相关论文: Central limit theorem for commutative semigroups o…

Let A be a commutative Banach algebra such that uA = {0} for u $\in$ A \ {0} which possesses dense principal ideals. The purpose of the paper is to give a general framework to define F (--$\lambda$1$\Delta$T 1 ,. .. , --$\lambda$ k…

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

Let $\{u(t,x)\}_{t>0,x\in{{\mathbb R}^{d}}}$ denote the solution to a $d$-dimensional parabolic Anderson model with delta initial condition and driven by a multiplicative noise that is white in time and has a spatially homogeneous…

The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of…

The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…

We discuss CLT for the global and local linear statistics of random matrices from classical compact groups. The main part of our proofs are certain combinatorial identities much in the spirit of works by Kac and Spohn.

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

Ferromagnetic exponential random graph models (ERGMs) are nonlinear exponential tilts of Erd\H{o}s-R\'enyi models, under which the presence of certain subgraphs such as triangles may be emphasized. These models are mixtures of metastable…

We prove a central limit theorem (CLT) for the product of a class of random singular matrices related to a random Hill's equation studied by Adams$\unicode{x2013}$Bloch$\unicode{x2013}$Lagarias. The CLT features an explicit formula for the…

We use a method developed by Bj\"orklund and Gorodnik to show a central limit theorem (as $T$ tends to $\infty$) for the counting functions $\# \left( \Lambda \cap \Omega_T \right)$ where $\Lambda$ ranges over the space $Y_{2d}$ of…

Let $\overline G$ be the wonderful compactification of a simple affine algebraic group $G$ of adjoint type defined over $\mathbb C.$ Let ${\overline T}\subset \overline G$ be the closure of a maximal torus $T\subset G.$ We prove that the…

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

We introduce a non-autonomous generalization of spatial-temporal differentiations, and prove results about probabilistically and topologically generic behaviors of certain spatial-temporal differentiations generated by endomorphisms of…

Let $K$ be a compact metrizable group and $\Ga$ be a finitely generated group of commuting automorphisms of $K$. We show that ergodicity of $\Ga$ implies $\Ga$ contains ergodic automorphisms if center of the action, $Z(\Ga) = \{\ap \in {\rm…

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

There is a well understood way of generating random coverings of a fixed manifold by sampling homomorphisms from the fundamental group of this manifold into the symmetric group. We prove a central limit theorem for the number of connected…

The most powerful formulation of the Central Sets Theorem in an arbitrary semigroup was proved in the work of De, Hindman, and Strauss. The sets which satisfy the conclusion of the above Central Sets Theorem are called $C$-sets. The…

We obtain a uniform ergodic theorem for the sequence $\frac1{s(n)} \sum_{k=0}^n(\varDelta s)(n-k)\,T^k$, where $\varDelta$ is the inverse of the endomorphism on the vector space of scalar sequences which maps each sequence into the sequence…