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A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…

Statistics Theory · Mathematics 2008-12-18 François Roueff , Murad S. Taqqu

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

Probability · Mathematics 2020-06-22 Ilya Soloveychik

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

Probability · Mathematics 2020-07-01 Zengjing Chen , Larry G. Epstein

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

In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the…

Probability · Mathematics 2015-12-07 Richard C. Bradley , Cristina Tone

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

Probability · Mathematics 2025-01-29 Alexander Shmyrov , Vasily Shmyrov

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

Statistics Theory · Mathematics 2011-04-22 John H. J. Einmahl , Estáte V. Khmaladze

We prove moment inequalities for a class of functionals of i.i.d. random fields. We then derive rates in the central limit theorem for weighted sums of such randoms fields via an approximation by $m$-dependent random fields.

Statistics Theory · Mathematics 2020-03-10 Davide Giraudo

Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…

Statistics Theory · Mathematics 2016-01-07 S. N. Lahiri , Peter M. Robinson

A Central Limit Theorem for linear combinations of iterates of an inner function is proved. The main technical tool is Aleksandrov Desintegration Theorem for Aleksandrov-Clark measures.

Complex Variables · Mathematics 2020-06-23 Artur Nicolau , Odí Soler i Gibert

We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.

Disordered Systems and Neural Networks · Physics 2007-05-23 Jung M. Woo , Jan Wehr

We prove a central limit theorem for random walks with finite variance on linear groups.

Probability · Mathematics 2016-05-25 Yves Benoist , Jean-François Quint

We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…

Combinatorics · Mathematics 2024-09-25 Aaron Abrams , Eric Babson , Henry Landau , Zeph Landau , James Pommersheim

This paper establishes a combinatorial central limit theorem for stratified randomization, which holds under a Lindeberg-type condition. The theorem allows for an arbitrary number or sizes of strata, with the sole requirement being that…

Statistics Theory · Mathematics 2024-04-16 Purevdorj Tuvaandorj

The Central Limit Theorem for Iterated Functions Systems on the circle is proved. We study also ergodicity of such systems.

Dynamical Systems · Mathematics 2017-08-04 Tomasz Szarek , Anna Zdunik

We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly reinforced generalized Polya urns.

Probability · Mathematics 2009-04-27 Patrizia Berti , Irene Crimaldi , Luca Pratelli , Pietro Rigo

In this paper we show a central limit theorem for Lebesgue integrals of stationary $BL(\theta)$-dependent random fields as the integration domain grows in Van Hove-sense. Our method is to use the (known) analogue result for discrete sums.…

Probability · Mathematics 2016-01-05 Jürgen Kampf

In this paper we study the central limit theorem and its functional form for random fields which are not started from their equilibrium, but rather under the measure conditioned by the past sigma field. The initial class considered is that…

Probability · Mathematics 2019-05-13 Magda Peligrad , Dalibor Volný

We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…

Probability · Mathematics 2018-03-28 Dalibor Volny
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