Related papers: A weighted central limit theorem under sublinear e…
In this paper we present the theory of lacunary trigonometric sums and lacunary sums of dilated functions, from the origins of the subject up to recent developments. We describe the connections with mathematical topics such as…
Weighted dependency graphs have been recently introduced by the second author, as a toolbox to prove central limit theorems. In this paper, we prove that spins in the $d$-dimensional Ising model display such a weighted dependency structure.…
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…
We take a unified approach to central limit theorems for a class of irreducible urn models with constant replacement matrix. Depending on the eigenvalue, we consider appropriate linear combinations of the number of balls of different…
In this paper, we obtain error bound for binomial and negative binomial approximations to weighted sums of locally dependent random variables, using Stein's method. We also discuss approximation results for weighted sums of independent…
We show how recent results by Bening and Korolev in the context of estimation, when linked with a classical result of Fisher concerning the negative binomial distribution, can be used to explain the ubiquity of power law probability…
We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the cumulant method.
We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly reinforced generalized Polya urns.
We present an entropy comparison result concerning weighted sums of independent and identically distributed random variables.
We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n} \ll b_n \ll n$ and test functions are sufficiently smooth.
We prove moment inequalities for a class of functionals of i.i.d. random fields. We then derive rates in the central limit theorem for weighted sums of such randoms fields via an approximation by $m$-dependent random fields.
We prove a central limit theorem for $\log|\zeta(1/2+it)|$ with respect to the measure $|\zeta^{(m)}(1/2+it)|^{2k}dt$ ($k,m\in\mathbb N$), assuming RH and the asymptotic formula for twisted and shifted integral moments of zeta. Under the…
In this paper, we focus on studying central limit theorems for functionals of some specific stationary random processes. In classical probability theory, it is well-known that for non-linear functionals of stationary Gaussian sequences, we…
It is a manuscript for results about entropic central limit theorem for independent sum under finite Poincar\'e constant conditions.
The "typical" asymptotic behavior of the weighted sums of independent random vectors in $k$-dimensional space is considered. It is shown that in this case the rate of convergence in the multivariate central limit theorem is of order…
In this article, we will consider Wishart Matrices with correlated entries, but with a strictly log-concave law. It has been shown by A.Pajor and L.Pastur that the empirical measures of such matrices converges. We will show, under some…
The law of large numbers (LLN) and central limit theorem (CLT) are long and widely been known as two fundamental results in probability theory. Recently problems of model uncertainties in statistics, measures of risk and superhedging in…
In a recent paper the author obtained optimal bounds for the strong Gaussian approximation of sums of independent $\R^d$-valued random vectors with finite exponential moments. The results may be considered as generalizations of well-known…
We show that there exists a very natural, superstatistics-linked extension of the central limit theorem (CLT) to deformed exponentials (also called q-Gaussians): This generalization favorably compares with the one provided by S. Umarov and…
Following [1], the aim of this paper is to analyze the relative weighted entropy involving the central moments weight functions. We compare the standard relative entropy with the weighted case in two particular forms of Gaussian…