xia Ren , Renming Song , Rui Zhang

Applying quantitative perturbation theory for linear operators, we prove non-asymptotic limit theorems for Markov chains whose transition kernel has a spectral gap in an arbitrary Banach algebra of functions X . The main results are…

Probability · Mathematics 2018-10-31 Benoît Kloeckner

The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…

Probability · Mathematics 2017-12-11 Peggy Cénac , Basile De Loynes , Yoann Offret , Arnaud Rousselle

Let $(X_i)_{i \geq 1}$ and $(Y_i)_{i\geq1}$ be two independent sequences of independent identically distributed random variables taking their values in a common finite alphabet and having the same law. Let $LC_n$ be the length of the…

Probability · Mathematics 2023-01-09 Christian Houdré , Ümit Işlak

In this work, we study the normal approximation and almost sure central limit theorems for some functionals of an independent sequence of Rademacher random variables. In particular, we provide a new chain rule that improves the one derived…

Probability · Mathematics 2018-10-16 Guangqu Zheng

Markov chain Monte Carlo methods provide an essential tool in statistics for sampling from complex probability distributions. While the standard approach to MCMC involves constructing discrete-time reversible Markov chains whose transition…

Computation · Statistics 2020-09-29 Joris Bierkens , Andrew Duncan

Consider the class of (functions of) strictly stationary Markov chains in which (i) the second moments are finite and (ii) absolute regularity (beta-mixing) is satisfied with exponential mixing rate. For (functions of) Markov chains in that…

Probability · Mathematics 2024-11-07 Richard C. Bradley

Quantitative multivariate central limit theorems for general functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences are proved by combining discrete Malliavin calculus with the smart path method for normal…

Probability · Mathematics 2017-11-06 Kai Krokowski , Christoph Thaele

We prove central limit theorems, Berry-Esseen type theorems, almost sure invariance principles, large deviations and Livsic type regularity for partial sums of the form $S_n=\sum_{j=0}^{n-1}f_j(...,X_{j-1},X_j,X_{j+1},...)$, where $(X_j)$…

Probability · Mathematics 2025-10-14 Yeor Hafouta

Let $X$ be a nonelementary CAT(0) cubical complex. We prove that if $X$ is essential and irreducible, then the contact graph of $X$ (introduced in \cite{Hagen}) is unbounded and its boundary is homeomorphic to the regular boundary of $X$…

Geometric Topology · Mathematics 2023-01-19 Talia Fernós , Jean Lécureux , Frédéric Mathéus

In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…

Probability · Mathematics 2022-08-02 Magda Peligrad , Sergey Utev

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…

Probability · Mathematics 2026-01-26 Reuben Drogin , Felipe Hernández

We give a simple proof of a central limit theorem for linear statistics of the Circular beta-ensembles which is valid at almost arbitrary mesoscopic scale and for functions of class C^3. As a consequence, using a coupling introduced by…

Probability · Mathematics 2019-02-19 Gaultier Lambert

We prove weak laws of large numbers and central limit theorems of Lindeberg type for empirical centres of mass (empirical Fr\'echet means) of independent non-identically distributed random variables taking values in Riemannian manifolds. In…

Probability · Mathematics 2011-06-29 Wilfrid S. Kendall , Huiling Le

The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point-wise ergodic conditions studied in…

Probability · Mathematics 2022-07-04 S. Valère Bitseki Penda

The central limit theorem for Markov chains generated by iterated function systems consisting of orientation preserving homeomorphisms of the interval is proved. We study also ergodicity of such systems.

Dynamical Systems · Mathematics 2020-03-24 Klaudiusz Czudek , Tomasz Szarek

We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reductive group) satisfies a central limit theorem under an order…

Probability · Mathematics 2020-06-17 Richard Aoun

Bifurcating Markov chains (BMC) are Markov chains indexed by a full binary tree representing the evolution of a trait along a population where each individual has two children. We provide a central limit theorem for additive functionals of…

Probability · Mathematics 2021-06-16 S. Valère Bitseki Penda , Jean-François Delmas
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