Probabilistic limit theorems via the operator perturbation method, under optimal momentassumptions
Annales De L Institut Henri Poincare-probabilites Et StatistiquesInternational audienceThe Nagaev-Guivarc’h operator perturbation method is well known to provide various probabilistic limit theorems for Markov random walks.
Pène, Françoise
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Random central limit theorems for linear processes with weakly dependent innovations
, 2017 Random central limit theorems (CLTs) are established for a linear process driven by a strictly stationary ψ-weakly dependent process as well as for the ψ-weakly dependent process itself, whose dependence structure was introduced by Doukhan and Louhichi ...
황은주, 신동완
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Another view on martingale central limit theorems
, 1992 Based on the martingale version of the Skorokhod embedding Heyde and Brown (1970) established a bound on the rate of convergence in the central limit theorem (CLT) for discrete time martingales having finite moments of order 2+2δ with 00 was proved in ...
Gaenssler, Peter, Joos, Konrad
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Central limit theorems for martingales-II: convergence in the weak dual topology [PDF]
Stochastic Analysis and Applications, 2023 . A convergence theorem for martingales with càdlàg trajectories (right continuous with left limits everywhere) is obtained in the sense of the weak dual topology on Hilbert space, under conditions that are much weaker than those required for any of the ...
B. Rémillard, J. Vaillancourt
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Central limit theorems for general transportation costs [PDF]
Annales De L Institut Henri Poincare-probabilites Et Statistiques, 2021 We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1.
E. Barrio +2 more
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Stability of weak disorder phase for directed polymer with applications to limit theorems [PDF]
Latin American Journal of Probability and Mathematical Statistics, 2021 We study the directed polymer model in a bounded environment with bond disorder and show that, in the interior of the weak disorder phase, weak disorder continues to hold upon perturbation by a small bias. Using this stability result, we give a new proof
S. Junk
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Central Limit Theorem for Euclidean Minimal Spanning Acycles [PDF]
Journal of Topology and Analysis (JTA), 2022 We investigate asymptotics for the minimal spanning acycles of the (Alpha)-Delaunay complex on a stationary Poisson process on $\mathbb{R}^d, d \geq 2$.
P. Skraba, D. Yogeshwaran
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Random connection models in the thermodynamic regime: central limit theorems for add-one cost stabilizing functionals [PDF]
Electronic Journal of Probability, 2020 The paper deals with a random connection model, a random graph whose vertices are given by a homogeneous Poisson point process on $\R^d$, and edges are independently drawn with probability depending on the locations of the two end points.
Van Hao Can, Khanh Duy Trinh
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Well Posedness and Limit Theorems for a Class of Stochastic Dyadic Models [PDF]
SIAM Journal on Mathematical Analysis, 2022 We consider stochastic inviscid dyadic models with energy-preserving noise. It is shown that the models admit weak solutions which are unique in law. Under a certain scaling limit of the noise, the stochastic models converge weakly to a deterministic ...
Dejun Luo, Danli Wang
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Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes [PDF]
Stochastic Processes and their Applications, 2021 In this article, we will introduce the realised semicovariance for Brownian semistationary (BSS) processes, which is obtained from the decomposition of the realised covariance matrix into components based on the signs of the returns and study its in-fill ...
Yuan Li +2 more
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