• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • A
  • A
  • A
  • A
  • A
Обычная версия сайта
  • RU
  • EN
  • HSE University
  • Publications
  • Articles
  • From Classical to Modern Nonlinear Central Limit Theorems
  • RU
  • EN
Расширенный поиск
Высшая школа экономики
Национальный исследовательский университет
Priority areas
  • business informatics
  • economics
  • engineering science
  • humanitarian
  • IT and mathematics
  • law
  • management
  • mathematics
  • sociology
  • state and public administration
by year
  • 2027
  • 2026
  • 2025
  • 2024
  • 2023
  • 2022
  • 2021
  • 2020
  • 2019
  • 2018
  • 2017
  • 2016
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 2006
  • 2005
  • 2004
  • 2003
  • 2002
  • 2001
  • 2000
  • 1999
  • 1998
  • 1997
  • 1996
  • 1995
  • 1994
  • 1993
  • 1992
  • 1991
  • 1990
  • 1989
  • 1988
  • 1987
  • 1986
  • 1985
  • 1984
  • 1983
  • 1982
  • 1981
  • 1980
  • 1979
  • 1978
  • 1977
  • 1976
  • 1975
  • 1974
  • 1973
  • 1972
  • 1971
  • 1970
  • 1969
  • 1968
  • 1967
  • 1966
  • 1965
  • 1964
  • 1963
  • 1958
  • More
Subject
News
July 15, 2026
Economists Propose More Effective Approach to Reducing Smoking
Economists at HSE University have examined how smokers respond to changes in cigarette prices. When tobacco prices increase, cigarette consumption does not always decline. In fact, spending on tobacco may even rise: according to the researchers, a 1% decrease in cigarette affordability leads to a 0.28% increase in per capita tobacco expenditure. The findings suggest that to reduce smoking rates, tobacco prices must rise faster than household incomes. The study has been published in Voprosy Statistiki.
July 15, 2026
HSE MIEM Students to Develop Two Satellites from Scratch for Orbital Experiments
The devices, created by student teams, will conduct space research on the properties of promising solar cells, on-board energy storage systems, and serial electronics for student satellites.
July 13, 2026
Biologists Discover Unique Properties of MiR-93-5p MicroRNA in Prostate Cancer
Researchers at the International Laboratory of Microphysiological Systems of the HSE Faculty of Biology and Biotechnology investigated how different isoforms of the same microRNA influence gene function in prostate adenocarcinoma. The study found that in some cases, microRNAs can reinforce each other’s effects by targeting and suppressing the same genes. This finding offers a fresh perspective on the molecular mechanisms underlying tumour development and on the search for disease biomarkers. The results have been published in PeerJ.

 

Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!

Publications
  • Books
  • Articles
  • Chapters of books
  • Working papers
  • Report a publication
  • Research at HSE

?

From Classical to Modern Nonlinear Central Limit Theorems

Mathematics. 2024. Vol. 12. No. 14. Article 2276.
Ulyanov V. V.

In 1733, de Moivre, investigating the limit distribution of the binomial distribution, was the first to discover the existence of the normal distribution and the central limit theorem (CLT). In this review article, we briefly recall the history of classical CLT and martingale CLT, and introduce new directions of CLT, namely Peng’s nonlinear CLT and Chen–Epstein’s nonlinear CLT, as well as Chen–Epstein’s nonlinear normal distribution function.

