Related papers: Note on a q-modified central limit theorem
In this expository note, we give a modern proof of Hanson-Wright inequality for quadratic forms in sub-gaussian random variables. We deduce a useful concentration inequality for sub-gaussian random vectors. Two examples are given to…
The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point-wise ergodic conditions studied in…
We revisit the central limit theorem for integrated periodograms, equivalently for Toeplitz quadratic forms of stationary Gaussian sequences. Under a regular-variation assumption allowing long-memory singularities and slowly varying…
We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…
I continue the investigation of a q-analogue of the convolution on the line started in a joint work with Koornwinder and based on a formal definition due to Kempf and Majid. Two different ways of approximating functions by means of the…
In this note, we give a probabilistic interpretation of the Central Limit Theorem used for approximating isotropic Gaussians in [1].
The Rotar central limit theorem is a remarkable theorem in the non-classical version since it does not use the condition of asymptotic infinitesimality for the independent individual summands, unlike the theorems named Lindeberg's and…
The stochastic properties of variables whose addition leads to $q$-Gaussian distributions $G_q(x)=[1+(q-1)x^2]_+^{1/(1-q)}$ (with $q\in\mathbb{R}$ and where $[f(x)]_+=max\{f(x),0\}$) as limit law for a large number of terms are…
This paper was motivated by a recent paper by Krumm and Pollack investigating modulo-$p$ behaviour of quadratic twists with rational points of a given hyperelliptic curve, conditional on the abc-conjecture. We extend those results to…
Let $B=(B_x)_{x\in\mathbb{R}^d}$ be a collection of $N(0,1)$ random variables forming a real-valued continuous stationary Gaussian field on $\mathbb{R}^d$, and set $C(x-y)=\mathbb{E}[B_xB_y]$. Let $\varphi:\mathbb{R}\to\mathbb{R}$ be such…
Through a reformulation of the local limit theorem and law of small numbers, which is obtained by working in the spaces naturally associated to the limiting distributions, we discover a general and abstract framework for the investigation…
The probability distribution of sums of iterates of the logistic map at the edge of chaos has been recently shown [see U. Tirnakli, C. Beck and C. Tsallis, Phys. Rev. E 75, 040106(R) (2007)] to be numerically consistent with a q-Gaussian,…
We analyze the features of the Minkowskian limit of a particular non-analytical f(R) model, whose Taylor expansion in the weak field limit does not hold, as far as gravitational waves (GWs) are concerned. We solve the corresponding Einstein…
The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…
This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…
We prove CLTs for biased randomly trapped random walks in one dimension. In particular, we will establish an annealed invariance principal by considering a sequence of regeneration times under the assumption that the trapping times have…
We establish a central limit theorem for the eigenvalue counting function of a matrix of real Gaussian random variables.
We provide a new proof of the inverse theorem for the Gowers $U^{s+1}$-norm over groups $H=\mathbb Z/N\mathbb Z$ for $N$ prime. This proof gives reasonable quantitative bounds (the worst parameters are double-exponential), and in particular…
For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f \sim \sum\limits_{i=1}^n f(\eta_i) (Z_i + \delta_i)^2$, where $Z_i \sim N(0,1)$. The inequality is expressed in terms…
It is common to model random errors in a classical measurement by the normal (Gaussian) distribution, because of the central limit theorem. In the quantum theory, the analogous hypothesis is that the matrix elements of the error in an…