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We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…

动力系统 · 数学 2020-01-14 Olli Hella , Juho Leppänen

The central limit theorem for convex bodies says that with high probability the marginal of an isotropic log-concave distribution along a random direction is close to a Gaussian, with the quantitative difference determined asymptotically by…

泛函分析 · 数学 2019-10-01 Haotian Jiang , Yin Tat Lee , Santosh S. Vempala

We investigate the observables of the one-dimensional model for anomalous transport in semiconductor devices where diffusion arises from scattering at dislocations at fixed random positions, known as L\'evy-Lorentz gas. To gain insight into…

统计力学 · 物理学 2024-08-15 Muhammad Tayyab

We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…

动力系统 · 数学 2021-11-25 Davor Dragičević , Julien Sedro

Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…

概率论 · 数学 2023-08-08 S. G. Bobkov , G. P. Chistyakov , F. Götze

Anomalous diffusion processes, in particular superdiffusive ones, are known to be efficient strategies for searching and navigation by animals and also in human mobility. One way to create such regimes are L\'evy flights, where the walkers…

物理与社会 · 物理学 2017-02-22 Sarah de Nigris , Timoteo Carletti , Renaud Lambiotte

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

The vapor-liquid critical behavior of intrinsically asymmetric fluids is studied in finite systems of linear dimensions, $L$, focusing on periodic boundary conditions, as appropriate for simulations. The recently propounded ``complete''…

统计力学 · 物理学 2009-11-10 Young C. Kim , Michael E. Fisher

In our previous paper \cite{FTD1}, we derived the almost sure convergence of the global density of eigenvalues of random matrices of the SYK model. In this paper, we will prove the central limit theorem for the linear statistic of…

数学物理 · 物理学 2018-06-18 Renjie Feng , Gang Tian , Dongyi Wei

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

统计力学 · 物理学 2015-06-11 Tomasz Srokowski

The Rotar central limit theorem is a remarkable theorem in the non-classical version since it does not use the condition of asymptotic infinitesimality for the independent individual summands, unlike the theorems named Lindeberg's and…

概率论 · 数学 2023-09-26 Tran Loc Hung

Two approaches are suggested to the definition of asymmetric generalized Weibull distribution. These approaches are based on the representation of the two-sided Weibull distributions as variance-mean normal mixtures or more general…

概率论 · 数学 2015-06-23 Victor Korolev , Lily Kurmangazieva , Alexander Zeifman

In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…

统计力学 · 物理学 2021-05-12 Cecile Monthus

For a L\'evy basis $L$ on $\mathbb{R}^d$ and a suitable kernel function $f:\mathbb{R}^d \to \mathbb{R}$, consider the continuous spatial moving average field $X=(X_t)_{t\in \mathbb{R}^d}$ defined by $X_t = \int_{\mathbb{R}^d} f(t-s) \,…

概率论 · 数学 2021-08-02 David Berger

We study the fluctuations of the eigenvalues of real valued large centrosymmetric random matrices via its linear eigenvalue statistic. This is essentially a central limit theorem (CLT) for sums of dependent random variables. The dependence…

概率论 · 数学 2025-10-01 Indrajit Jana , Sunita Rani

We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…

概率论 · 数学 2024-04-22 Anja Sturm , Moritz Wemheuer

This paper derives central limit and bootstrap theorems for probabilities that sums of centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for…

统计理论 · 数学 2016-03-09 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

This paper establishes a combinatorial central limit theorem for stratified randomization, which holds under a Lindeberg-type condition. The theorem allows for an arbitrary number or sizes of strata, with the sole requirement being that…

统计理论 · 数学 2024-04-16 Purevdorj Tuvaandorj

We introduce a simple instance of the renormalization group transformation in the Banach space of probability densities. By changing the scaling of the renormalized variables we obtain, as fixed points of the transformation, the L\'evy…

数学物理 · 物理学 2016-08-14 I. Calvo , J. C. Cuchí , J. G. Esteve , F. Falceto

In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the space $L^2(\mu)$ for the partial sums of the sequence of random…

概率论 · 数学 2015-09-02 Vaidotas Characiejus , Alfredas Račkauskas