Research target: Computer Science Mathematics
Language: English
Full text
DOI
Text on another site
Keywords: central limit theoremmartingale CLTnonlinear Chen—Epstein CLTnonlinear Peng’s CLT
Publication based on the results of:
Development and theoretical analysis of new effective stochastic machine learning algorithms (2024)
Similar publications
On Markov–up processes and their recurrence properties
Veretennikov A., Veretennikova M., Reliability: Theory & Applications 2022 Vol. 17 No. 3(69) P. 273–291
A simple model of the new notion of ``Markov up'' processes is proposed; its positive recurrence and ergodic properties are shown under the appropriate conditions. ...
Added: July 16, 2026
Positive recurrence of a solution of an SDE with variable switching intensities
Veretennikov A., Stochastics and Partial Differential Equations: Analysis and Computations 2022 Vol. 10 P. 1165–1179
Positive recurrence of a $d$-dimensional diffusion with an additive Wiener process, with switching and with one recurrent and one transient regimes and variable switching intensities is established under suitable conditions. The approach is based on embedded Markov chains. ...
Added: July 15, 2026
An open problem about the rate of convergence in Erlang-Sevastyanov’s model
Veretennikov A., Queueing Systems 2022 Vol. 100 No. 3-4 P. 357–359
B.A. Sevastyanov's result about Erlang telephone station problem has been extended in several publications. In this short note one open question about this model has been discussed. The whole volume was devoted mainly to open problems related to the name of Erlang. ...
Added: July 15, 2026
Dynamical origin of extreme events in mutually coupled and networked Brusselator
Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 2026 Vol. 114 No. 1 P. 014217–014217
This study investigates the dynamical origins and statistical properties of extreme events (EEs) in a diffusively coupled theoretical Brusselator system, extending from pairwise interactions to globally coupled networks. Statistically, the emergence of EEs is characterized by heavy-tailed probability density functions and exponential interevent interval distributions, alongside an analysis of the complementary cumulative distribution function and ...
Added: July 15, 2026
Matrix Kadomtsev—Petviashvili Hierarchy and Spin Generalization of Trigonometric Calogero—Moser Hierarchy
Prokofev V., Zabrodin A., Proceedings of the Steklov Institute of Mathematics 2020 Vol. 309 P. 225–239
We consider solutions of the matrix Kadomtsev-Petviashvili (KP) hierarchy that are trigonometric functions of the first hierarchical time t1 = x and establish the correspondence with the spin generalization of the trigonometric Calogero-Moser system at the level of hierarchies. Namely, the evolution of poles xi and matrix residues at the poles aαibβi of the solutions with respect to the kth hierarchical time of the ...
Added: July 14, 2026
Elliptic solutions to the KP hierarchy and elliptic Calogero–Moser model
Prokofev V., Zabrodin A., Journal of Physics A: Mathematical and Theoretical 2021 Vol. 54
We consider solutions of the Kadomtsev–Petviashvili hierarchy which are elliptic functions of x = t1. It is known that their poles as functions of t2 move as particles of the elliptic Calogero–Moser model. We extend this correspondence to the level of hierarchies and find the Hamiltonian Hk of the elliptic Calogero–Moser model which governs the dynamics of poles with respect to the kth ...
Added: July 14, 2026
Elliptic solutions of the Toda lattice hierarchy and the elliptic Ruijsenaars–Schneider model
Prokofev V., Zabrodin A., Theoretical and Mathematical Physics 2021 Vol. 208 P. 1093–115
We consider solutions of the 2D Toda lattice hierarchy which are elliptic functions of the zeroth time t_0=x. It is known that their poles as functions of t_1 move as particles of the elliptic Ruijsenaars-Schneider model. The goal of this paper is to extend this correspondence to the level of hierarchies. We show that the ...
Added: July 14, 2026
Тау-функция иерархии Тоды типа B
Prokofev V., Zabrodin A., Теоретическая и математическая физика 2023 Т. 217 № 2 С. 299–316
We continue the study of the B-Toda hierarchy (the Toda lattice with the constraint of type B), which can be regarded as a discretization of the BKP hierarchy. We introduce the tau function of the B-Toda hierarchy and obtain bilinear equations for it. Examples of soliton tau functions are presented in explicit form. ...
Added: July 14, 2026
Tencent и Open Source. Как относится к открытому ПО самый дорогой бренд Китая?
Silakov D., Системный администратор 2026 № 5 С. 46–51
