相关论文: Normal Limits, Nonnormal Limits, and the Bootstrap…

We formulate and prove a general weak limit theorem for quantum random walks in one and more dimensions. With $X_n$ denoting position at time $n$, we show that $X_n/n$ converges weakly as $n \to \infty$ to a certain distribution which is…

An unstable field theory is what we obtain when we linearise the equations of an interacting field theory near an unstable state. Theories of this kind are adopted to model the onset of spontaneous symmetry breakings, when the fields are…

Quantum criticality in the presence of strong quenched randomness remains a challenging topic in modern condensed matter theory. We show that the topology and anomaly associated with average symmetry can be used to predict certain…

We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…

In this paper new tests for the independence of two high-dimensional vectors are investigated. We consider the case where the dimension of the vectors increases with the sample size and propose multivariate analysis of variance-type…

We derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying…

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…

Let $\{X, X_{n}; n \geq 1 \}$ be a sequence of i.i.d. $\mathbf{B}$-valued random variables and set $S_{n} = \sum_{i=1}^{n}X_{i},~n \geq 1$. This note is devoted to study the classical central limitr theorem for subsequences of sums of…

Complementarity is one of the main features of quantum physics that radically departs from classical notions. Here we consider the limitations that this principle imposes due to the unpredictability of measurement outcomes of incompatible…

We discuss the so-called "simplifying assumption" of conditional copulas in a general framework. We introduce several tests of the latter assumption for non- and semiparametric copula models. Some related test procedures based on…

We obtain central limit theorems for stationary random fields employing a novel measure of dependence called $\theta$-lex weak dependence. We show that this dependence notion is more general than strong mixing, i.e., it applies to a broader…

To use control charts in practice, the in-control state usually has to be estimated. This estimation has a detrimental effect on the performance of control charts, which is often measured for example by the false alarm probability or the…

We consider a non-nestling random walk in a product random environment. We assume an exponential moment for the step of the walk, uniformly in the environment. We prove an invariance principle (functional central limit theorem) under almost…

We consider bounds on the generalization performance of the least-norm linear regressor, in the over-parameterized regime where it can interpolate the data. We describe a sense in which any generalization bound of a type that is commonly…

The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…

This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence (CND). Suppose that there are a set of random variables and a set of sigma algebras where both sets…

Quantum theory implies, and empirical evidence confirms, that while particles $\textit{can}$ exhibit wave-like behavior in interferometric experiments, this behavior is so limited as $\textit{not}$ to allow for third- and higher-order…

We analyze the fluctuations of incomplete $U$-statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled…

For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. For the subcritical regime a kind of phase transition…

Stochastic dynamical systems consisting of non-invertible continuous maps on an interval are studied. It is proved that if they satisfy the recently introduced so-called $\mu$-injectivity and some mild assumptions, then proximality,…