CENTRAL LIMIT THEOREMS FOR A BRANCHING RANDOM WALK WITH A RANDOM ENVIRONMENT IN TIME

We consider a branching random walk with a random environment m time, in which the offspring distribution of a particle of generation n and the distribution of the displacements of its children depend on an environment indexed by the time n. The envi- ronment is supposed to be independent and identically distributed. For A C R, let Zn（A） be the number of particles of generation n located in A. We show central limit theorems for the counting measure Zn （-） with appropriate normalization.

CENTRAL LIMIT THEOREM AND CONVERGENCE RATES FOR A SUPERCRITICAL BRANCHING PROCESS WITH IMMIGRATION IN A RANDOM ENVIRONMENT

We are interested in the convergence rates of the submartingale Wn=Z_(n)/Π_(n)to its limit W,where(Π_(n))is the usually used norming sequence and(Z_(n))is a supercritical branching process with immigration(Y_(n))in a stationary and ergodic environmentξ.Under suitable conditions,we establish the following central limit theorems and results about the rates of convergence in probability or in law:(i)W-W_(n) with suitable normalization converges to the normal law N(0,1),and similar results also hold for W_(n+k)-W_(n) for each fixed k∈N^(*);(ii)for a branching process with immigration in a finite state random environment,if W_(1) has a finite exponential moment,then so does W,and the decay rate of P(|W-W_(n)|>ε)is supergeometric;(iii)there are normalizing constants an(ξ)(that we calculate explicitly)such that a_(n)(ξ)(W-W_(n))converges in law to a mixture of the Gaussian law.

SOME CENTRAL LIMIT THEOREMS FOR SUPER BROWNIAN MOTION

The author proves a central limit theorem for the critical super Brownian motion, which leads to a Gaussian random field. In the transient case the limiting field is the same aa that obtained by Dawson (1977). In the recurrent case it is a spatially uniform field. The author also give a central limit theorem for the weighted occupation time of the super Brownian motion with underlying dimension number d less than or equal to 3, completing the results of Iscoe (1986).

LOCAL CENTRAL LIMIT THEOREM AND BERRY-ESSEEN THEOREM FOR SOME NONUNIFORMLY HYPERBOLIC DIFFEOMORPHISMS

We prove that, for non-uniformly hyperbolic diffeomorphisms in the sense of Young, the local central limit theorem holds, and the speed in the central limit theorem is O（1/√n）.

Thermodynamic limit of the XXZ central spin model with an arbitrary central magnetic field

The U(1)symmetry of the X X Z central spin model with an arbitrary central magnetic field B is broken,since its total spin in the z-direction is not conserved.We obtain the exact solutions of the system by using the off-diagonal Bethe ansatz method.The thermodynamic limit is investigated based on the solutions.We find that the contribution of the inhomogeneous term in the associated T-Q relation to the ground state energy satisfies an N^(-1)scaling law,where N is the total number of spins.This result makes it possible to investigate the properties of the system in the thermodynamic limit.By assuming the structural form of the Bethe roots in the thermodynamic limit,we obtain the contribution of the direction of B to the ground state energy.It is shown that the contribution of the direction of the central magnetic field is a finite value in the thermodynamic limit.This is the phenomenon caused by the U(1)symmetry breaking of the system.

The central limit theorem and chaos

Let X be a compact metric space studies some relationships between stochastic and f ： X→ X be a continuous map. This paper and topological properties of dynamical systems. It is shown that if f satisfies the central limit theorem, then f is topologically ergodic and / is sensitively dependent on initial conditions if and only if / is neither minimal nor equicontinuous.

RATE OF CONVERGENCE AND EXPANSION OF RNYI ENTROPIC CENTRAL LIMIT THEOREM

We obtain the expansion of Renyi divergence of order α （0 〈 α 〈 1） between the normalized sum of IID continuous random variables and the Caussian limit under minimal moment conditions via Edgeworth-type expansion. The rate is faster than that of Shannon case, which can be used to improve the rate of convergence in total variance norm.

A MULTIDIMENSIONAL CENTRAL LIMIT THEOREM WITH SPEED OF CONVERGENCE FOR AXIOM A DIFFEOMORPHISMS

Let T：X → X be an Axiom A diffeomorphism,m the Gibbs state for a Hlder continuous function ɡ. Assume that f：X → R^d is a Hlder continuous function with ∫_X^（fdm） = 0.If the components of f are cohomologously independent, then there exists a positive definite symmetric matrix σ~2：=σ~2 （f ） such that S^fn √ n converges in distribution with respect to m to a Gaussian random variable with expectation 0 and covariance matrix σ~2 . Moreover, there exists a real number A 〉 0 such that, for any integer n ≥ 1,Π（ m＊（ 1√ nS f n ）,N （0,σ~2 ） ≤A√n, where m＊（1√ n S^fn）denotes the distribution of 1√ n S^fn with respect to m, and Π is the Prokhorov metric.

ON THE RATES OF CONVERGENCE IN THE CENTRAL LIMIT THEOREM FOR TWO－PARAMETER MARTINGALE DIFFERENCES

In this paper we obtain the uniform bounds on the rate of convergence in the central limit theorem (CLT) for a class of two-parameter martingale difference sequences under certain conditions.

