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We prove for the rescaled convolution map $f\to f\circledast f$ propagation of polynomial, exponential and gaussian localization. The gaussian localization is then used to prove an optimal bound on the rate of entropy production by this…

Probability · Mathematics 2011-06-14 E. Carlen , A. Soffer

In this paper, we investigate a central limit theorem for weighted sums of independent random variables under sublinear expectations. It is turned out that our results are natural extensions of the results obtained by Peng and Li and Shi.

Probability · Mathematics 2011-05-05 Defei Zhang

We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…

Combinatorics · Mathematics 2023-06-22 Lisa Hofer

In this paper we study uniform versions of two limit theorems in random left truncation model (RLTM). The law of large numbers (LLN) and the central limit theorem (CLT) have been obtained under the bracketing entropy conditions in this…

Statistics Theory · Mathematics 2016-07-27 Vahid Fakoor , Raheleh. Zamini

We prove that the rate of convergence for the central limit theorem in finite free convolution is of order $n^{1/2}$

Probability · Mathematics 2023-10-25 Octavio Arizmendi , Daniel Perales

In this paper we prove a central limit theorem for some probability measures defined as asymtotic densities of integer sets defined via sum-of-digit-function. To any integer a we can associate a measure on Z called $\mu$a such that, for any…

Probability · Mathematics 2019-04-22 Jordan Emme , Pascal Hubert

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…

Probability · Mathematics 2024-06-26 Wai-Kit Lam , Arnab Sen

In this work the $\ell_q$-norms of points chosen uniformly at random in a centered regular simplex in high dimensions are studied. Berry-Esseen bounds in the regime $1\leq q < \infty$ are derived and complemented by a non-central limit…

Probability · Mathematics 2020-05-12 Anastas Baci , Zakhar Kabluchko , Joscha Prochno , Mathias Sonnleitner , Christoph Thaele

We prove a central limit theorem for the normalized overlap between two replicas in the spherical SK model in the high temperature phase. The convergence holds almost surely with respect to the disorder variables, and the inverse…

Probability · Mathematics 2019-10-23 Vu Lan Nguyen , Philippe Sosoe

We consider a class of non-conformal expanding maps on the $d$-dimensional torus. For an equilibrium measure of an H\"older potential, we prove an analogue of the Central Limit Theorem for the fluctuations of the logarithm of the measure of…

Dynamical Systems · Mathematics 2009-12-17 Renaud Leplaideur , Benoit Saussol

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

This paper introduces the notion of pseudo-independence on the sublinear expectation space $(\Omega,\mathcal{F},\mathcal{P})$ via the classical conditional expectation, and the relations between pseudo-independence and Peng's independence…

Probability · Mathematics 2021-06-01 Xinpeng Li

We prove a local limit theorem for nearest neighbours random walks in stationary random environment of conductances on Z without using any of both classic assumptions of uniform ellipticity and independence on the conductances. Besides the…

Probability · Mathematics 2014-09-16 Jean-Marc Derrien

We study Edgeworth expansions in limit theorems for self-normalized sums. Non-uniform bounds for expansions in the central limit theorem are established while only imposing minimal moment conditions. Within this result, we address the case…

Probability · Mathematics 2022-08-11 Pascal Beckedorf , Angelika Rohde

We prove that for q>=1, there exists r(q)<1 such that for p>r(q), the number of points in large boxes which belongs to the infinite cluster has a normal central limit behaviour under the random cluster measure phi_{p,q} on Z^d, d>=2.…

Probability · Mathematics 2007-05-23 Olivier Garet

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

Statistics Theory · Mathematics 2011-04-25 G. Jogesh Babu , Zhidong Bai , Kwok Pui Choi , Vasudevan Mangalam

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

Dynamical Systems · Mathematics 2014-12-03 Manfred Denker , Mikhail Gordin

Reflecting diffusions on continuum percolation clusters are considered. Assuming that the occupied region has a unique unbounded cluster and the cluster satisfies geometrical conditions such as volume regularity, isoperimetric conditions,…

Probability · Mathematics 2024-03-08 Yutaka Takeuchi

In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established:…

Statistics Theory · Mathematics 2013-06-07 Yuexu Zhao , Zhengyan Lin

Let $(\Omega, \A, \mu)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $\Omega$ with positive entropy. We show that there is a bounded and strictly stationary martingale difference sequence defined on $\Omega$…

Probability · Mathematics 2007-05-23 Mohamed El Machkouri , Dalibor Volny