Related papers: Local limit theorems in free probability theory
We consider the existence of the integrated density of states (IDS) of the Anderson model on the Hilbert space $\ell^2(\mathbb{Z}^d)$ as analogues to the law of large numbers (LLN). In this work, we prove the analogues central limit theorem…
We establish effective convergence rates in the Doeblin-Lenstra law, describing the limiting distribution of approximation coefficients arising from continued fraction convergents of a typical real number. More generally, we prove…
In this paper we investigate the asymptotic distribution of likelihood ratio tests in models with several groups, when the number of groups converges with the dimension and sample size to infinity. We derive central limit theorems for the…
We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…
We give a sufficient condition for the local limit theorem. To construct it, we employ infinite times of convolutions of probability density functions.
In this paper, on the sublinear expectation space, we establish a comparison theorem between independent and convolutionary random vectors, which states that the partial sums of those two sequences of random vectors are identically…
We study the local limit theorem for weighted sums of Bernoulli variables. We show on examples that this is an important question in the general theory of the local limit theorem, and which turns up to be not well explored. The examples we…
Let n points be taken at random on a circle of unit circumference and clockwise ordered. Uniform spacings are defined as the clockwise arc-lengths between the successive points from this sample. We are interested in the asymptotic behavior…
In this paper we study $L_p$-norm spherical copulas for arbitrary $p \in [1,\infty]$ and arbitrary dimensions. The study is motivated by a conjecture that these distributions lead to a sharp bound for the value of a certain generalized mean…
In our previous paper \cite{FTD1}, we derived the almost sure convergence of the global density of eigenvalues of random matrices of the SYK model. In this paper, we will prove the central limit theorem for the linear statistic of…
We show that for every ergodic and aperiodic probability preserving system $(X,\mathcal{B},m,T)$, there exists $f:X\to \mathbb{Z}^d$, whose corresponding cocycle satisfies the $d$-dimensional local central limit theorem. We use the…
We provide new bounds for the rate of convergence of the multivariate Central Limit Theorem in Wasserstein distances of order $p \geq 2$. In particular, we obtain what we conjecture to be the asymptotically optimal rate whenever the density…
Let $\mathbb{B}_p^N$ be the $N$-dimensional unit ball corresponding to the $\ell_p$-norm. For each $N\in\mathbb N$ we sample a uniform random subspace $E_N$ of fixed dimension $m\in\mathbb{N}$ and consider the volume of $\mathbb{B}_p^N$…
The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…
We deduce sufficient conditions for the Central Limit Theorem (CLT) in the Lebesgue-Riesz space L(p) defined on some measure space for the sequence of centered random variables satisfying the strong mixing (Rosenblatt) condition. We…
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…
For Young systems, i.e. for hyperbolic systems without/with singularities satisfying Lai-Sang Young's axioms (which imply exponential decay of correlation and the CLT) a local CLT is proven. In fact, a unified version of the local CLT is…
In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…
We investigate the asymptotic properties of permutations drawn from the Luce model, a natural probabilistic framework in which permutations are generated sequentially by sampling without replacement, with selection probabilities…
In this article, we study the pointwise asymptotic behavior of iterated convolutions on the one dimensional lattice Z. We generalize the so-called local limit theorem in probability theory to complex valued sequences. A sharp rate of…