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We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

概率论 · 数学 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

We obtain large $n$ asymptotics for the $m$-point moment generating function of the disk counting statistics of the Mittag-Leffler ensemble. We focus on the critical regime where all disk boundaries are merging at speed…

数学物理 · 物理学 2023-02-15 Christophe Charlier , Jonatan Lenells

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

统计理论 · 数学 2011-04-25 G. Jogesh Babu , Zhidong Bai , Kwok Pui Choi , Vasudevan Mangalam

The Central Limit Theorem for Iterated Functions Systems on the circle is proved. We study also ergodicity of such systems.

动力系统 · 数学 2017-08-04 Tomasz Szarek , Anna Zdunik

Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…

统计理论 · 数学 2018-09-07 Christophe Andrieu , James Ridgway , Nick Whiteley

We consider a class of non-conformal expanding maps on the $d$-dimensional torus. For an equilibrium measure of an H\"older potential, we prove an analogue of the Central Limit Theorem for the fluctuations of the logarithm of the measure of…

动力系统 · 数学 2009-12-17 Renaud Leplaideur , Benoit Saussol

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…

数论 · 数学 2023-04-18 Kristian Holm

Assuming the generalized Lindel\"{o}f hypothesis (GLH), a weak version of the generalized Ramanujan conjecture and a Rankin--Selberg type partial sum estimate, we establish the normality of the sum of coefficients of a general $L$-function…

数论 · 数学 2024-12-17 Sun-Kai Leung

We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…

概率论 · 数学 2017-04-28 Aneta Buraczyńska , Anna Dembińska

We study some sufficient conditions imposed on the sequence of martingale differences (m.d.) in the separable Banach spaces of continuous functions defined on the metric compact set for the Central Limit Theorem in this space. We taking…

概率论 · 数学 2014-11-11 L. Sirota

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

For a stationary sequence of random variables we derive a self-normalized functional limit theorem under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The convergence takes place in the space of…

概率论 · 数学 2026-05-12 Danijel Krizmanic

It is shown that two conjectures put forward in the recent article Iksanov and Kostohryz (2025) are true. Namely, we prove a functional central limit theorem (FCLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series…

概率论 · 数学 2025-08-22 Congzao Dong , Alexander Iksanov

Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing…

概率论 · 数学 2018-03-28 Tulasi Ram Reddy , Sreekar Vadlamani , D. Yogeshwaran

We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5 (1977) 616--621] and motivated by Gordin [Soviet Math.…

概率论 · 数学 2007-05-23 Magda Peligrad , Sergey Utev

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 sharp $L^3$ bounds for a variable coefficient generalization of the Wolff circular maximal function $M^\delta f$. For each fixed radius $r$, $M^\delta f(r)$ is the maximal average of $f$ over the $\delta$--neighborhood of a circle…

经典分析与常微分方程 · 数学 2018-07-18 Joshua Zahl

Let T be an ergodic automorphism of the d-dimensional torus T^d, and f be a continuous function from T^d to R^l. On the probability space T^d equipped with the Lebesgue-Haar measure, we prove the weak convergence of the sequential empirical…

概率论 · 数学 2013-10-01 J. Dedecker , F. Merlevède , F. Pène

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

概率论 · 数学 2011-05-25 Angelika Rohde , Claudia Strauch

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…

概率论 · 数学 2015-01-16 Takashi Owada , Gennady Samorodnitsky