Thesis (Ph.D.)--Tufts University, 2001. / Adviser: Marjorie G. Hahn. Submitted to the Dept. of Mathematics. Includes bibliographical references (leaves44-46). Access restricted to members of the Tufts University community. Also available via the World Wide Web;

Thesis (M.S.)--University of Texas at Dallas, 2008. / Includes vita. Includes bibliographical references (leaves 62-63)

In this thesis we study the central limit theorem (CLT) for nonuniformly hyperbolic dynamical systems. We examine cases in which polynomial decay of correlations leads to a CLT with a non-standard scaling factor of √ n ln n. We also formulate an explicit expression for the the diffusion constant σ in situations where a return time function on the system is a certain class of supermartingale. We then demonstrate applications by exhibiting the CLT for the return time function in four classes of dynamical billiards, including one previously unproven case, the skewed stadium, as well as for the linked twist map. Finally, we introduce a new class of billiards which we conjecture are ergodic, and we provide numerical evidence to support that claim.

Complex processes whose evolution in time rests on the occurrence of a large and random number of intermittent events are the systems under study. The mean time distance between two consecutive events is infinite, thereby violating the ergodic condition and activating at the same time a stochastic central limit theorem that explains why the Mittag-Leffler function is a universal property of nature. The time evolution of these complex systems is properly generated by means of fractional differential equations, thus leading to the interpretation of fractional trajectories as the average over many random trajectories, each of which fits the stochastic central limit theorem and the condition for the Mittag-Leffler universality. Additionally, the effect of noise on the generation of the Mittag-Leffler function is discussed. Fluctuations of relatively weak intensity can conceal the asymptotic inverse power law behavior of the Mittag-Leffler function, providing a reason why stretched exponentials are frequently found in nature. These results afford a more unified picture of complexity resting on the Mittag-Leffler function and encompassing the standard inverse power law definition.

[pt] Esta dissertação é dedicada ao estudo das taxas de convergência no Teorema Central do Limite para Martingais. Começamos a primeira parte da tese apresentando a Teoria de Martingais, introduzindo o conceito de esperança condicional e suas propriedades. Desta forma poderemos descrever o que é um Martingal, mostraremos alguns exemplos, e exporemos alguns dos seus principais teoremas. Na segunda parte da tese vamos analisar o Teorema Central do Limite para variáveis aleatórias, apresentando os conceitos de função característica e convergência em distribuição, que serão utilizados nas provas de diferentes versões do Teorema Central do Limite. Demonstraremos três formas do Teorema Central do Limite, para variáveis aleatórias independentes e identicamente distribuídas, a de Lindeberg-Feller e para uma Poisson. Após, apresentaremos o Teorema Central do Limite para Martingais, demonstrando uma forma mais geral e depois enunciaremos uma forma mais específica a qual focaremos o resto da tese. Por fim iremos discutir as taxas de convergência no Teorema Central do Limite, com foco nas taxas de convergência no Teorema Central do Limite para Martingais. Em particular, exporemos o resultado de [4], o qual determina, até uma constante multiplicativa, a dependência ótima da taxa de um certo parâmetro do martingal. / [en] This dissertation is devoted to the study of the rates of convergence in the Martingale Central Limit Theorem. We begin the first part presenting the Martingale Theory, introducing the concept of conditional expectation and its properties. In this way we can describe what a martingale is, present examples of martingales, and state some of the principal theorems and results about them. In the second part we will analyze the Central Limit Theorem for random variables, presenting the concepts of characteristic function and the convergence in distribution, which will be used in the proof of various versions of the Central Limit Theorem. We will demonstrate three different forms of the Central Limit Theorem, for independent and identically distributed random variables, Lindeberg-Feller and for a Poisson distribution. After that we can introduce the Martingale Central Limit Theorem, demonstrating a more general form and then stating a more specific form on which we shall focus. Lastly, we will discuss rates of convergence in the Central Limit Theorems, with a focus on the rates of convergence in the Martingale Central Limit Theorem. In particular, we state results of [4], which determine, up to a multiplicative constant, the optimal dependence of the rate on a certain parameter of the martingale.

