Related papers: Central Limit Theorem for a Class of Relativistic …

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…

The earlier paper [LK] (arXiv:0910.3432) contains a lower bound of the solution in terms of its $L^1$ norm, which is incorrect. In this note we explain the mistake and present a correction to it under the restriction that the permeability…

We refine the classical Lindeberg-Feller central limit theorem by obtaining asymptotic bounds on the Kolmogorov distance, the Wasserstein distance, and the parametrized Prokhorov distances in terms of a Lindeberg index. We thus obtain more…

We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…

A nonlinear Lorentz invariant kinetic diffusion equation is introduced, which is consistent with the conservation laws of particles number, energy and momentum. The equilibrium solution converges to the Maxwellian density in the Newtonian…

We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…

We prove a superdiffusive central limit theorem for the displacement of a test particle in the periodic Lorentz gas in the limit of large times $t$ and low scatterer densities (Boltzmann-Grad limit). The normalization factor is $\sqrt{t\log…

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

In this paper we provide an asymptotic theory for the symmetric version of the Kullback--Leibler (KL) divergence. We define a estimator for this divergence and study its asymptotic properties. In particular, we prove Law of Large Numbers…

Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…

Recently, Ishiwata, Kawabi and Kotani [2] proved two kinds of central limit theorems for non-symmetric random walks on crystal lattices from the view point of discrete geometric analysis. In the present paper, we obtain yet another kind of…

We prove that the solution of the Kac analogue of Boltzmann's equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of a few…

Our aim is to study the limit of the solution of reaction-diffusion porous medium equation with linear drift $\displaystyle\partial_t u -\Delta u^m +\nabla \cdot (u \: V)=g(t,x,u) $, as $m\to\infty.$ We study the problem in bounded domain…

In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…

The fractional diffusion equation is derived from the master equation of continuous-time random walks (CTRWs) via a straightforward application of the Gnedenko-Kolmogorov limit theorem. The Cauchy problem for the fractional diffusion…

In the present paper, as a continuation of our preceding paper [10], we study another kind of central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a viewpoint of discrete geometric analysis…

The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…

We review some recent results concerning the derivation of the diffusion equation and the validation of Fick's law for the microscopic model given by the random Lorentz Gas. These results are achieved by using a linear kinetic equation as…

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…

We present a unified approach to characterising fast-reaction limits of systems of either two reaction-diffusion equations, or one reaction-diffusion equation and one ordinary differential equation, on unbounded domains, motivated by models…