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In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…

Statistical Mechanics · Physics 2007-12-16 Silvio M. Duarte Queiros , Constantino Tsallis

Using Stein's method, we prove an abstract result that yields multivariate central limit theorems with a rate of convergence for time-dependent dynamical systems. As examples we study a model of expanding circle maps and a quasistatic…

Probability · Mathematics 2019-10-17 Olli Hella

We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…

Probability · Mathematics 2025-03-18 Fabrice Gamboa , Martin Venker

Let $(a_n)_{n=0}^\infty$ be a second-order linear recurrence sequence with constant coefficients over the field of $p$-adic numbers $\mathbb{Q}_p$. We study the set of limit points of the sequence of consecutive ratios…

Number Theory · Mathematics 2024-06-11 Rishi Kumar

This paper does three things: It proves a central limit theorem for novel permutation statistics (for example, the number of descents plus the number of descents in the inverse). It provides a clear illustration of a new approach to proving…

Probability · Mathematics 2016-10-28 Sourav Chatterjee , Persi Diaconis

Let $(X_i)_{i \geq 1}$ and $(Y_i)_{i\geq1}$ be two independent sequences of independent identically distributed random variables taking their values in a common finite alphabet and having the same law. Let $LC_n$ be the length of the…

Probability · Mathematics 2023-01-09 Christian Houdré , Ümit Işlak

We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.

Probability · Mathematics 2016-01-07 Luísa Pereira , Zhongquan Tan

We prove a nonconventional invariance principle (functional central limit theorem) for random fields.

Probability · Mathematics 2012-01-24 Yuri Kifer

In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…

Probability · Mathematics 2020-08-06 Timothy Fortune , Magda Peligrad , Hailin Sang

We consider a nearest-neighbor, one-dimensional random walk $\{X_n\}_{n\geq 0}$ in a random i.i.d. environment, in the regime where the walk is transient with speed v_P > 0 and there exists an $s\in(1,2)$ such that the annealed law of…

Probability · Mathematics 2016-06-14 Jonathon Peterson

In this paper, based on the initiation of the notion of negatively associated random variables under nonlinear probability, a strong limit theorem for weighted sums of random variables within the same frame is achieved without assumptions…

Probability · Mathematics 2017-06-20 Yuting Lan , Ning Zhang

We study limit theorems in the context of random perturbations of dispersing billiards in finite and infinite measure. In the context of a planar periodic Lorentz gas with finite horizon, we consider random perturbations in the form of…

Dynamical Systems · Mathematics 2020-01-29 Mark F. Demers , Francoise Pene , Hong-Kun Zhang

We consider the winding number of planar stationary Gaussian processes defined on the line. Under mild conditions, we obtain the asymptotic variance and the Central Limit Theorem for the winding number as the time horizon tends to infinity.…

Probability · Mathematics 2021-12-16 Jean-Marc Azaïs , Federico Dalmao , José R. León

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

Probability · Mathematics 2009-11-11 V. Shcherbakov

We consider a random walk $(Y_N)_{N\geq 0}$ on $\mathbb{R}^2$ generated by successively applying independent random isometries, drawn from a fixed measure $\mu$, to the point $0$. When the support of $\mu$ is finite and includes an…

Probability · Mathematics 2026-01-26 Reuben Drogin , Felipe Hernández

Under certain general conditions, we prove that the stable central limit theorem holds in the total variation distance and get its optimal convergence rate for all $\alpha \in (0,2)$. Our method is by two measure decompositions, one step…

Probability · Mathematics 2023-12-08 Xiang Li , Lihu Xu , Haoran Yang

In this paper, we derive a central limit theorem for collections of weakly correlated random variables indexed by discrete metric spaces, where the correlation decays in the distance of the indices. The correlation structure we study…

Probability · Mathematics 2022-02-11 Michael Fleermann , Werner Kirsch

We provide a framework for empirical process theory of locally stationary processes using the functional dependence measure. Our results extend known results for stationary Markov chains and mixing sequences by another common possibility to…

Statistics Theory · Mathematics 2021-08-20 Nathawut Phandoidaen , Stefan Richter

A central limit theorem for binary tree is numerically examined. Two types of central limit theorem for higher-order branches are formulated. A topological structure of a binary tree is expressed by a binary sequence, and the…

Data Analysis, Statistics and Probability · Physics 2013-04-10 Ken Yamamoto , Yoshihiro Yamazaki

We obtain the analogue of the classical result by Erd\"os and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central…

Probability · Mathematics 2016-09-20 Patricia Alonso Ruiz , Alexander S. Rakitko