Related papers: Noncentral convergence of multiple integrals

By the continuous mapping theorem, if a sequence of $d$-dimensional random vectors $(\mathbf{W}_n)_{n\geq1}$ converges in distribution to a multivariate normal random variable $\Sigma^{1/2}\mathbf{Z}$, then the sequence of random variables…

If the rounding errors are assumed to be distributed independently from the intrinsic distribution of the random variable, the sample variance $s^2$ of the rounded variable is given by the sum of the true variance $\sigma^2$ and the…

Consider a sequence of Poisson random connection models (X_n,lambda_n,g_n) on R^d, where lambda_n / n^d \to lambda > 0 and g_n(x) = g(nx) for some non-increasing, integrable connection function g. Let I_n(g) be the number of isolated…

Let $G$ be a finite connected graph and let $G^{[\star N,k]}$ be the distance $k$-graph of the $N$-fold star power of $G$. For a fixed $k\geq1$, we show that the large $N$ limit of the spectral distribution of $G^{[\star N,k]}$ converges to…

This note investigates invariance principles for sums of N(nt) iid radom variables, where n is an integer, t is a positive real number and N(u) is a stochastic process with nonnegative integer values. We show that the sequence of sums of…

Let $\{p_j(n)\}_{j=1}^{\omega(n)}$ denote the increasing sequence of distinct prime factors of an integer $n$. For $z\geqslant 0$, let $G(n;z)$ denote the number of those indexes $j$ such that $p_{j+1}(n)>p_j(n)^{\exp z}$. We show uniform…

We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows…

We investigate the convergence of series of random variables with second exponential moments. We give sufficient conditions for the convergence of these series with respect to an exponential Orlicz norm and almost surely. Applying this…

Approximating the solution of the nonlinear filtering problem with Gaussian mixtures has been a very popular method since the 1970s. However, the vast majority of such approximations are introduced in an ad-hoc manner without theoretical…

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…

Let $k \ge 3$ be a fixed integer. We exactly determine the asymptotic distribution of $\ln Z_k(G(n,m))$, where $Z_k(G(n,m))$ is the number of $k$-colourings of the random graph $G(n,m)$. A crucial observation to this aim is that the…

In the literature of stochastic orders, one rarely finds results that can be considered as criteria for the non-comparability of random variables. In this paper, we provide results that enable researchers to use simple tools to conclude…

We study the convergence in total variation distance for series of the form $$ S_{N}(c,Z)=\sum_{l=1}^{N}\sum_{i_{1}<\cdots<i_{l}}c(i_{1},...,i_{l})Z_{i_{1}}\cdots Z_{i_{l}}, $$ where $Z_{k},k\in {\mathbb{N}}$ are independent centered random…

A symmetric random variable is called a Gaussian mixture if it has the same distribution as the product of two independent random variables, one being positive and the other a standard Gaussian random variable. Examples of Gaussian mixtures…

This paper investigates a local central limit theorem for a normalized sequence of random variables belonging to a fixed order Wiener chaos and converging to the standard normal distribution. We prove, without imposing any additional…

Let $G$ be a finite $2$-generated non-cyclic group. The spread of $G$ is the largest integer $k$ such that for any nontrivial elements $x_1, \ldots, x_k$, there exists $y \in G$ such that $G = \langle x_i, y\rangle$ for all $i$. The more…

In arXiv:0807.0677, K\"ostler and Speicher observed that de Finetti's theorem on exchangeable sequences has a free analogue if one replaces exchangeability by the stronger condition of invariance under quantum permutations. In this paper we…

The problem of two fixed centers is a classical integrable problem, stated and integrated by Euler in 1760. The integrability is due to the unexpected first integral $G$. Some straightforward generalizations of the problem still have the…

Let $(Y_n)_n$ be a sequence of $\mathbb{R}^d$-valued random variables. Suppose that the generating function \[f(x, z) = \sum_{n = 0}^\infty \varphi_{Y_n}(x) z^n,\] where $\varphi_{Y_n}$ is the characteristic function of $Y_n$, extends to a…