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We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

概率论 · 数学 2020-07-01 Zengjing Chen , Larry G. Epstein

We prove a central limit theorem with aassumptions which are many weak than classical conditions

概率论 · 数学 2007-05-23 René Blacher

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

In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…

概率论 · 数学 2013-05-06 Y. -X. Ren , R. Song , R. Zhang

We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…

组合数学 · 数学 2024-09-25 Aaron Abrams , Eric Babson , Henry Landau , Zeph Landau , James Pommersheim

In this paper we survey and further study partial sums of a stationary process via approximation with a martingale with stationary differences. Such an approximation is useful for transferring from the martingale to the original process the…

概率论 · 数学 2011-05-24 Magda Peligrad

In this paper, we extend the central limit theorem of the additive functional of the nearest-neighbor zero-range process given in \cite{Quastel2002} to the long-range case. Our main results show that in several cases the limit processes are…

概率论 · 数学 2026-01-27 Xue Xiaofeng

We establish a functional central limit theorem for Ripley's K-function for two classes of point processes. One is the class of point processes having exponential decay of correlations and further satisfying a conditional m-dependence…

统计理论 · 数学 2021-09-29 Christophe A. N. Biscio , Anne Marie Svane

A Central Limit Theorem for linear combinations of iterates of an inner function is proved. The main technical tool is Aleksandrov Desintegration Theorem for Aleksandrov-Clark measures.

复变函数 · 数学 2020-06-23 Artur Nicolau , Odí Soler i Gibert

We give estimates on the rate of convergence in the Boolean central limit theorem for the L\'evy distance. In the case of measures with bounded support we obtain a sharp estimate by giving a qualitative description of this convergence.

概率论 · 数学 2017-11-27 Octavio Arizmendi , Mauricio Salazar

We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in $\mathbb{R}^d$. This result generalizes an earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998)…

概率论 · 数学 2007-05-23 Lothar Heinrich , Hendrik Schmidt , Volker Schmidt

A functional limit theorem is established for the partial-sum process of a class of stationary sequences which exhibit both heavy tails and long-range dependence. The stationary sequence is constructed using multiple stochastic integrals…

概率论 · 数学 2020-04-09 Shuyang Bai , Takashi Owada , Yizao Wang

We use a Stochastic Differential Equation satisfied by Brownian motion taking values in the unit sphere $S_{n-1}subsetmathbb{R}^{n}$ and we obtain a Central Limit Theorem for a sequence of such Brownian motions. We also generalize the…

概率论 · 数学 2011-11-30 Stavros Vakeroudis , Marc Yor

We give a new proof of the classical Central Limit Theorem, in the Mallows ($L^r$-Wasserstein) distance. Our proof is elementary in the sense that it does not require complex analysis, but rather makes use of a simple subadditive inequality…

概率论 · 数学 2007-06-13 Oliver Johnson , Richard Samworth

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

We investigate here the behaviour of a large typical meandric system, proving a central limit theorem for the number of components of given shape. Our main tool is a theorem of Gao and Wormald, that allows us to deduce a central limit…

概率论 · 数学 2024-11-20 Svante Janson , Paul Thévenin

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

In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…

概率论 · 数学 2026-04-02 Lorick Huang , Laurent Decreusefond , Laure Coutin

This paper provides central limit theorems for the wavelet packet decomposition of stationary band-limited random processes. The asymptotic analysis is performed for the sequences of the wavelet packet coefficients returned at the nodes of…

信息论 · 计算机科学 2009-10-26 Abdourrahmane Atto , Dominique Pastor

We prove a central limit theorem for random walks with finite variance on linear groups.

概率论 · 数学 2016-05-25 Yves Benoist , Jean-François Quint