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相关论文: Limit theorems in the stadium billiard

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We present a simple extension of Lindeberg's argument for the Central Limit Theorem to get a general invariance result. We apply the technique to prove results from random matrix theory, spin glasses, and maxima of random fields.

概率论 · 数学 2007-05-23 Sourav Chatterjee

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

We prove an analogue of the classical ballot theorem that holds for any random walk in the range of attraction of the normal distribution. Our result is best possible: we exhibit examples demonstrating that if any of our hypotheses are…

概率论 · 数学 2008-02-28 L. Addario-Berry , B. A. Reed

We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…

动力系统 · 数学 2016-08-25 Georg A. Gottwald , Ian Melbourne

We study the behaviour of the normal derivative of eigenfunctions of the Helmholtz equation inside billiards with Dirichlet boundary condition. These boundary functions are of particular importance because they uniquely determine the…

混沌动力学 · 物理学 2009-11-07 A. Bäcker , S. Fürstberger , R. Schubert , F. Steiner

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…

概率论 · 数学 2012-07-13 Mohamed El Machkouri , Dalibor Volny , Wei Biao Wu

We show how Rio's method [Probab. Theory Related Fields 104 (1996) 255--282] can be adapted to establish a rate of convergence in ${\frac{1}{\sqrt{n}}}$ in the multidimensional central limit theorem for some stationary processes in the…

概率论 · 数学 2016-08-16 Françoise Pène

We consider a random field, defined on an integer-valued d-dimensional lattice, with covariance function satisfying a condition more general than summability. Such condition appeared in the well-known Newman's conjecture concerning the…

概率论 · 数学 2011-04-22 Alexander Bulinski

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…

信息论 · 计算机科学 2012-04-13 Guangyue Han

We consider time-dependent dynamical systems arising as sequential compositions of self-maps of a probability space. We establish conditions under which the Birkhoff sums for multivariate observations, given a centering and a general…

动力系统 · 数学 2020-10-28 Juho Leppänen , Mikko Stenlund

In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…

概率论 · 数学 2022-08-02 Magda Peligrad , Sergey Utev

Let x and y be points in a billiard table M that is bounded by a curve sigma. We assume that sigma is a simple closed C^r curve with positive curvature, where r is at least 2. A subset B of M\{x,y} is called a blocking set for the pair…

动力系统 · 数学 2015-08-18 Thomas Dauer , Marlies Gerber

This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…

概率论 · 数学 2011-06-01 Magda Peligrad , Hailin Sang

We consider billiards with several possibly non-isometric and asymmetric cusps at flat points; the case of a single symmetric cusp was studied previously in Zhang (2017) and Jung & Zhang (2018). In particular, we show that properly…

动力系统 · 数学 2019-05-21 Paul Jung , Françoise Pène , Hong-Kun Zhang

We extend the recent spectral approach for quenched limit theorems developed for piecewise expanding dynamics under general random driving [DrFrGTVa18] to quenched random piecewise hyperbolic dynamics including some classes of billiards.…

动力系统 · 数学 2018-12-19 D. Dragičević , G. Froyland , C. González-Tokman , S. Vaienti

In this paper we study centrally symmetric Birkhoff billiard tables. We introduce a closed invariant set $\mathcal{M}_\mathcal{B}$ consisting of locally maximizing orbits of the billiard map lying inside the region $\mathcal{B}$ bounded by…

动力系统 · 数学 2023-07-27 Misha Bialy

The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in presence of strong correlations between the added random contributions. Here, we study this problem for…

统计力学 · 物理学 2016-06-14 Adrian A. Budini

Recently a new type of central limit theorem for belief functions was given in Epstein et al. [9]. In this paper, we generalize the central limit theorem in Epstein et al. [9] to accommodate general bounded random variables. These results…

概率论 · 数学 2017-12-21 Xiaomin Shi

The validity conditions for the extended Birkhoff theorem in multidimensional gravity with $n$ internal spaces are formulated, with no restriction on space-time dimensionality and signature. Examples of matter sources and geometries for…

广义相对论与量子宇宙学 · 物理学 2016-08-31 K. A. Bronnikov , V. N. Melnikov

A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…

统计理论 · 数学 2021-11-30 Morgane Austern , Peter Orbanz