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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 consider the probability distributions of values in the complex plane attained by Fourier sums of the form \sum_{j=1}^n a_j exp(-2\pi i j nu) /sqrt{n} when the frequency nu is drawn uniformly at random from an interval of length 1. If…

Probability · Mathematics 2017-07-24 Dominik Janzing , Naji Shajarisales , Michel Besserve

Let $L_{n}$ be the least common multiple of a random set of integers obtained from $\{1,\ldots,n\}$ by retaining each element with probability $\theta\in (0,1)$ independently of the others. We prove that the process $(\log L_{\lfloor…

Probability · Mathematics 2018-01-29 Gerold Alsmeyer , Zakhar Kabluchko , Alexander Marynych

Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…

Probability · Mathematics 2016-10-06 Tobias Fissler , Christoph Thaele

We estimate linear functionals in the classical deconvolution problem by kernel estimators. We obtain a uniform central limit theorem with $\sqrt{n}$-rate on the assumption that the smoothness of the functionals is larger than the…

Statistics Theory · Mathematics 2020-06-12 Jakob Söhl , Mathias Trabs

Benford's law is a famous law in statistics which states that the leading digits of random variables in diverse data sets appear not uniformly from 1 to 9; the probability that d (d=1,...,9) appears as a leading digit is given by…

Probability · Mathematics 2019-05-07 Kazufumi Ozawa

The binary sum-of-digits function $\mathsf{s}$ returns the number of ones in the binary expansion of a nonnegative integer. Cusick's Hamming weight conjecture states that, for all integers $t\geq 0$, the set of nonnegative integers $n$ such…

Number Theory · Mathematics 2023-09-04 Bartosz Sobolewski , Lukas Spiegelhofer

Extending the classical Dirichlet's density theorem on coprime pairs, in this paper we describe completely the probability distribution of the number of coprime pairs in random squares of fixed side length in the lattice $\mathbb{N}^2$. The…

Number Theory · Mathematics 2024-03-20 José L. Fernández , Pablo Fernández

We study nonparametric density estimation in non-stationary drift settings. Given a sequence of independent samples taken from a distribution that gradually changes in time, the goal is to compute the best estimate for the current…

Machine Learning · Computer Science 2023-10-31 Alessio Mazzetto , Eli Upfal

The Ewens-Pitman model defines a distribution on random partitions of $\{1,\ldots,n\}$, with parameters $\alpha \in [0,1)$ and $\theta > -\alpha$; the case $\alpha=0$ reduces to the classical Ewens model from population genetics. We…

Probability · Mathematics 2026-01-28 Bernard Bercu , Claudia Contardi , Emanuele Dolera , Stefano Favaro

The standard central limit theorem plays a fundamental role in Boltzmann-Gibbs statistical mechanics. This important physical theory has been generalized \cite{Tsallis1988} in 1988 by using the entropy $S_q = \frac{1-\sum_i p_i^q}{q-1}$…

Statistical Mechanics · Physics 2009-11-11 Sabir Umarov , Constantino Tsallis , Stanly Steinberg

We explore an asymptotic behavior of densities of sums of independent random variables that are convoluted with a small continuous noise.

Probability · Mathematics 2019-01-11 Sergey G. Bobkov , Arnaud Marsiglietti

A central limit theorem with explicit error bound, and a large deviation result are proved for a sequence of weakly dependent random variables of a special form. As a corollary, under certain conditions on the function $f: [0,1] \to…

Number Theory · Mathematics 2017-07-28 Bence Borda

Given a probability distribution on an open book (a metric space obtained by gluing a disjoint union of copies of a half-space along their boundary hyperplanes), we define a precise concept of when the Fr\'{e}chet mean (barycenter) is…

In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along with the asymptotic distribution of the fluctuations. Our key…

Probability · Mathematics 2023-11-03 Simon Campese , Nicolas Lengert , Mark Podolskij

In this paper, a connection between bi-free probability and the asymptotics of random quantum channels and tensor products of random matrices is established. Using bi-free matrix models, it is demonstrated that the spectral distribution of…

Operator Algebras · Mathematics 2024-05-30 Paul Skoufranis

We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…

Statistics Theory · Mathematics 2022-05-09 Yuichi Akaoka , Kazuki Okamura , Yoshiki Otobe

Boundedness properties of operators associated with non-degenerate symmetric $\alpha$-stable, $\alpha \in (1,2)$, probability measures on $\mathbb{R}^d$ are investigated on appropriate, Euclidean or otherwise, $L^p$-spaces, $p \in…

Probability · Mathematics 2022-07-18 Benjamin Arras , Christian Houdré

In this paper, we study the maximum likelihood estimate of the probability mass function (pmf) of $n$ independent and identically distributed (i.i.d.) random variables, in the non-asymptotic regime. We are interested in characterizing the…

Statistics Theory · Mathematics 2020-11-23 Sina Molavipour , Germán Bassi , Mikael Skoglund

In this paper, we obtain a new estimate for uniform integrability under sublinear expectations. Based on this, we establish the limit theorems under nonlinear expectations dominated by sublinear expectations through tightness, and the limit…

Probability · Mathematics 2025-06-23 Xiaojuan Li , Mingshang Hu