Related papers: A Borel-Cantelli lemma and its applications
The Lov\'{a}sz Local Lemma is a central tool in probabilistic combinatorics, providing a sufficient condition under which a finite collection of undesirable events with limited dependencies can be simultaneously avoided with positive…
Let $(\Omega, \mathcal{A}, \mu)$ be a probability space. The classical Borel-Cantelli Lemma states that for any sequence of $\mu$-measurable sets $E_i$ ($i=1,2,3,\dots$), if the sum of their measures converges then the corresponding…
We present a complete characterization of the asymptotic behaviour of a correlated Bernoulli sequence { which depends on the parameter $\theta \in [0,1]$. A martingale theory based approach will allow} us to prove versions of the law of…
We prove several limit theorems for a simple class of partially hyperbolic fast-slow systems. We start with some well know results on averaging, then we give a substantial refinement of known large (and moderate) deviation results and…
In this article, we establish optimality results regarding the dynamical Borel-Cantelli lemma and the the Hausdorff dimension of certain dynamical diophantine sets.
In this paper we study the almost sure conditional central limit theorem in its functional form for a class of random variables satisfying a projective criterion. Applications to strongly mixing processes and non irreducible Markov chains…
Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…
In this paper, by establishing a Borel-Cantelli lemma for a capacity which is not necessarily continuous, and a link between a sequence of independent random variables under the sub-linear expectation and a sequence of independent random…
This paper explores how to adapt a new dynamical core to enable its use in one-way nested regional weather and climate models, where lateral boundary conditions (LBCs) are provided by a lower-resolution driving model. The dynamical core has…
We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this…
A useful heuristic in the understanding of large random combinatorial structures is the Arratia-Tavare principle, which describes an approximation to the joint distribution of component-sizes using independent random variables. The…
Borell's formula is a stochastic variational formula for the log-Laplace transform of a function of a Gaussian vector. We establish an extension of this to the Riemannian setting and give a couple of applications, including a new proof of a…
For a sequence of independent events $E_n$ the sum of the associated zero-one random variables $1_{E_n}$ is almost surely finite or almost surely infinite according as the sum of the probabilities converges or diverges. In this paper the…
This paper is devoted to the study of the stochastic properties of dynamical systems preserving an infinite measure. More precisely we prove central limit theorems for Birkhoff sums of observables of $\mathbb{Z}^2$-extensions of dynamical…
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…
Let I_1,...,I_n be independent but not necessarily identically distributed Bernoulli random variables, and let X_n=\sum_{j=1}^nI_j. For \nu in a bounded region, a local central limit theorem expansion of P(X_n=EX_n+\nu) is developed to any…
We develop a Glivenko--Cantelli theory for monotone, almost additive functions of i.\,i.\,d.\ sequences of random variables indexed by~$\Z^d$. Under certain conditions on the random sequence, short range correlations are allowed as well. We…
This paper provides refined versions of some known functional central limit theorems for conditional Poisson sampling which are more suitable for applications. The theorems presented in this paper are generalizations of some results that…
We consider implications of dynamical Borel-Cantelli lemmas for rates of growth of Birkhoff sums of non-integrable observables $\varphi(x) = d(x,p)^{-k}$, $k>0$, on ergodic dynamical systems $(T,X,\mu)$ where $\mu(X) = 1$. Some general…
We present a selection of basic results on Borel reducibility of Borel ideals and equivalence relations, especially those with comparably short proofs. The focal point are reducibility/irreducibility results related to some special…