В предыдущей статье про Open Source в КНР [1] мы рассказали про Alibaba – крупную корпорацию, занимающую тридцатое место в рейтинге самых значимых мировых брэндов за 2025 год [2]. Место почетное, но не первое среди китайских компаний – на тринадцатом месте расположилась Tencent, разработчик WeChat и ряда других продуктов, широко используемых нашими восточными соседями. Tencent ...
Added: July 14, 2026
2026 IEEE/CVF Conference on Computer Vision and Pattern Recognition (CVPR)
IEEE, 2026.
Added: July 13, 2026
Mathematical Optimization Theory and Operations Research, 25th International Conference, MOTOR 2026 Irkutsk, Russia, July 6–11, 2026 Proceedings
Switzerland: Springer, 2026.
This volume contains the refereed proceedings of the 25th International Conference on Mathematical Optimization Theory and Operations Research (MOTOR 2026) 1 held during July 6–11 in a picturesque place near Lake Baikal, Irkutsk, Russia. The MOTOR conference is a direct successor and scientific inheritor of several prominent events on mathematical programming, combinatorial and stochastic optimization, ...
Added: July 12, 2026
Задачи бесконечной регулярной реализуемости
Шиманогов И. Н., Vyalyi M., Дискретный анализ и исследование операций 2025 Т. 32 № 4 С. 213–230
A well-studied class of algorithmic problems is that of regular realizability: checking the non-emptiness of the intersection of a regular language with a given language. This problem has a natural algebraic interpretation: verifying whether an element of a Boolean algebra belongs to the kernel of a certain homomorphism. This motivates the consideration of an analogous ...
Added: July 12, 2026
Superintuitionistic predicate logics of linear Kripke frames: undecidability with two individual variables
Rybakov M., Annals of Pure and Applied Logic 2026 Vol. 177 Article 103811
The paper presents a solution to the question about the decidability of the two-variable fragment of the superintuitionistic predicate logic QLC defined by the class of linear Kripke frames, which is also the ‘superintuitionistic’ fragment of the modal predicate logic QS4.3, under the Gödel translation. We prove that the fragment is undecidable. The result remains true for the ...
Added: July 11, 2026
Statistical inference based on band-limited kernels: Rational-infinitely divisible distributions and beyond
Panov V., Ryabchenko A., / Series arXiv "stat.ME". 2026. No. 2607.05048.
This paper investigates the problem of statistical inference for a mixture distribution consisting of a discrete and a continuous component, with a particular focus on the class of rational-infinitely divisible distributions. We consider non-parametric estimation of both components of the mixture as well as the quasi-L{é}vy measure, assuming that the mixture belongs to the class ...
Added: July 9, 2026
Improving Differential Equation Solving in Compact Language Models via Activation Steering and Reinforcement Learning
Surkov A., Ignatenko V., Koltcov Sergei, Computers, Materials and Continua 2026
Large language models have recently demonstrated promising capabilities in mathematical reasoning; however, their performance on tasks requiring strict symbolic manipulation, such as solving differential equations, remains limited, especially for compact models. In this work, we investigate whether activation steering combined with reinforcement learning can improve the quality of solutions generated by pretrained language models without ...
Added: July 8, 2026
Computational Science and Its Applications – ICCSA 2026 Workshops
Springer, 2027.
The series Lecture Notes in Computer Science (LNCS), including its subseries Lecture Notes in Artificial Intelligence (LNAI) and Lecture Notes in Bioinformatics (LNBI), has established itself as a medium for the publication of new developments in computer science and information technology research, teaching, and education. LNCS enjoys close cooperation with the computer science R & ...
Added: July 8, 2026
Conference Proceedings: 2026 IEEE Ural-Siberian Conference on Biomedical Engineering, Radioelectronics and Information Technology (USBEREIT), 14-15 May 2026
IEEE, 2026.
The purpose of the 2026 IEEE Ural-Siberian Conference on Biomedical Engineering, Radioelectronics and Information Technology (USBEREIT) is to bring together researchers and practitioners from multiple areas of radio science, including biomedical engineering, radioelectronics, microelectronics, information technology, smart energy, information security and others. ...
Added: July 8, 2026
Моделирование специализированных алгоритмов маршрутизации в сетях на кристалле, представленных сериями семейств циркулянтных топологий
Маликов М. А., Монахова Э. А., Rzaev E. et al., Ученые записки Казанского университета. Серия: Физико-математические науки 2026 Т. 168 № 2 С. 269–286
