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It has been observed that the sample mean of certain probability distributions in Billera-Holmes-Vogtmann (BHV) phylogenetic spaces is confined to a lower-dimensional subspace for large enough sample size. This non-standard behavior has…

Statistics Theory · Mathematics 2023-04-12 Lars Lammers , Do Tran Van , Tom M. W. Nye , Stephan F. Huckemann

If L is a partition of n, the rank of L is the size of the largest part minus the number of parts. Under the uniform distribution on partitions, Bringmann, Mahlburg, and Rhoades showed that the rank statistic has a limiting distribution. We…

Combinatorics · Mathematics 2014-02-26 Persi Diaconis , Svante Janson , Robert C. Rhoades

Two surfaces are "sticky" if breaking their mutual contact requires a finite tensile force. At low fractal dimensions D, there is consensus stickiness does not depend on the upper truncation frequency of roughness spectrum (or…

Materials Science · Physics 2020-12-15 G. Violano , A. Papangelo , M. Ciavarella

We prove a multivariate central limit theorem with explicit error bound on a non-smooth function distance for sums of bounded decomposable $d$-dimensional random vectors. The decomposition structure is similar to that of Barbour, Karo\'nski…

Probability · Mathematics 2015-05-19 Xiao Fang

Consider a supercritical superdiffusion (X_t) on a domain D subset R^d with branching mechanism -\beta(x) z+\alpha(x) z^2 + int_{(0,infty)} (e^{-yz}-1+yz) Pi(x,dy). The skeleton decomposition provides a pathwise description of the process…

Probability · Mathematics 2013-09-25 Maren Eckhoff , Andreas E. Kyprianou , Matthias Winkel

We use martingale embeddings to prove a central limit theorem (CLT) for one-dimensional projections of high-dimensional random vectors in $\{-1,1\}^n$ satisfying a Poincar\'e inequality. We obtain a non-asymptotic error bound involving…

Probability · Mathematics 2026-04-29 Xiao Fang , Yang Xie , Yi-Kun Zhao

We prove a law of large numbers and a central limit theorem for a tagged particle in a symmetric simple exclusion process in the one-dimensional lattice with variable diffusion coefficient. The scaling limits are obtained from a similar…

Statistical Mechanics · Physics 2009-04-24 Milton Jara , Patricia Goncalves

We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…

Probability · Mathematics 2019-04-22 Tony Lelievre , Loucas Pillaud-Vivien , Julien Reygner

We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…

Probability · Mathematics 2022-10-18 Chunmao Huang , Yukun Ren , Runze Li

We study the Central Limit Theorem (CLT) in the so-called mixed (anisotropic) Lebesgue-Riesz spaces and tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces.

Probability · Mathematics 2013-08-27 E. Ostrovsky , L. Sirota

We study the scaling properties of the non-equilibrium stationary states (NESS) of a reaction-diffusion model. Under a suitable smallness condition, we show that the density of particles satisfies a law of large numbers with respect to the…

Probability · Mathematics 2022-11-10 P. Gonçalves , M. Jara , R. Marinho , O. Menezes

If the log likelihood is approximately quadratic with constant Hessian, then the maximum likelihood estimator (MLE) is approximately normally distributed. No other assumptions are required. We do not need independent and identically…

Statistics Theory · Mathematics 2012-07-06 Charles J. Geyer

The present paper attempts to address a discussion on mathematical grounds of a model to associate the generalized version of the CLT and the $N$-body problem related to the calculation of the force on a single star or particle due to the…

Mathematical Physics · Physics 2019-07-24 A. D. Figueiredo , T. M. da Rocha Filho , M. A. Amato

We prove a Central Limit Theorem (CLT) in the non-commutative setting of random matrix products where the underlying process is driven by a subshift of finite type (SFT) with Markov measure. We use the martingale method introduced by Y.…

Probability · Mathematics 2021-06-30 Alex Furman , Robert Thijs Kozma

We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…

Probability · Mathematics 2023-01-03 Tiefeng Jiang , Ke Wang

A new class of nonparametric prior distributions, termed Beta-Binomial stick-breaking process, is proposed. By allowing the underlying length random variables to be dependent through a Beta marginals Markov chain, an appealing discrete…

Statistics Theory · Mathematics 2020-08-12 María F. Gil-Leyva , Ramsés H. Mena , Theodoros Nicoleris

A random neighbor extremal stick-slip model is introduced. In the thermodynamic limit, the distribution of states has a simple analytical form and the mean avalanche size, as a function of the coupling parameter, is exactly calculable. The…

Statistical Mechanics · Physics 2010-06-10 Osame Kinouchi , Carmen P. C. do Prado

We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than {\epsilon} ({\epsilon} > 0). It is known ([BM05]) that the empirical measure of these fragments converges in law, under some…

Probability · Mathematics 2022-10-17 Camille Noûs , Sylvain Rubenthaler

Let $X_1,\...,X_n$ be independent with zero means, finite variances $\sigma_1^2,\...,\sigma_n^2$ and finite absolute third moments. Let $F_n$ be the distribution function of $(X_1+\...+X_n)/\sigma$, where $\sigma^2=\sum_{i=1}^n\sigma_i^2$,…

Probability · Mathematics 2010-10-20 Larry Goldstein

Let $K$ be a smooth convex set with volume one in $\BBR^d$. Choose $n$ random points in $K$ independently according to the uniform distribution. The convex hull of these points, denoted by $K_n$, is called a {\it random polytope}. We prove…

Probability · Mathematics 2007-05-23 Van Vu