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相关论文: Limit theorems in the stadium billiard

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For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…

概率论 · 数学 2024-06-21 Sergey G. Bobkov , Friedrich Götze

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

We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…

概率论 · 数学 2025-03-24 Muneya Matsui , Thomas Mikosch

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…

概率论 · 数学 2015-05-22 Dalibor Volny , Michael Woodroofe

The problem of the existence of an analytic normal form near an equilibrium point of an area-preserving map and analyticity of the associated coordinate change is a classical problem in dynamical systems going back to Poincar\'e and Siegel.…

动力系统 · 数学 2024-03-22 Illya Koval

The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…

概率论 · 数学 2012-04-20 Sandra Fortini , Lucia Ladelli , Eugenio Regazzini

The first aim of this paper is to wonder to what extent we can generalize the central limit theorem of Gordin [5] under the so-called L 1-projective criteria to ergodic stationary random fields when completely commuting filtrations are…

概率论 · 数学 2022-01-19 Han-Mai Lin , Florence Merlevède , Dalibor Voln{ý}

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

数据分析、统计与概率 · 物理学 2024-04-08 Damián H. Zanette , Inés Samengo

We obtain optimal moment bounds for Birkhoff sums, and optimal concentration inequalities, for a large class of slowly mixing dynamical systems, including those that admit anomalous diffusion in the form of a stable law or a central limit…

动力系统 · 数学 2017-09-01 Sébastien Gouëzel , Ian Melbourne

Eagleson's Theorem asserts that, given a probability-preserving map, ifrenormalized Birkhoff sums of a function converge in distribution, thenthey also converge with respect to any probability measure which isabsolutely continuous with…

动力系统 · 数学 2018-04-02 Sébastien Gouëzel

Let $(\mathbb X, T)$ be a subshift of finite type equipped with the Gibbs measure $\nu$ and let $f$ be a real-valued H\"older continuous function on $\mathbb X$ such that $\nu(f) = 0$. Consider the Birkhoff sums $S_n f = \sum_{k=0}^{n-1} f…

动力系统 · 数学 2024-12-23 Ion Grama , Jean-François Quint , Hui Xiao

Given a domain or, more generally, a Riemannian manifold with boundary, a billiard is the motion of a particle when the field of force is absent. Trajectories of such a motion are geodesics inside the domain; and the particle reflects from…

微分几何 · 数学 2007-05-23 Fedor Duzhin

Birkhoff's theorem for spherically symmetric vacuum spacetimes is a key theorem in studying local systems in general relativity theory. However realistic local systems are only approximately spherically symmetric and only approximately…

广义相对论与量子宇宙学 · 物理学 2015-06-04 Rituparno Goswami , George F. R. Ellis

In this paper we show a central limit theorem for Lebesgue integrals of stationary $BL(\theta)$-dependent random fields as the integration domain grows in Van Hove-sense. Our method is to use the (known) analogue result for discrete sums.…

概率论 · 数学 2016-01-05 Jürgen Kampf

We study Edgeworth expansions in limit theorems for self-normalized sums. Non-uniform bounds for expansions in the central limit theorem are established while only imposing minimal moment conditions. Within this result, we address the case…

概率论 · 数学 2022-08-11 Pascal Beckedorf , Angelika Rohde

This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…

动力系统 · 数学 2026-02-20 Rafael A. Bilbao , Rafael Lucena

Consider a Bernoulli random field satisfying the Hannan's condition. Recently, invariance principles for partial sums of random fields over rectangular index sets are established. In this note we complement previous results by investigating…

概率论 · 数学 2015-11-17 Jana Klicnarová , Dalibor Volný , Yizao Wang

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

概率论 · 数学 2017-08-03 Julian Grote , Zakhar Kabluchko , Christoph Thäle

We obtain the analogue of the classical result by Erd\"os and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central…

概率论 · 数学 2016-09-20 Patricia Alonso Ruiz , Alexander S. Rakitko

We show that any analytically integrable Hamiltonian system near an equilibrium point admits a convergent Birkhoff normalization. The proof is based on a new, geometric approach to the problem.

动力系统 · 数学 2007-05-23 Nguyen Tien Zung