This article examines series of families of two-dimensional circulant networks with rectangular L -shapes, optimal in diameter, as network-on-chip topologies with a minimal number of crossings between the links and a bounded length of the maximum link that does not depend on the network size. New network-on-chip routing algorithms, which use the coordinates of three adjacent zeros in the ...
Added: July 8, 2026
Algorithmic overlaps as thermodynamic variables: From local to cluster Monte Carlo dynamics in critical phenomena
Pilé I., Deng Y., Shchur L., Physical Review B: Condensed Matter and Materials Physics 2026 Vol. 114 No. 1 Article 014101
We investigate the spatial overlap of successive spin configurations in Markov chain Monte Carlo simulations using the local Metropolis algorithm and the Swendsen-Wang and Wolff cluster algorithms. We examine the dynamics of these algorithms for models in different universality classes: Ising model, Potts model with three components, and four-state Potts model. The overlap of two ...
Added: July 6, 2026
Random walks on rank one symmetric spaces of noncompact type
Gnetov F., Konakov V., / Series arXiv "math". 2025. No. 2512.04667.
We establish a central limit theorem, a local limit theorem, and a law of large numbers for a natural random walk on a symmetric space M of non-compact type and rank one. This class of spaces, which includes the complex and quaternionic hyperbolic spaces and the Cayley hyperbolic plane, generalizes the real hyperbolic space Hn. Our approach introduces ...
Added: December 5, 2025
Multi-normex distributions for the sum of random vectors. Rates of convergence
Kratz M., Prokopenko E., Extremes 2023 Vol. 26 No. 3 P. 509–544
We build a sharp approximation of the whole distribution of the sum of iid heavy-tailed random vectors, combining mean and extreme behaviors. It extends the so-called ’normex’ approach from a univariate to a multivariate framework. We propose two possible multi-normex distributions, named d-Normex and MRV-Normex. Both rely on the Gaussian distribution for describing the mean behavior, ...
Added: February 20, 2025
Asymptotic Properties of a Statistical Estimator of the Jeffreys Divergence: The Case of Discrete Distributions
Glinskiy V., Artem Logachov, Logachova O. et al., Mathematics 2024 Vol. 12 No. 21 Article 3319
We investigate the asymptotic properties of the plug-in estimator for the Jeffreys divergence, the symmetric variant of the Kullback–Leibler (KL) divergence. This study focuses specifically on the divergence between discrete distributions. Traditionally, estimators rely on two independent samples corresponding to two distinct conditions. However, we propose a one-sample estimator where the condition results from a ...
Added: February 19, 2025
Note on normal approximation for number of triangles in heterogeneous Erdos-Renyi graph
Logachov A.V., Mogulskii A. A., Yambartsev A. A., Siberian Electronic Mathematical Reports 2024 Vol. 21 No. 2 P. 914–926
We obtain a bound for the convergence rate in the central limit theorem for the number of triangles in a heterogeneous Erdos-Renyi graphs. Our approach is reminiscent of Hoeffding decomposition (a common technique in the theory of U-statistics). We show that the centered and normalized number of triangles asymptotically behaves as the normalized sum of ...
Added: February 19, 2025
Inference via randomized test statistics
Nikita Puchkin, Vladimir Ulyanov, Annales de l'institut Henri Poincare (B) Probability and Statistics 2023 Vol. 59 No. 3 P. 1508–1529
We show that external randomization may enforce the convergence of test statistics to their limiting distributions in particular cases. This results in a sharper inference. Our approach is based on a central limit theorem for weighted sums. We apply our method to a family of rank-based test statistics and a family of phi-divergence test statistics ...
Added: September 3, 2023
  • About
  • About
  • Key Figures & Facts
  • Sustainability at HSE University
  • Faculties & Departments
  • International Partnerships
  • Faculty & Staff
  • HSE Buildings
  • HSE University for Persons with Disabilities
  • Public Enquiries
  • Studies
  • Admissions
  • Programme Catalogue
  • Undergraduate
  • Graduate
  • Exchange Programmes
  • Summer University
  • Summer Schools
  • Semester in Moscow
  • Business Internship
  • Research
  • International Laboratories
  • Research Centres
  • Research Projects
  • Monitoring Studies
  • Conferences & Seminars
  • Academic Jobs
  • Yasin (April) International Academic Conference on Economic and Social Development
  • Media & Resources
  • Publications by staff
  • HSE Journals
  • Publishing House
  • iq.hse.ru: commentary by HSE experts
  • Library
  • Economic & Social Data Archive
  • Video
  • HSE Repository of Socio-Economic Information
  • HSE1993–2026
  • Contacts
  • Copyright
  • Privacy Policy
  • Site Map
Edit