相关论文: Central Limit Theorem for a Class of Relativistic …

The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…

We prove the Central Limit Theorem and superpolynomial mixing for environment viewed for the particle process in quasi periodic Diophantine random environment. The main ingredients are smoothness estimates for the solution of the Poisson…

This work studies the learning ability of consensus and diffusion distributed learners from continuous streams of data arising from different but related statistical distributions. Four distinctive features for diffusion learners are…

Problems involving the capture of a moving entity by a trap occur in a variety of physical situations, the moving entity being an electron, an excitation, an atom, a molecule, a biological object such as a receptor cluster, a cell, or even…

A recent paper [M. H. Lee, Phys. Rev. Lett. 98, 190601 (2007)] has called attention to the fact that irreversibility is a broader concept than ergodicity, and that therefore the Khinchin theorem [A. I. Khinchin, Mathematical Foundations of…

We prove a variant of the central limit theorem (CLT) for a sequence of i.i.d. random variables $\xi_j$, perturbed by a stochastic sequence of linear transformations $A_j$, representing the model uncertainty. The limit, corresponding to a…

In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…

We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…

We investigate the fractional diffusion approximation of a kinetic equation set in a bounded interval with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

We investigate the asymptotic behavior of the a large class of reversible chemical reaction-diffusion equations with the same diffusion. In particular we prove the optimal rate in two cases : when there is no diffusion and in the classical…

We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…

We present a way to use Stein's method in order to bound the Wasserstein distance of order $2$ between two measures $\nu$ and $\mu$ supported on $\mathbb{R}^d$ such that $\mu$ is the reversible measure of a diffusion process. In order to…

We established the rate of convergence in the central limit theorem for stopped sums of a class of martingale difference sequences.

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…

We prove a central limit theorem under diffusive scaling for the displacement of a random walk on ${\mathbb Z}^d$ in stationary and ergodic doubly stochastic random environment, under the $\mathcal{H}_{-1}$-condition imposed on the drift…

A system of $N$ weakly interacting particles whose dynamics is given in terms of jump-diffusions with a common factor is considered. The common factor is described through another jump-diffusion and the coefficients of the evolution…

In this paper, we generalize Minkowski's theorem. This theorem is usually stated for a centrally symmetric convex body and a lattice both included in $\mathbb{R}^n$. In some situations, one may replace the lattice by a more general set for…

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

Given a Coxeter system of large type we prove a non--commutative central limit theorem: After normalisation with the square root of n the characteristic function of the set of the first n generators tends in distribution to Wigners…

We study a distributed particle filter proposed by Boli\'c et al.~(2005). This algorithm involves $m$ groups of $M$ particles, with interaction between groups occurring through a "local exchange" mechanism. We establish a central limit…