Related papers: Note on a q-modified central limit theorem
We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…
The q-Gaussian is a probability distribution generalizing the Gaussian one. In spite of a q-normal distribution is popular, there is a problem when calculating an expectation value with a corresponding normalized distribution and not a…
The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…
We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…
Nonlinear time series models with exogenous regressors are essential in econometrics, queuing theory, and machine learning, though their statistical analysis remains incomplete. Key results, such as the law of large numbers and the…
We study the generalized q-dimensions of measures supported on non-autonomous conformal attractors, which are the generalizations of Moran sets and the attractors of iterated function systems. We first prove that the critical values of…
Gaussian binomial coefficients are q-analogues of the binomial coefficients of integers. On the other hand, binomial coefficients have been extended to finite words, i.e., elements of the finitely generated free monoids. In this paper we…
We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is…
Let $(\tau_n)$ be a sequence of toral automorphisms $\tau_n : x \rightarrow A_n x \hbox{mod}\ZZ^d$ with $A_n \in {\cal A}$, where ${\cal A}$ is a finite set of matrices in $SL(d, \mathbb{Z})$. Under some conditions the method of…
In this note, we proved that weak limits, of sums of independent positive identically distributed random variables which are re-normalized by a non-linear shrinking transform $\max(0, x-r)$, are either degenerate or (some) compound Poisson…
The present paper establishes convolution theorems for regular estimators when the limit experiment is non-Gaussian or of infnite dimension with sparse parameter space. Applications are given for Gaussian shift experiments of infnite…
For a process U(t,s) acting on a one-parameter family of normed spaces, we present a notion of time-dependent attractor based only on the minimality with respect to the pullback attraction property. Such an attractor is shown to be…
We establish a central limit theorem for the unnormalized linear statistic of the Gaussian Unitary Ensemble under optimal conditions: the linear statistics converges if and only if the expression for the limiting variance is finite.
In this paper, we present an oscillatory version of the celebrated Breuer-Major theorem that is motivated by the random corrector problem. As an application, we are able to prove new results concerning the Gaussian fluctuation of the random…
We prove a central limit theorem for the volume of projections of the N-cube onto a random subspace of dimension n, when n is fixed and N tends to infinity. Randomness in this case is with respect to the Haar measure on the Grassmannian…
A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…
While several instances of shifted convolution problems for GL(3) x GL(2) have been solved, the case where one factor is the classical divisor function and one factor is a GL(3) Fourier coefficient has remained open. We solve this case in…
The first aim of this paper is to wonder to what extent we can generalize the central limit theorem of Gordin [5] under the so-called L 1-projective criteria to ergodic stationary random fields when completely commuting filtrations are…
For a Gaussian process $X$ and smooth function $f$, we consider a Stratonovich integral of $f(X)$, defined as the weak limit, if it exists, of a sequence of Riemann sums. We give covariance conditions on $X$ such that the sequence converges…
We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…