Related papers: Generalized Descents and Normality

There are two useful ways to extend nonlinear partial differential inequalities of second order: one uses viscosity theory and the other uses the theory of distributions. This paper considers the convex situation where both extensions can…

We derive a large deviation principle for random permutations induced by probability measures of the unit square, called permutons. These permutations are called $\mu$-random permutations. We also introduce and study a new general class of…

We consider diffraction at random point scatterers on general discrete point sets in $\R^\nu$, restricted to a finite volume. We allow for random amplitudes and random dislocations of the scatterers. We investigate the speed of convergence…

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…

In this article, we obtain a super-exponential rate of convergence in total variation between the traces of the first $m$ powers of an $n\times n$ random unitary matrices and a $2m$-dimensional Gaussian random variable. This generalizes…

Several results of large deviations are obtained for distributions that are associated with the Poisson--Dirichlet distribution and the Ewens sampling formula when the parameter $\theta$ approaches infinity. The motivation for these results…

We consider an evolving preferential attachment random graph model where at discrete times a new node is attached to an old node, selected with probability proportional to a superlinear function of its degree. For such schemes, it is known…

We study the extremes of branching random walks under the assumption that the underlying Galton-Watson tree has infinite progeny mean. It is assumed that the displacements are either regularly varying or they have lighter tails. In the…

This paper explores certain kinds of empirical process with respect to the components of multivariate Gaussian. We put forward some finite sample bounds which hold for multivariate Gaussian under general dependence. We give necessary and…

A class of branching processes in varying environments is exhibited which become extinct almost surely even though the means M_n grow fast enough so that sum M_n^{-1} is finite. In fact, such a process is constructed for every offspring…

Under mild non-degeneracy assumptions on branching rates in each generation, we provide a criterion for almost-sure extinction of a multi-type branching process with time-dependent branching rates. We also provide a criterion for the total…

We study the extremes of a sequence of random variables $(R_n)$ defined by the recurrence $R_n=M_nR_{n-1}+q$, $n\ge1$, where $R_0$ is arbitrary, $(M_n)$ are iid copies of a non--degenerate random variable $M$, $0\le M\le1$, and $q>0$ is a…

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…

Let $M_n^{(k)}$ denote the $k$th largest maximum of a sample $(X_1,X_2,...,X_n)$ from parent $X$ with continuous distribution. Assume there exist normalizing constants $a_n>0$, $b_n\in \mathbb{R}$ and a nondegenerate distribution $G$ such…

We consider random walks on finite vertex-transitive graphs $\Gamma$ of bounded degree. We find a simple geometric condition which characterises the cover time fluctuations: the suitably normalised cover time converges to a standard Gumbel…

A permutation sequence is said to be convergent if the density of occurrences of every fixed permutation in the elements of the sequence converges. We prove that such a convergent sequence has a natural limit object, namely a Lebesgue…

Let $(X_{n,t})_{t=1}^{\infty}$ be a stationary absolutely regular sequence of real random variables with the distribution dependent on the number~$n$. The paper presents sufficient conditions for the asymptotic normality (for $n\to\infty$…

We consider uniform random permutations drawn from a family enumerated through generating trees. We develop a new general technique to establish a central limit theorem for the number of consecutive occurrences of a fixed pattern in such…

We prove a central limit theorem for non-commutative random variables in a von Neumann algebra with a tracial state: Any non-commutative polynomial of averages of i.i.d. samples converges to a classical limit. The proof is based on a…

The Galton--Watson process is the simplest example of a branching process. The relationship between the offspring distribution, and, when the extinction occurs almost surely, the distribution of the total progeny is well known. In this…