Related papers: A Central Limit Theorem for non-overlapping return…

Generic quantum systems --as much as their classical counterparts-- pass arbitrarily close to their initial state after sufficiently long time. Here we provide an essentially exact computation of such recurrence times for generic…

We prove the Central Limit Theorem and superpolynomial mixing for environment viewed for the particle process in quasi periodic Diophantine random environment. The main ingredients are smoothness estimates for the solution of the Poisson…

In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem for sums of (independent) random variables. However, it is…

We study the sum of first passage times along an arbitrary cycle made up of N>2 states of a small physical system. We show that, if the system is at thermodynamic equilibrium, this sum follows the same probability distribution regardless of…

We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that…

In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…

In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…

We extend the methods and results of [arXiv 1603.04896] to the setting of multinomial distributions satisfying certain properties. These include all the multinomial distributions arising from the direct proof of the Central Limit Theorem…

This paper concerns non-overlapping codes, block codes motivated by synchronisation and DNA-based storage applications. Most existing constructions of these codes do not account for the restrictions posed by the physical properties of…

Given a growth rule which sequentially constructs random permutations of increasing degree, the stochastic process version of the rencontre problem asks what is the limiting proportion of time that the permutation has no fixed points…

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Non-linear renewal theory is extended to include random walks perturbed by both a slowly changing sequence and a stationary one. Main results include a version of the Key Renewal Theorem, a derivation of the limiting distribution of the…

We construct a zero-entropy weakly mixing finite-valued process with the exponential limit law for return resp. hitting times. This limit law is obtained in almost every point, taking the limit along the full sequence of cylinders around…

Customers arrive at rate N times alpha on a network of N single server infinite buffer queues, choose L queues uniformly, join the shortest one, and are served there in turn at rate beta. We let N go to infinity.We prove a functional…

The question whether a time series behaves as a random walk or as a station- ary process is an important and delicate problem, particularly arising in financial statistics, econometrics, and engineering. This paper studies the problem to…

We establish a central limit theorem for tensor product random variables $c_k:=a_k \otimes a_k$, where $(a_k)_{k \in \mathbb{N}}$ is a free family of variables. We show that if the variables $a_k$ are centered, the limiting law is the…

For a class of random partitions of an infinite set a de Finetti-type representation is derived, and in one special case a central limit theorem for the number of blocks is shown.

The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…

In 1981, Karp and Sipser proved a law of large numbers for the matching number of a sparse Erd\H{o}s-R\'enyi random graph, in an influential paper pioneering the so-called differential equation method for analysis of random graph processes.…

We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT) for almost all frequencies and also an annealed CLT. The theorems hold for all…