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In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…

概率论 · 数学 2022-08-02 Magda Peligrad , Sergey Utev

In this paper we consider local centralizer classification and rigidity of some toral automorphisms. In low dimensions we classify up to finite index possible centralizers for volume preserving diffeomorphisms $f$ $C^{1}-$close to an…

动力系统 · 数学 2024-10-07 Sven Sandfeldt

We put forward a general framework for the study of a pathwise central limit theorem (CLT) and a moderate deviation principle (MDP) for stochastic partial differential equations perturbed with a small multiplicative linear noise by means of…

概率论 · 数学 2023-07-21 Emanuela Gussetti

In this paper, we provide a central limit theorem for the finite-dimensional marginal distributions of empirical processes $(Z_n(f))_{f\in\mathcal{F}}$ whose index set $\mathcal{F}$ is a family of cluster functionals valued on blocks of…

统计理论 · 数学 2020-03-09 José G. Gómez-García

We study topological properties of semi-group actions on the circle by orientation-preserving homeomorhisms. We prove that a generic action either possesses a forward-invariant interval-domain (i.e. a finite union of disjoint circle arcs),…

动力系统 · 数学 2018-04-04 Victor Kleptsyn , Yury Kudryashov , Alexey Okunev

The law of large numbers (LLN) and central limit theorem (CLT) are long and widely been known as two fundamental results in probability theory. Recently problems of model uncertainties in statistics, measures of risk and superhedging in…

概率论 · 数学 2007-05-23 Shige Peng

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

概率论 · 数学 2024-11-14 Dirk Erhard , Tertuliano Franco , Milton Jara , Eduardo Pimenta

We prove the Central Limit Theorem (CLT), the first order Edgeworth Expansion and a Mixing Local Central Limit Theorem (MLCLT) for Birkhoff sums of a class of unbounded heavily oscillating observables over a family of full-branch piecewise…

动力系统 · 数学 2025-12-08 Kasun Fernando , Tanja I. Schindler

We derive a Central Limit Theorem (CLT) for $\log \left\vert\det \left( W_{N}-E_{N}\right)\right\vert,$ where $W_{N}$ is a Wigner matrix, and $E_{N}$ is local to the edge of the semi-circle law. Precisely, $E_N=2+N^{-2/3}\sigma_N$ with…

概率论 · 数学 2022-07-11 Iain M. Johnstone , Yegor Klochkov , Alexei Onatski , Damian Pavlyshyn

We prove a variant of the central limit theorem (CLT) for a sequence of i.i.d. random variables $\xi_j$, perturbed by a stochastic sequence of linear transformations $A_j$, representing the model uncertainty. The limit, corresponding to a…

概率论 · 数学 2015-07-20 Dmitry B. Rokhlin

It is well known that central order statistics exhibit a central limit behavior and converge to a Gaussian distribution as the sample size grows. This paper strengthens this known result by establishing an entropic version of the CLT that…

信息论 · 计算机科学 2022-05-11 Martina Cardone , Alex Dytso , Cynthia Rush

We take a new look at dilation theory for nonself-adjoint operator algebras. Among the extremal (co)extensions of a representation, there is a special property of being fully extremal. This allows a refinement of some of the classical…

算子代数 · 数学 2011-09-02 Kenneth R. Davidson , Elias G. Katsoulis

This paper is devoted to the study of noncommutative ergodic theorems for connected amenable locally compact groups. For a dynamical system $(\mathcal{M},\tau,G,\sigma)$, where $(\mathcal{M},\tau)$ is a von Neumann algebra with a normal…

算子代数 · 数学 2016-05-13 Mu Sun

Let P be a semigroup that admits an embedding into a group G. Assume that the embedding satisfies a certain Toeplitz condition and that the Baum-Connes conjecture holds for G. We prove a formula describing the K- theory of the reduced…

算子代数 · 数学 2012-05-25 Joachim Cuntz , Siegfried Echterhoff , Xin Li

Selberg's central limit theorem states that the values of $\log|\zeta(1/2+i \tau)|$, where $\tau$ is a uniform random variable on $[T,2T]$, is distributed like a Gaussian random variable of mean $0$ and standard deviation…

概率论 · 数学 2021-04-20 Eli Amzallag , Louis-Pierre Arguin , Emma Bailey , Kelvin Hui , Rajesh Rao

The local (central) limit theorem precisely describes the behavior of iterated convolution powers of a probability distribution on the $d$-dimensional integer lattice, $\mathbb{Z}^d$. Under certain mild assumptions on the distribution, the…

经典分析与常微分方程 · 数学 2022-11-17 Evan Randles

We prove a central limit theorem under diffusive scaling for the displacement of a random walk on ${\mathbb Z}^d$ in stationary and ergodic doubly stochastic random environment, under the $\mathcal{H}_{-1}$-condition imposed on the drift…

概率论 · 数学 2017-02-23 Gady Kozma , Bálint Tóth

Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…

统计理论 · 数学 2013-02-28 Jean-François Marckert , David Renault

We prove a Central Limit Theorem (CLT) in the non-commutative setting of random matrix products where the underlying process is driven by a subshift of finite type (SFT) with Markov measure. We use the martingale method introduced by Y.…

概率论 · 数学 2021-06-30 Alex Furman , Robert Thijs Kozma

In this paper, we introduce a joint central limit theorem (CLT) for specific bilinear forms, encompassing the resolvent of the sample covariance matrix under an elliptical distribution. Through an exhaustive exploration of our theoretical…

统计理论 · 数学 2023-12-29 Yanqing Yin , Wang Zhou