Related papers: The linearization of the central limit operator in…

In this paper we consider a sequence of random variables with mean uncertainty in a sublinear expectation space. Without the hypothesis of identical distributions, we show a new central limit theorem under the sublinear expectations.

The purpose of this paper is to generalize a very famous result on products of normal operators, due to I. Kaplansky. The context of generalization is that of bounded hyponormal and unbounded normal operators on complex separable Hilbert…

The usual Laurent expansion of the analytic tensors on the complex plane is generalized to any closed and orientable Riemann surface represented as an affine algebraic curve. As an application, the operator formalism for the $b-c$ systems…

The linearized collision operator of the Boltzmann equation can in a natural way be written as a sum of a positive multiplication operator, the collision frequency, and an integral operator. Compactness of the integral operator for…

We consider a class of elliptic random matrices which generalize two classical ensembles from random matrix theory: Wigner matrices and random matrices with iid entries. In particular, we establish a central limit theorem for linear…

We consider a regularization concept for the solution of ill--posed operator equations, where the operator is composed of a continuous and a discontinuous operator. A particular application is level set regularization, where we develop a…

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…

We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…

This article presents a weak law of large numbers and a central limit theorem for the scaled realised covariation of a bivariate Brownian semistationary process. The novelty of our results lies in the fact that we derive the suitable…

We give simple proofs, under minimal hypotheses, of the Weak Law of Large Numbers and the Central Limit Theorem for independent identically distributed random variables. These proofs use only the elementary calculus, together with the most…

We study conditions under which a partial differential operator of arbitrary order $n$ in two variables or ordinary linear differential operator admits a factorization with a first-order factor on the left. The factorization process…

Let A(n) be a sequence of i.i.d. topical (i.e. isotone and additively homogeneous) operators. Let $x(n,x_0)$ be defined by $x(0,x_0)=x_0$ and $x(n,x_0)=A(n)x(n-1,x_0)$. This can modelize a wide range of systems including, task graphs, train…

We prove a central limit theorem (CLT) for the number of joint orbits of random tuples of commuting permutations. In the uniform sampling case this generalizes the classic CLT of Goncharov for the number of cycles of a single random…

In this paper, the compact linearization approach originally proposed for binary quadratic programs with assignment constraints is generalized to such programs with arbitrary linear equations and inequalities that have positive coefficients…

We find a sufficient condition under which a central limit theorem for a stationary linear process is quenched. We find a stationary linear process szatisfying the Maxwell-Woodroofe condition for which the variances of partial sums are…

For Young systems, i.e. for hyperbolic systems without/with singularities satisfying Lai-Sang Young's axioms (which imply exponential decay of correlation and the CLT) a local CLT is proven. In fact, a unified version of the local CLT is…

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

We derive a functional central limit theorem (fclt) for normalised sums of a function of the partial sums of independent and identically distributed random variables. In particular, we show, using a technique presented in Huang and Zhang…

We aim at understanding how the non-commutation phenomena between a linear transport operator and a fractional diffusion allow the transport operator to satisfy hypoelliptic estimates on the whole space. Such hypoelliptic estimates are…

We estimate linear functionals in the classical deconvolution problem by kernel estimators. We obtain a uniform central limit theorem with $\sqrt{n}$-rate on the assumption that the smoothness of the functionals is larger than the…