相关论文: Quenched Invariance Principles for the Discrete Fo…

In this dissertation, we show that the Central Limit Theorem and the Invariance Principle for Discrete Fourier Transforms discovered by Peligrad and Wu can be extended to the quenched setting. We show that the random normalization…

In this paper, we study the quenched central limit theorem for the discrete Fourier transform. We show that the Fourier transform of a stationary ergodic process, suitable centered and normalized, satisfies the quenched CLT conditioned by…

In this note, we prove a conditionally centered version of the quenched weak invariance principle under the Hannan condition, for stationary processes. In the course, we obtain a (new) construction of the fact that any stationary process…

A recent result by Barrera and Peligrad shows that the quenched Central Limit Theorem holds for the discrete Fourier transforms (DFT) of a stationary process in $L^2$ if a "random" centering is used. In this note we show that this is a…

We consider the simple random walk on random graphs generated by discrete point processes. This random graph has a random subset of a cubic lattice as the vertices and lines between any consecutive vertices on lines parallel to each…

We consider asymptotic behavior of Fourier transforms of stationary ergodic sequences with finite second moments. We establish a central limit theorem (CLT) for almost all frequencies and also an annealed CLT. The theorems hold for all…

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…

We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…

We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and application. By developing upper-bounds on the reduced cumulant…

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…

We consider the random conductance model in a stationary and ergodic environment. Under suitable moment conditions on the conductances and their inverse, we prove a quenched invariance principle for the random walk among the random…

We study a class of non-reversible, continuous-time random walks in random environments on $\mathbb{Z}^d$ that admit a cycle representation with finite cycle length. The law of the transition rates, taking values in $[0, \infty)$, is…

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

In this paper we survey the almost sure central limit theorem and its functional form (quenched) for stationary and ergodic processes. For additive functionals of a stationary and ergodic Markov chain these theorems are known under the…

We consider simple random walks on Delaunay triangulations generated by point processes in $\mathbb{R}^d$. Under suitable assumptions on the point processes, we show that the random walk satisfies an almost sure (or quenched) invariance…

We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients $a^\omega$. The diffusion is formally associated with $L^\omega u =…

Unevenly spaced samples from a periodic function are common in signal processing and can often be viewed as a perturbed equally spaced grid. In this paper, we analyze how the uneven distribution of the samples impacts the quality of…

We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

We are concerned with random walks on $\mathbb{Z}^d$, $d\geq 3$, in an i.i.d. random environment with transition probabilities $\epsilon$-close to those of simple random walk. We assume that the environment is balanced in one fixed…