THE SPHERICAL FUNCTIONS AND THE CENTRAL LIMIT THEOREM ON SU(2,2)/S(U(2)×U(2))

Let G = SU（2, 2）, K = S（U（2） × U（2））, and for l ∈ Z, let {Tl}l∈z be a one-dimensional K-type and let El be the line bundle over G/K associated to Tl. It is shown that the Tl-spherical function on G is given by the hypergeometric functions of several variables. By applying this result, a central limit theorem for the space G/K is obtained.

An Almost Sure Central Limit Theorem for Weighted Sums of Mixing Sequences

In this paper, we prove an almost sure central limit theorem for weighted sums of mixing sequences of random variables without stationary assumptions. We no longer restrict to logarithmic averages, but allow rather arbitrary weight sequences. This extends the earlier work on mixing random variables

ON THE CENTRAL LIMIT THEOREM IN PRODUCT SPACES

Suppose that E and F are separable Banach spaces, X and Y are independent symmetric E and F-valued random vectors respectively. This paper is devoted to the study of the central limit theorem for X Y in the injective and projective tensor product spaces E F and E F. Special attention is paid to l2 l2. In addition, two counter-examples are given.

A Note on the Almost Sure Central Limit Theorem in the Joint Version for the Maxima and Partial Sums of Certain Stationary Gaussian Sequences

Considering a sequence of standardized stationary Gaussian random variables, a universal result in the almost sure central limit theorem for maxima and partial sum is established. Our result generalizes and improves that on the almost sure central limit theory previously obtained by Marcin Dudzinski [1]. Our result reaches the optimal form.

General Operational Protocol for Coherence. Central Limit Theorem as Approximation

A general operational protocol which provides permanent macroscopic coherence of the response of any stable complex system put in an ever-changing environment is proposed. It turns out that the coherent response consists of two parts: 1) a specific discrete pattern, called by the author homeostatic one, whose characteristics are robust to the statistics of the environment;2) the rest part of the response forms a stationary homogeneous process whose coarse-grained structure obeys universal distribution which turns out to be scale-invariant. It is demonstrated that, for relatively short time series, a measurement, viewed as a solitary operation of coarse-graining, superimposed on the universal distribution results in a rich variety of behaviors ranging from periodic-like to stochastic-like, to a sequences of irregular fractal-like objects and sequences of random-like events. The relevance of the Central Limit theorem applies to the latter case. Yet, its application is still an approximation which holds for relatively short time series and for specific low resolution of the measurement equipment. It is proven that the asymptotic behavior in each and every of the above cases is provided by the recently proven decomposition theorem.

A Note on the Almost Sure Central Limit Theorem for Partial Sums of ρ^(−)-Mixing Sequences

Let be a strictly stationary sequence of ρ?-mixing random variables. We proved the almost sure central limit theorem, containing the general weight sequences, for the partial sums , where , . The result generalizes and improves the previous results.

Almost sure central limit theory for products of sums of partial sums

Consider a sequence of i.i.d.positive random variables.An universal result in almost sure limit theorem for products of sums of partial sums is established.We will show that the almost sure limit theorem holds under a fairly general condition on the weight dk= k-1 exp（lnβk）,0≤β〈1.And in a sense,our results have reached the optimal form.

LIMIT THEOREMS FOR A GALTON-WATSON PROCESS IN THE I.I.D. RANDOM ENVIRONMENT

In this article, we obtain the central limit theorem and the law of the iterated logarithm for Galton-Watson processes in i.i.d, random environments.

Some generalized limit theorems concerning delayed sums of random sequence

For a sequence of arbitrarily dependent m-valued random variables （Xn） n∈N , the generalized strong limit theorem of the delayed average is investigated. In our proof, we improved the method proposed by Liu [6] . As an application, we also studied some limit properties of delayed average for inhomogeneous Markov chains.

Force analysis of pile foundation in rock slope based on upper-bound theorem of limit

Based on the characteristic that the potential sliding surfaces of rock slope are commonly in the shape of either line or fold line,analysis thought of conventional pile foundation in the flat ground under complex load condition was applied and the upper-bound theorem of limit analysis was used to compute thrust of rock layers with all possible distribution shapes. The interaction of slope and pile was considered design load in terms of slope thrust,and the finite difference method was derived to calculate inner-force and displacement of bridge pile foundation in rock slope under complex load condition. The result of example shows that the distribution model of slope thrust has certain impact on displacement and inner-force of bridge pile foundation. The maximum displacement growth rate reaches 54% and the maximum moment and shear growth rates reach only 15% and 20%,respectively,but the trends of inner-force and displacement of bridge pile foundation are basically the same as those of the conventional pile foundation in the flat ground. When the piles bear the same level lateral thrust,the distribution shapes of slope thrust have different influence on inner-force of pile foundation,especially the rectangle distribution,and the triangle thrust has the smallest displacement and inner-force of pile foundation.

Central limit theolrem for linear processes generated byⅡD random variables under the sub-linear expectation

In this paper,we investigate the central limit theorem and the invariance principle for linear processes generated by a new notion of independently and identically distributed(IID)random variables for sub-linear expectations initiated by Peng[19].It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov's central limit theorem and invariance principle to the case where probability measures are no longer additive.