The LLN and CLT for the statistical ensembles of discrete integrable Hamiltonian systems
Xinyu Liu, Xinze Zhang, Yong Li
公開日: 2025/9/25
Abstract
This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large Numbers and the Central Limit Theorem. In deterministic case, the Law of Large Numbers simplifies the convergence conditions to the extent that the Riemann-Lebesgue lemma is no longer required. In the stochastic setting, we extend the results to general stochastic processes, beginning with the perturbation term represented by standard Brownian motion. Moreover, we establish a Central Limit Theorem for the statistical ensemble. A numerical example is also included.