相关论文: Central limit theorem for the solution of the Kac …

A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…

Boltzmann provided a scenario to explain why individual macroscopic systems composed of a large number $N$ of microscopic constituents are inevitably (i.e., with overwhelming probability) observed to approach a unique macroscopic state of…

The low-temperature form of the equilibrium relativistic mass distribution is subject to the Galilean limit by taking $c\rightarrow \infty .$ In this limit the relativistic Maxwell-Boltzmann distribution passes to the usual nonrelativistic…

We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…

It is known that the fluctuations of suitable linear statistics of Haar distributed elements of the compact classical groups satisfy a central limit theorem. We show that if the corresponding test functions are sufficiently smooth, a rate…

An "entropy increasing to the maximum" result analogous to the entropic central limit theorem (Barron 1986; Artstein et al. 2004) is obtained in the discrete setting. This involves the thinning operation and a Poisson limit. Monotonic…

A distributional route to Gaussianity, associated with the concept of Conservative Mixing Transformations in ensembles of random vector-valued variables, is proposed. This route is completely different from the additive mechanism…

We start with some global Maxwellian function $M$, which is a stationary solution (with the constant total density $\rho$) of the Boltzmann equation, and we denote the number of the corresponding space variables by $n$. The notion of…

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

It is common to model random errors in a classical measurement by the normal (Gaussian) distribution, because of the central limit theorem. In the quantum theory, the analogous hypothesis is that the matrix elements of the error in an…

We study the derivation of the spatially homogeneous Landau equation from the mean-field limit of a conservative $N$-particle system, obtained by passing to the grazing limit on Kac's walk in his program for the Boltzmann equation. Our…

In this talk I first review at an elementary level a selection of central limit theorems, including some lesser known cases, for sums and maxima of uncorrelated and correlated random variables. I recall why several of them appear in…

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…

For a general inelastic Kac-like equation recently proposed, this paper studies the long-time behaviour of its probability-valued solution. In particular, the paper provides necessary and sufficient conditions for the initial datum in order…

We prove a central limit theorem for non-commutative random variables in a von Neumann algebra with a tracial state: Any non-commutative polynomial of averages of i.i.d. samples converges to a classical limit. The proof is based on a…

The discounted central limit theorem concerns the convergence of an infinite discounted sum of i.i.d. random variables to normality as the discount factor approaches $1$. We show that, using the Fourier metric on probability distributions,…

We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…

We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…