Related papers: Cram\'er theorem for Gamma random variables

In this paper, we essentially compute the set of $x,y>0$ such that the mapping $z \longmapsto \Big{(}1-r+r e^z\Big{)}^x \Big{(}\dis\frac{\lambda}{\lambda-z}\Big{)}^{y}$ is a Laplace transform. If $X$ and $Y$ are two independent random…

A well-known result of Benjamini, Lyons, Peres, and Schramm states that if $G$ is a finitely generated Cayley graph of a group $\Gamma$, then $\Gamma$ is amenable if and only if $G$ admits a $\Gamma$-invariant random spanning tree with at…

An inductive probabilistic classification rule must generally obey the principles of Bayesian predictive inference, such that all observed and unobserved stochastic quantities are jointly modeled and the parameter uncertainty is fully…

We introduce a new test for conditional independence which is based on what we call the weighted generalised covariance measure (WGCM). It is an extension of the recently introduced generalised covariance measure (GCM). To test the null…

Ramsey's Theorem states that a graph $G$ has bounded order if and only if $G$ contains no complete graph $K_n$ or empty graph $E_n$ as its induced subgraph. The Gy\'arf\'as-Sumner conjecture says that a graph $G$ has bounded chromatic…

In [11] it has been proved some variational formula on the Legendre-Fenchel transform of the cumulant generating function (the Cram\'er function) of Rademacher series with coefficients in the space $\ell^1$. In this paper we show a…

The conditional randomization test (CRT) was recently proposed to test whether two random variables X and Y are conditionally independent given random variables Z. The CRT assumes that the conditional distribution of X given Z is known…

We study the persistence exponent for the first passage time of a random walk below the trajectory of another random walk. More precisely, let $\{B_n\}$ and $\{W_n\}$ be two centered, weakly dependent random walks. We establish that…

Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution…

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Let $G$ be a reflection group acting on a vector space $V$ and let $\gamma$ be an automorphism of $V$ normalising $G$. We study how $\gamma$ acts on invariants and covariants (for various representations) of $G$, and properties of its…

This paper deals with sequences of random variables belonging to a fixed chaos of order $q$ generated by a Poisson random measure on a Polish space. The problem is investigated whether convergence of the third and fourth moment of such a…

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

In bistable dynamical systems driven by Wiener processes, the widely used Kramers' law relates the strength of the noise forcing to the average time it takes to see a noise-induced transition from one attractor to the other. We extend this…

The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in presence of strong correlations between the added random contributions. Here, we study this problem for…

We consider a L\'evy process that starts from $x<0$ and conditioned on having a positive maximum. When Cram\'er's condition holds, we provide two weak limit theorems as $x\to -\infty$ for the law of the (two-sided) path shifted at the first…

We prove that a positive self-similar Markov process $(X,\mathbb{P})$ that hits 0 in a finite time admits a self-similar recurrent extension that leaves 0 continuously if and only if the underlying L\'{e}vy process satisfies Cram\'{e}r's…

We compute explicit bounds in the normal and chi-square approximations of multilinear homogenous sums (of arbitrary order) of general centered independent random variables with unit variance. In particular, we show that chaotic random…

We exploit a result by Nerman which shows that conditional limit theorems hold when a certain monotonicity condition is satisfied. Our main result is an application to vertex degrees in random graphs, where we obtain asymptotic normality…

An old question in Ramsey theory asks whether any finite coloring of the natural numbers admits a monochromatic pair $\{x+y,xy\}$. We answer this question affirmatively in a strong sense by exhibiting a large new class of non-linear…