This thesis is focused around Edgeworths expansion for aproximation of distribution for parameter estimation. Aim of the thesis is to introduce term Edgeworths expansion, its assumptions and terminology associeted with it. Afterwords demonstrate process of deducting first term of Edgeworths expansion. In the end demonstrate this deduction on examples and compare it with different approximations (mainly central limit theorem), and show strong and weak points of Edgeworths expansion.

We consider second and third order limit theorems--namely central-limit theorems, Berry-Esseen bounds and concentration inequalities-- and extend them for "symmetric" random objects, and general estimators of exchangeable structures. At first, we consider random processes whose distribution satisfies a symmetry property. Examples include exchangeability, stationarity, and various others. We show that, under a suitable mixing condition, estimates computed as ergodic averages of such processes satisfy a central limit theorem, a Berry-Esseen bound, and a concentration inequality. These are generalized further to triangular arrays, to a class of generalized U-statistics, and to a form of random censoring. As applications, we obtain new results on exchangeability, and on estimation in random fields and certain network model; extend results on graphon models; give a simpler proof of a recent central limit theorem for marked point processes; and establish asymptotic normality of the empirical entropy of a large class of processes. In certain special cases, we recover well-known properties, which can hence be interpreted as a direct consequence of symmetry. The proofs adapt Stein's method. Subsequently, we consider a sequence of-potentially random-functions evaluated along a sequence of exchangeable structures. We show that, under general stability conditions, those values are asymptotically normal. Those conditions are vaguely reminiscent of those familiar from concentration results, however not identical. We require that the output of the functions does not vary significantly when an entry is disturbed; and the size of this variation should not depend markedly on the other entries. Our result generalizes a number of known results, and as corollaries, we obtain new results for several applications: For randomly sub-sampled subgraphs; for risk estimates obtained by K-fold cross validation; and for the empirical risk of double bagging algorithms. The proof adapts the martingale central-limit theorem.

Provamos o Teorema do Limite Central para transformações expansoras por pedaços em um intervalo e observáveis com variação limitada. Utilizamos a abordagem desenvolvida por R. Rousseau-Egele, como apresentada por A. Broise. O método da demonstração se baseia no estudo de pertubações do operador de transferência de Ruelle-Perron-Frobenius. Uma contribuição original é dada no último capítulo, onde provamos que, para transformações markovianas expansoras, todos os observáveis não constantes, contínuos e com variação limitada não são infinitamente cohomólogos à zero, generalizando um resultado de Bamón, Rivera-Letelier, Urzúa and Kiwi para observáveis lipschitzianos e transformações \'z POT. n\' . A demonstração se baseia na teoria dos operadores de Ruelle-Perron-Frobenius desenvolvida nos capítulos anteriores / We prove the Central Limit Theorem for piecewise expanding interval transformations and observables with bounded variation, using the approach of J.Rousseau-Egele as described by A. Broise. This approach makes use of pertubations of the so-called Ruelle-Perron-Frobenius transfer operator. An original contribution is given in the last chapter, where we prove that for Markovian expanding interval maps all observables which are non constant, continuous and have bounded variation are not infinitely cohomologous with zero, generalizing a result by Bamón, Rivera-Letelier, Urzúa and Kiwi for Lipschitzian observables and the transformations \'z POT. n\' . Our demosntration uses the theory of Ruelle-Perron-Frobenius operators developed in the previos chapters

In this dissertation, we develop the theory of the periodic Little's law (PLL) as well as discussing one of its applications. As extensions of the famous Little's law, the PLL applies to the queueing systems where the underlying processes are strictly or asymptotically periodic. We give a sample-path version, a steady-state stochastic version and a central-limit-theorem version of the PLL in the first part. We also discuss closely related issues such as sufficient conditions for the central-limit-theorem version of the PLL and the weak convergence in countably infinite dimensional vector space which is unconventional in queueing theory. The PLL provides a way to estimate the occupancy level indirectly. We show how to construct a real-time predictor for the occupancy level inspired by the PLL as an example of its applications, which has better forecasting performance than the direct estimators.

This thesis is focused around Edgeworth's expansion for approximation of distribution for parameter estimation. Aim of the thesis is to introduce term Edgeworth's expansion, its assumptions and terminology associated with it. Afterwards demonstrate process of deducting first term of Edgeworth's expansion. In the end demonstrate this deduction on examples and compare it with different approximations (mainly central limit theorem), and show strong and weak points of Edgeworth's expansion.