Related papers: Some limit theorems for rescaled Wick powers
We consider a particle in a one-dimensional box of length $L$ with a Maxwell bath at one end and a reflecting wall at the other end. Using a renewal approach, as well as directly solving the master equation, we show that the system exhibits…
We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are…
Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…
The Poincare constant R(Y) of a random variable Y relates the L2 norm of a function g and its derivative g'. Since R(Y) - Var(Y) is positive, with equality if and only if Y is normal, it can be seen as a distance from the normal…
We propose an explicit recursive method to approximate a power-law with a finite sum of weighted exponentials. Applications to moving averages with long memory are discussed in relationship with stochastic volatility models.
Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…
Let $\nu$ be a probability distribution over the semi-group of square matrices of size $d \ge 2$ over a locally compact field $\mathbb{K}$, \textit{e.g.} $\mathbb{R}$. We consider the random walk $\overline{\gamma}_n :=…
Quite recently, a new property related to norm-attaining operators has been introduced: the weak maximizing property (WMP). In this note, we define a generalised version of it considering other topologies than the weak one (mainly the…
Power corrections to exclusive processes are usually calculated using models for twist-four distribution amplitudes (DA) which are based on the leading-order terms in the conformal expansion. In this work we develop a different approach…
Let T : Lp --> Lp be a positive contraction, with p strictly between 1 and infinity. Assume that T is analytic, that is, there exists a constant K such that \norm{T^n-T^{n-1}} < K/n for any positive integer n. Let q strictly betweeen 2 and…
We consider random linear continuous operators $\Omega \to \mathcal{L}(\mathcal{H}, \mathcal{H})$ on a Hilbert space $\mathcal{H}$. For example, such random operators may be random quantum channels. The Central Limit Theorem is known for…
The problem considered is the computation of an infinite product (composition) of Lie transformations generated by homogeneous polynomials of increasing order from a given convergent power series. Bounds are computed for the infinitesimal…
The empirical likelihood inference is extended to a class of semiparametric models for stationary, weakly dependent series. A partially linear single-index regression is used for the conditional mean of the series given its past, and the…
We investigate a Coulomb gas in a potential satisfying a weaker growth assumption than usual and establish a large deviation principle for its empirical measure. As a consequence the empirical measure is seen to converge towards a…
Given $n$ samples of a regular discrete distribution $\pi$, we prove in this article first a serial of SLLNs results (of Dvoretzky and Erd\"{o}s' type) which implies a typical power law when $\pi$ is heavy-tailed. Constructing a (random)…
High-energy scattering in pQCD in the Regge limit is described by the evolution of Wilson lines governed by the BK equation. In the leading order, the BK equation is conformally invariant and the eigenfunctions of the linearized BFKL…
We show that Wilson's theorem as well as the Wilson quotient can be described by supercongruences modulo any higher prime power involving terms of power sums of Fermat quotients. The new approach uses Bell polynomials and Newton's…
We describe a proof of the Central Limit Theorem that has been formally verified in the Isabelle proof assistant. Our formalization builds upon and extends Isabelle's libraries for analysis and measure-theoretic probability. The proof of…
In this article, we will consider Wishart Matrices with correlated entries, but with a strictly log-concave law. It has been shown by A.Pajor and L.Pastur that the empirical measures of such matrices converges. We will show, under some…
We prove that the exponent of the entropy of one dimensional projections of a log-concave random vector defines a 1/5-seminorm. We make two conjectures concerning reverse entropy power inequalities in the log-concave setting and discuss…