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A strong invariance principle is established for random fields which satisfy dependence conditions more general than positive or negative association. We use the approach of Cs\"{o}rg\H{o} and R\'{e}v\'{e}sz applied recently by Balan to…

Probability · Mathematics 2007-05-23 Alexander Bulinski , Alexey Shashkin

Consider a Bernoulli random field satisfying the Hannan's condition. Recently, invariance principles for partial sums of random fields over rectangular index sets are established. In this note we complement previous results by investigating…

Probability · Mathematics 2015-11-17 Jana Klicnarová , Dalibor Volný , Yizao Wang

This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, which include all of the (nonlinear) nonparametric instrumental variables (IV) as special…

Statistics Theory · Mathematics 2018-01-04 Xiaohong Chen , Demian Pouzo

We prove Edgeworth type expansions for distribution functions of sums of free random variables under minimal moment conditions. The proofs are based on the analytic definition of free convolution. We apply these results to the expansion of…

Probability · Mathematics 2011-12-22 G. P. Chistyakov , F. Götze

Let $(X_i)$ be a stationary and ergodic Markov chain with kernel $Q$, $f$ an $L^2$ function on its state space. If $Q$ is a normal operator and $f = (I-Q)^{1/2}g$ (which is equivalent to the convergence of $\sum_{n=1}^\infty…

Probability · Mathematics 2009-12-16 Dalibor Volný

We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance…

Probability · Mathematics 2012-04-12 Yizao Wang , Michael Woodroofe

Given a general symmetric elliptic operator $$ L\_{a} := \sum\_{k,,j=1}^d \p\_k (a\_{kj} \p\_j) + \sum\_{k=1}^d a\_k \p\_k - \p\_k(\overline{a\_k} .) + a\_0$$we define the associated Dirichlet-to-Neumann (D-t-N) operator with partial data,…

Analysis of PDEs · Mathematics 2016-04-14 El Maati Ouhabaz

Assuming the generalized Lindel\"{o}f hypothesis (GLH), a weak version of the generalized Ramanujan conjecture and a Rankin--Selberg type partial sum estimate, we establish the normality of the sum of coefficients of a general $L$-function…

Number Theory · Mathematics 2024-12-17 Sun-Kai Leung

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

Probability · Mathematics 2012-10-12 Bojan Basrak , Danijel Krizmanić , Johan Segers

The (CLT) central limit theorems for generalized Frechet means (data descriptors assuming values in stratified spaces, such as intrinsic means, geodesics, etc.) on manifolds from the literature are only valid if a certain empirical process…

Statistics Theory · Mathematics 2018-01-23 Benjamin Eltzner , Stephan F. Huckemann

We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…

Probability · Mathematics 2019-11-28 Benjamin Landon , Philippe Sosoe

We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…

Dynamical Systems · Mathematics 2020-01-14 Olli Hella , Juho Leppänen

We prove a nonconventional invariance principle (functional central limit theorem) for random fields.

Probability · Mathematics 2012-01-24 Yuri Kifer

Recently, Nitzan and Olsen showed that Balian-Low theorems (BLTs) hold for discrete Gabor systems defined on $\mathbb{Z}_d$. Here we extend these results to a multivariable setting. Additionally, we show a variety of applications of the…

Classical Analysis and ODEs · Mathematics 2020-02-05 Michael Northington , Josiah Park

In this paper, we introduce a joint central limit theorem (CLT) for specific bilinear forms, encompassing the resolvent of the sample covariance matrix under an elliptical distribution. Through an exhaustive exploration of our theoretical…

Statistics Theory · Mathematics 2023-12-29 Yanqing Yin , Wang Zhou

In this paper we provide an asymptotic theory for the symmetric version of the Kullback--Leibler (KL) divergence. We define a estimator for this divergence and study its asymptotic properties. In particular, we prove Law of Large Numbers…

Probability · Mathematics 2024-01-31 Helder Rojas , Artem Logachov

We study an analogue of the Mertens conjecture in the setting of global function fields. Building on the work of Cha, we show that most hyperelliptic curves do not satisfy the Mertens conjecture, but that if we modify the Mertens conjecture…

Number Theory · Mathematics 2015-02-25 Peter Humphries

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…

Dynamical Systems · Mathematics 2019-12-19 Domokos Szász , Tamás Varjú

Let L be a finite extension of Q_p and d a positive integer. A conjecture, due to C. Breuil and P. Schneider, says that the existence of invariant norms on certain locally algebraic representations of GL_{d+1}(L) should be equivalent to the…

Number Theory · Mathematics 2009-09-04 Yongquan Hu

We prove equality of the vector field (iterated commutator) type and the regular contact type, which together with the Bloom theorem on equality of the Levi-form type and the regular contact type provides a complete solution of a long…

Complex Variables · Mathematics 2019-02-28 Xiaojun Huang , Wanke Yin
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