A central limit theorem for branching Brownian motion with random immigration

We establish a central limit theorem for a branching Brownian motion with random immigration under the annealed law,where the immigration is determined by another branching Brownian motion.The limit is a Gaussian random measure and the normalization is t3/4for d=3 and t1/2for d≥4,where in the critical dimension d=4 both the immigration and the branching Brownian motion itself make contributions to the covariance of the limit.     

A weak limit theorem for generalized multifractional Brownian motion

We provide a result on an approximation to the generalized multifractional Brownian motion in the space of continuous functions on [0, 1]. The construction of this approximation is based on the Poisson process.     

Noncommutative central limit theorem for Gibbs temperature states

For Gibbs temperature states, the scheme of the proof of the noncommutative central limit theorem is given by using the commutative central limit theorem for corresponding Euclidean measures. Applications are constructed for the model of a temperature-anharmonic crystal and the generalized Ising model with compact continuous configuration space.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 3, pp. 299–306, March, 1995.This work was partially supported by the Foundation for Fundamental Research of the Ukrainian State Committee on Science and Technology.     

A central limit theorem for integrals with respect to random measures

Integrals with respect to stationary random measures are considered. A central limit theorem for such integrals is proved. The results are applied to obtain a functional central limit theorem for transformed solutions of the Burgers equation with random initial data.     

Gibbs measures on Brownian currents

Motivated by applications to quantum field theory, we consider Gibbs measures for which the reference measure is Wiener measure and the interaction is given by a double stochastic integral and a pinning external potential. In order to properly characterize these measures through Dobrushin‐Lanford‐Ruelle (DLR) equations, we are led to lifting Wiener measure and other objects to a space of configurations where the basic observables are not only the position of the particle at all times but also the work done by test vector fields. We prove existence and basic properties of such Gibbs measures in the weak coupling regime by means of cluster expansion. © 2008 Wiley Periodicals, Inc.     

A non-commutative central limit theorem

This work has been supported by the Deutsche Forschungsgemeinschaft (SFB 123)     

A central limit theorem for integer partitions

Recently, Hwang proved a central limit theorem for restricted Λ-partitions, where Λ can be any nondecreasing sequence of integers tending to infinity that satisfies certain technical conditions. In particular, one of these conditions is that the associated Dirichlet series has only a single pole on the abscissa of convergence. In the present paper, we show that this condition can be relaxed, and provide some natural examples that arise from the study of integers with restrictions on their digital (base-b) expansion.     

A central limit theorem for integer partitions

Recently, Hwang proved a central limit theorem for restricted Λ-partitions, where Λ can be any nondecreasing sequence of integers tending to infinity that satisfies certain technical conditions. In particular, one of these conditions is that the associated Dirichlet series has only a single pole on the abscissa of convergence. In the present paper, we show that this condition can be relaxed, and provide some natural examples that arise from the study of integers with restrictions on their digital (base-b) expansion.     

A central limit theorem for independent summands

Proceedings - Mathematical Sciences - A new central limit theorem for independent summands is obtained. In the case of identically distributed summands, it is stronger than the Lévy-Lindeberg...     

A central limit theorem for the U-statistic

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 41, No. 2, pp. 269–271, February, 1989.     

A central limit theorem for empirical histograms

Probability Theory and Related Fields -     

A central limit theorem for convex sets

We show that there exists a sequence for which the following holds: Let K⊂ℝⁿ be a compact, convex set with a non-empty interior. Let X be a random vector that is distributed uniformly in K. Then there exist a unit vector θ in ℝⁿ, t₀∈ℝ and σ>0 such that

Survey on normal distributions,central limit theorem,Brownian motion and the related stochastic calculus under sublinear expectations

This is a survey on normal distributions and the related central limit theorem under sublinear expectation. We also present Brownian motion under sublinear expectations and the related stochastic calculus of Itô’s type. The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk, statistics and other industrial problems.     

A tracial quantum central limit theorem

We prove a central limit theorem for non-commutative random variables in a von Neumann algebra with a tracial state: Any non-commutative polynomial of averages of i.i.d. samples converges to a classical limit. The proof is based on a central limit theorem for ordered joint distributions together with a commutator estimate related to the Baker-Campbell-Hausdorff expansion. The result can be considered a generalization of Johansson's theorem on the limiting distribution of the shape of a random word in a fixed alphabet as its length goes to infinity.

     

A central limit theorem for stationary random fields

Summary. We prove a central limit theorem for strictly stationary random fields under a projective assumption. Our criterion is similar to projective criteria for stationary sequences derived from Gordin's theorem about approximating martingales. However our approach is completely different, for we establish our result by adapting Lindeberg's method. The criterion that it provides is weaker than martingale-type conditions, and moreover we obtain as a straightforward consequence, central limit theorems for α-mixing or φ-mixing random fields. Received: 19 February 1997 / In revised form: 2 September 1997     

A central limit theorem for mabkovian queuing systems

In the paper a central limit theorem for the total busy time of a Markovian queuing system is proved (provided that the system satisfies some simple assumptions), This is based on a stochastic convergence theorem for the average number of services. The latter is presented in a form of “law of large numbers” as well. The case of bounded queue length is particularly analysed.