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
Central Limit Theorem for ergodic averages of Markov chains \& the comparison of sampling algorithms for heavy-tailed distributions
Miha Brešar, Aleksandar Mijatović, Gareth Roberts
Establishing central limit theorems (CLTs) for ergodic averages of Markov chains is a fundamental problem in probability and its applications. Since the seminal work~\cite{MR834478…