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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

We observe stationary random tessellations $X=\{\Xi_n\}_{n\ge1}$ in $\mathbb{R}^d$ through a convex sampling window $W$ that expands unboundedly and we determine the total $(k-1)$-volume of those $(k-1)$-dimensional manifold processes which…

Probability · Mathematics 2007-09-14 Lothar Heinrich , Hendrik Schmidt , Volker Schmidt

A random geometric graph $G(\mathcal{X}_n, r_n)$ is formed by taking a binomial process $\mathcal{X}_n$ as the set of vertices and joining any two distinct points with an edge if they lie within distance $r_n$ of each other. We investigate…

Probability · Mathematics 2026-04-28 Junpei Otsuka

Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…

Probability · Mathematics 2012-12-11 Matthias Schulte , Christoph Thaele

We prove a local limit theorem, i.e. a central limit theorem for densities, for a sequence of independent and identically distributed random variables taking values on an abstract Wiener space; the common law of those random variables is…

Probability · Mathematics 2016-10-05 Alberto Lanconelli , Aurel Iulian Stan

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

Probability · Mathematics 2017-08-03 Julian Grote , Zakhar Kabluchko , Christoph Thäle

The central limit theorem, the invariance principle and the Poisson limit theorem for the hierarchy of freeness are studied. We show that for given natural m the limit laws can be expressed in terms of non-crossing partitions of depth…

Quantum Algebra · Mathematics 2014-07-25 Uwe Franz , Romuald Lenczewski

We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…

Probability · Mathematics 2018-01-29 Łukasz Treszczotko

This article derives quantitative limit theorems for multivariate Poisson and Poisson process approximations. Employing the solution of Stein's equation for Poisson random variables, we obtain an explicit bound for the multivariate Poisson…

Probability · Mathematics 2021-06-01 Federico Pianoforte , Riccardo Turin

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

We prove a Poisson limit theorem in the total variation distance of functionals of a general Poisson point process using the Malliavin-Stein method. Our estimates only involve first and second order difference operators and are closely…

Probability · Mathematics 2019-05-28 Jens Grygierek

Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…

Statistics Theory · Mathematics 2016-01-07 S. N. Lahiri , Peter M. Robinson

We study the asymptotic nature of geometric structures formed from a point cloud of observations of (generally heavy tailed) distributions in a Euclidean space of dimension greater than one. A typical example is given by the Betti numbers…

Probability · Mathematics 2016-01-11 Takashi Owada , Robert J. Adler

We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…

Probability · Mathematics 2025-10-23 Jaroslav I. Borodavka , Sebastian Krumscheid

This paper considers limit theorems associated with subgraph counts in the age-dependent random connection model. First, we identify regimes where the count of sub-trees converges weakly to a stable random variable under suitable…

Probability · Mathematics 2024-09-10 Christian Hirsch , Takashi Owada

A $U$-statistic of a Poisson point process is defined as the sum $\sum f(x_1,\ldots,x_k)$ over all (possibly infinitely many) $k$-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos…

Probability · Mathematics 2013-12-13 Matthias Reitzner , Matthias Schulte

In this paper, we consider multistopping problems for finite discrete time sequences $X_1,...,X_n$. $m$-stops are allowed and the aim is to maximize the expected value of the best of these $m$ stops. The random variables are neither assumed…

Probability · Mathematics 2012-01-04 Andreas Faller , Ludger Rüschendorf

We study the asymptotic behavior of the maximum interpoint distance of random points in a $d$-dimensional set with a unique diameter and a smooth boundary at the poles. Instead of investigating only a fixed number of $n$ points as $n$ tends…

Probability · Mathematics 2017-09-13 Michael Schrempp

Let $ V_{n} = X_{1,n} + X_{2,n} + \cdots + X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $\lambda_{n} = \sum\limits_{i=1}^{n} b(i;n) $, $\lambda = \lim\limits_{n \to \infty}…

Probability · Mathematics 2018-12-18 Italo Simonelli , Lucia D. Simonelli

It is well-known that the central limit theorem holds for partial sums of a stationary sequence $(X_i)$ of $m$-dependent random variables with finite variance; however, the limit may be degenerate with variance 0 even if…

Probability · Mathematics 2013-12-06 Svante Janson