Related papers: Multi-dimensional central limit theorems and laws …
We establish central limit theorems for the position and velocity of the charged particle in the mechanical particle model introduced in the paper "Limit velocity for a driven particle in a random medium with mass aggregation"…
In this paper, we expand and generalize the findings presented in our previous work on the law of large numbers and the large deviation principle for Poisson processes with uniform catastrophes. We study three distinct scalings: sublinear…
A uniform law of large numbers and a central limit theorem are established via a martingale approach for a univariate Hawkes process with immigration given by a renewal process. The results are obtained for renewal processes with absolutely…
This paper does three things: It proves a central limit theorem for novel permutation statistics (for example, the number of descents plus the number of descents in the inverse). It provides a clear illustration of a new approach to proving…
We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We extend…
This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.
Peng (2008)(\cite{P08b}) proved the Central Limit Theorem under a sublinear expectation: \textit{Let $(X_i)_{i\ge 1}$ be a sequence of i.i.d random variables under a sublinear expectation $\hat{\mathbf{E}}$ with…
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
Linear structural error-in-variables models with univariate observations are revisited for studying modified least squares estimators of the slope and intercept. New marginal central limit theorems (CLT's) are established for these…
We establish a central limit theorem for the eigenvalue counting function of a matrix of real Gaussian random variables.
In this paper we introduce a notion of tightness for a family of nonlinear expectations and show that the tightness can be applied to obtain weak compactness in a framework of nonlinear expectation space. This criterion is very useful for…
The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…
We establish a central limit theorem and prove a moderate deviation principle for stochastic scalar conservation laws. Due to the lack of viscous term, this is done in the framework of kinetic solution. The weak convergence method and…
We prove results about uniform convergence of densities in the free central limit theorem without assumptions of boundedness on the support.
A formulation of the Carleson embedding theorem in the multilinear setting is proved which allows to obtain a multilinear analogue of Sawyer's two weight theorem for the multisublinear maximal function \mathcal{M} introduced in Lerner et…
This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…
We establish Central Limit Theorems for the volumes of intersections of $B_{p}^n$ (the unit ball of $\ell_p^n$) with uniform random subspaces of codimension $d$ for fixed $d$ and $n\to \infty$. As a corollary we obtain higher order…
The aim of this text is to extend the theory of generalized ordinary differential equations to the setting of metric spaces. We present existence and uniqueness theorems that significantly improve previous results even when restricted back…
This article presents a weak law of large numbers and a central limit theorem for the scaled realised covariation of a bivariate Brownian semistationary process. The novelty of our results lies in the fact that we derive the suitable…
The purpose of this paper is to present some multidimensional fixed-point theorems and their applications. For this, we provide a multidimensional fixed point theorem and then using this theorem we prove the existence and uniqueness of a…