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

Kramers' law describes the mean transition time of an overdamped Brownian particle between local minima in a potential landscape. We review different approaches that have been followed to obtain a mathematically rigorous proof of this…

For a system of ODEs defined on an open, convex domain $U$ containing a positively invariant set $\Gamma$, we prove that under appropriate hypotheses, $\Gamma$ is the graph of a $C^r$ function and thus a $C^r$ manifold. Because the…

We consider the limiting distribution of the quantity $X^s/(X+Y)^r$, where $X$ and $Y$ are two independent Binomial random variables with a common success probability and a number of trials $n$ and $m$, respectively, and $r,s$ are positive…

We consider weighted sums of independent random variables regulated by an increment sequence. We provide operative conditions that ensure strong law of large numbers for such sums to hold in both the centered and non-centered case. The…

We show that for certain integers $n$, the problem of whether or not a Cayley digraph $\Gamma$ of $\mathbb Z_n$ is also isomorphic to a Cayley digraph of some other abelian group $G$ of order $n$ reduces to the question of whether or not a…

This paper is dedicated to the consistency of systemic risk measures with respect to stochastic dependence. It compares two alternative notions of Conditional Value-at-Risk (CoVaR) available in the current literature. These notions are both…

This article studies large and local large deviations for sums of i.i.d. real-valued random variables in the domain of attraction of an $\alpha$-stable law, $\alpha\in (0,2]$, with emphasis on the case $\alpha=2$. There are two different…

It is shown that the Marcinkiewicz-Zygmund strong law of large numbers holds for pairwise independent identically distributed random variables. It is proved that if $X_{1}, X_{2}, \ldots$ are pairwise independent identically distributed…

We introduce a test for the conditional independence of random variables $X$ and $Y$ given a random variable $Z$, specifically by sampling from the joint distribution $(X,Y,Z)$, binning the support of the distribution of $Z$, and conducting…

Let us say that a graph $G$ is Ramsey for a tuple $(H_1,\dots,H_r)$ of graphs if every $r$-coloring of the edges of $G$ contains a monochromatic copy of $H_i$ in color $i$, for some $i \in [r]$. A famous conjecture of Kohayakawa and…

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…

Suppose we are interested in the effect of variable $X$ on variable $Y$. If $X$ and $Y$ both influence, or are associated with variables that influence, a common outcome, called a collider, then conditioning on the collider (or on a…

Gaussian graphical models are parametric statistical models for jointly normal random variables whose dependence structure is determined by a graph. In previous work, we introduced trek separation, which gives a necessary and sufficient…

A random variable Z will be called self-inverse if it has the same distribution as its reciprocal 1/Z. It is shown that if Z is defined as a ratio, X/Y, of two rv's X and Y (with Pr[X=0]=Pr[Y=0]=0), then Z is self-inverse if and only if X…

In this paper we examine the deviations from Gaussianity for two types of random variable converging to a normal distribution, namely sums of random variables generated by a deterministic discrete time map and a linearly damped variable…

A Cram\'er-type moderate deviation theorem quantifies the relative error of the tail probability approximation. It provides theoretical justification when the limiting tail probability can be used to estimate the tail probability under…

Time-independent gauge transformations are implemented in the canonical formalism by the Gauss law which is not covariant. The covariant form of Gauss law is conceptually important for studying asymptotic properties of the gauge fields. For…

In this paper, we present an oscillatory version of the celebrated Breuer-Major theorem that is motivated by the random corrector problem. As an application, we are able to prove new results concerning the Gaussian fluctuation of the random…

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

We consider a random walk on a supercritical Galton-Watson tree with leaves, where the transition probabilities of the walk are determined by biases that are randomly assigned to the edges of the tree. The biases are chosen independently on…