Results 21 to 30 of about 66,745 (99)
Limit Theorems for Network Dependent Random Variables
, 2021 This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measure the strength of dependence by covariances of nonlinearly transformed ...
Kojevnikov, Denis +2 more
core +1 more source
Limit theorems for skew translations
, 2014 Bufetov, Bufetov-Forni and Bufetov-Solomyak have recently proved limit theorems for translation flows, horocycle flows and tiling flows, respectively.
Griffin, Jory, Marklof, Jens
core +1 more source
Functional central limit theorems on Lie groups: A survey [PDF]
, 1998 The general solution of the functional central limit problems for triangular arrays of random variables with values in a Lie group is described. The role of processes of finite variation is clarified.
Pap, Gyula
core
Limit theorems for coupled interval maps
, 2006 We prove a local limit theorem for Lipschitz continuous observables on a weakly coupled lattice of piecewise expanding interval maps. The core of the paper is a proof that the spectral radii of the Fourier-transfer operators for such a system are ...
Bardet, Jean-Baptiste +2 more
core +3 more sources
Functional Limit Theorems for Toeplitz Quadratic Functionals of Continuous time Gaussian Stationary Processes [PDF]
, 2015 \noindent The paper establishes weak convergence in $C[0,1]$ of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence.
Bai, Shuyang +2 more
core +1 more source
Noncentral convergence of multiple integrals [PDF]
, 2008 Fix $\nu>0$, denote by $G(\nu/2)$ a Gamma random variable with parameter $\nu/2$ and let $n\geq2$ be a fixed even integer. Consider a sequence $\{F_k\}_{k\geq1}$ of square integrable random variables belonging to the $n$th Wiener chaos of a given ...
Nourdin, Ivan, Peccati, Giovanni
core +5 more sources
Locally Perturbed Random Walks with Unbounded Jumps
, 2010 In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$.
A. Dvoretzky +18 more
core +1 more source
The EPR Paradox Implies A Minimum Achievable Temperature
, 2016 We carefully examine the thermodynamic consequences of the repeated partial projection model for coupling a quantum system to an arbitrary series of environments under feedback control.
Rogers, David M.
core +1 more source
On limit theorems for fields of martingale differences
, 2018 We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action.
Volny, Dalibor
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Central limit theorems for additive functionals of ergodic Markov diffusions processes [PDF]
, 2011 We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evolution, they appear as diffusion limits in the asymptotic analysis of Fokker ...
Arnaud Guillin +4 more
core +3 more sources