Related papers: Asymptotic Cram\'er type decomposition for Wiener …
We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows…
We prove that the integral powers of the semicircular distribution are freely infinitely divisible. As a byproduct we get another proof of the free infnite divisibility of the classical Gaussian distribution.
Let $X_1,X_2,...$ be independent random variables with zero means and finite variances, and let $S_n=\sum_{i=1}^nX_i$ and $V^2_n=\sum_{i=1}^nX^2_i$. A Cram\'{e}r type moderate deviation for the maximum of the self-normalized sums…
The paper gives a general condition on permutations, condition under which a semicircular matrix is free independent, or asymptotically free independent from the semicircular matrix obtained by permuting its entries. In particular, it is…
Cram\'er type moderate deviation theorems quantify the accuracy of the relative error of the normal approximation and provide theoretical justifications for many commonly used methods in statistics. In this paper, we develop a new…
The transformation of the path integral measure under the reduction procedure in the dynamical systems with a symmetry is considered. The investigation is carried out in the case of the Wiener--type path integrals that are used for…
In this paper, we first generalize the Fresnel integrals by changing of a path for integration in the proof of the Fresnel integrals by Cauchy's integral theorem. Next, according to oscillatory integral, we also obtain further…
We prove theorems about the Gaussian asymptotics of an empirical bridge built from linear model regressors with multiple regressor ordering. We study the testing of the hypothesis of a linear model for the components of a random vector: one…
A moderate deviation principle as well as moderate and large deviation inequalities for a sequence of elements living inside a fixed Wiener chaos associated with an isonormal Gaussian process are shown. The conditions under which the…
This is the second in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global conformal invariants''; these are defined to be conformally invariant integrals of geometric scalars.…
Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…
We establish a Cram\'er-type moderate deviation theorem for double-index permutation statistics (DIPS). To the best of our knowledge, previous results only provided Berry-Esseen type bounds for DIPS, which cannot yield moderate deviation…
In this article, we consider limit theorems for some weighted type random sums (or discrete rough integrals). We introduce a general transfer principle from limit theorems for unweighted sums to limit theorems for weighted sums via rough…
We develop a method for the random sampling of (multimode) Gaussian states in terms of their covariance matrix, which we refer to as a random quantum covariance matrix (RQCM). We analyze the distribution of marginals and demonstrate that…
In this paper we consider autoregressive models with conditional autoregressive variance, including the case of homoscedastic AR-models and the case of ARCH models. Our aim is to test the hypothesis of normality for the innovations in a…
Using the Stochastic Adhesion Model (SAM) as a simple toy model for cosmic structure formation, we study renormalization and the removal of the cutoff dependence from loop integrals in perturbative calculations. SAM shares the same symmetry…
We generalize the following univariate characterization of the Kummer and Gamma distributions to the cone of symmetric positive definite matrices: let $X$ and $Y$ be independent, non-degenerate random variables valued in $(0, \infty)$, then…
We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…
This is the last in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global conformal invariants''; these are defined to be conformally invariant integrals of geometric scalars.…
We show that an independent family of uniformly distributed random permutation matrices is asymptotically *-free from an independent family of square complex Gaussian matrices and from an independent family of complex Wishart matrices, and…