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相关论文: Functional Central Limit Theorems for Constrained …

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Let $(\tau_n)$ be a sequence of toral automorphisms $\tau_n : x \rightarrow A_n x \hbox{mod}\ZZ^d$ with $A_n \in {\cal A}$, where ${\cal A}$ is a finite set of matrices in $SL(d, \mathbb{Z})$. Under some conditions the method of…

概率论 · 数学 2010-06-22 Jean-Pierre Conze , Stéphane Le Borgne , Mikaël Roger

The robust statistical description of dynamical systems under perturbations is a central problem in ergodic theory. In this paper, we investigate the statistical properties of skew-product maps driven by a subshift of finite type with…

动力系统 · 数学 2026-03-23 Davi Lima , Rafael Lucena

We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…

统计力学 · 物理学 2015-06-25 Fulvio Baldovin , Attilio L. Stella

We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…

概率论 · 数学 2021-04-20 Maurice Duits , Benjamin Fahs , Rostyslav Kozhan

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

统计理论 · 数学 2011-04-22 John H. J. Einmahl , Estáte V. Khmaladze

Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This…

概率论 · 数学 2024-05-07 Klaus Herrmann , Marius Hofert , Johanna G. Neslehova

We study the fluctuations of a stochastic epidemic model with memory of the last infections, varying infectivity, and waning immunity, as introduced in Guerin and Zotsa-Ngoufack:arXiv preprint arXiv:2505.00601. The dynamics of the epidemic…

概率论 · 数学 2025-05-28 Arsene Brice Zotsa-Ngoufack

In this paper, we have proved Selberg's Central Limit Theorem for $GL(3)$ $L$-functions associated with the Hecke-Maass cusp form $f$. Moreover, we have proved the independence of the automorphic $L$-functions.

数论 · 数学 2025-10-23 Madhuparna Das

In this paper, we are concerned with the symmetric simple exclusion process (SSEP) on the regular tree $\mathcal{T}_d$. A central limit theorem and a moderate deviation principle of the additive functional of the process are proved, which…

概率论 · 数学 2025-04-23 Xiaofeng Xue

We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. Based on these representations,…

概率论 · 数学 2016-02-09 V. Yu. Korolev , A. I. Zeifman

In this paper we establish Functional Limit Theorems for the range of random walks in $\mathbb{Z}^d$ that are in the domain of attraction of a non-degenerate $\beta$-stable process in the weakly transient and recurrent regimes. These…

概率论 · 数学 2025-09-04 Maxence Baccara

The study of multivariate extremes is dominated by multivariate regular variation, although it is well known that this approach does not provide adequate distinction between random vectors whose components are not always simultaneously…

统计理论 · 数学 2021-08-17 Natalia Nolde , Jennifer L. Wadsworth

We study the extremes for a class of a symmetric stable random fields with long range dependence. We prove functional extremal theorems both in the space of sup measures and in the space of cadlag functions of several variables. The limits…

概率论 · 数学 2018-10-17 Zaoli Chen , Gennady Samorodnitsky

We prove several limit theorems for a simple class of partially hyperbolic fast-slow systems. We start with some well know results on averaging, then we give a substantial refinement of known large (and moderate) deviation results and…

动力系统 · 数学 2017-11-06 Jacopo De Simoi , Carlangelo Liverani

Statistical methods for functional data are of interest for many applications. In this paper, we prove a central limit theorem for random variables taking their values in a Hilbert space. The random variables are assumed to be weakly…

统计理论 · 数学 2014-07-16 H. Dehling , O. Sh. Sharipov , M. Wendler

We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…

动力系统 · 数学 2025-09-03 Dmitry Dolgopyat , Sixu Liu

This paper focuses on vector-valued composite functionals, which may be nonlinear in probability. Our primary goal is to establish central limit theorems for these functionals when mixed estimators are employed. Our study is relevant to the…

统计理论 · 数学 2025-01-09 Huihui Chen , Darinka Dentcheva , Yang Lin , Gregory J. Stock

Over the last 30 years, extensive work has been devoted to developing central limit theory for partial sums of subordinated long memory linear time series. A much less studied problem, motivated by questions that are ubiquitous in extreme…

概率论 · 数学 2026-03-24 Ioan Scheffel , Marco Oesting , Gilles Stupfler

In this article, we will consider Wishart Matrices with correlated entries, but with a strictly log-concave law. It has been shown by A.Pajor and L.Pastur that the empirical measures of such matrices converges. We will show, under some…

概率论 · 数学 2014-03-07 Kevin Richard , Alice Guionnet

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…

统计理论 · 数学 2018-06-06 Ji Hyung Lee , Kyungchul Song
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