2 papers
math.PR2026
Functional central limit theorem for superdiffusive SDEs with stable noise
Aleksandar Mijatović, Andrey Pilipenko, Isao Sauzedde
This paper establishes a functional stable central limit theorem for a class of superdiffusive solutions to stochastic differential equations driven by an -stable process.
math.PR2025
Ergodic Central limit theorem for subgeometric Markov chains
Miha Brešar, Aleksandar Mijatović, Gareth Roberts
We establish verifiable necessary conditions for central limit theorems (CLTs) of ergodic averages of Markov chains on general state spaces. Our criteria are based on discrete-time…