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Under reasonable algebraic assumptions and under an infinite second order moment assumption, we show that the logarithm of the norm (log-norm) of a product of random i.i.d. matrices with entries in $\mathbb{R}$ or in any other local field…

Probability · Mathematics 2026-01-09 Axel Péneau

This article establishes novel strong uniform laws of large numbers for randomly weighted sums such as bootstrap means. By leveraging recent advances, these results extend previous work in their general applicability to a wide range of…

Probability · Mathematics 2023-10-24 Neil A. Spencer , Jeffrey W. Miller

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…

Probability · Mathematics 2024-04-12 Manuel González-Navarrete , Rodrigo Lambert , Victor Hugo Vázquez Guevara

Heap monoids equipped with Bernoulli measures are a model of probabilistic asynchronous systems. We introduce in this framework the notion of asynchronous stopping time, which is analogous to the notion of stopping time for classical…

Combinatorics · Mathematics 2015-05-21 Samy Abbes

We prove that a class of monotone finite volume schemes for scalar conservation laws with discontinuous flux converge at a rate of $\sqrt{\Delta x}$ in $\mathrm{L}^1$, whenever the flux is strictly monotone in $u$ and the spatial dependency…

Numerical Analysis · Mathematics 2020-02-10 Jayesh Badwaik , Adrian Montgomery Ruf

In the paper, upper bounds for the rate of convergence in laws of large numbers for mixed Poisson random sums are constructed. As a measure of the distance between the limit and pre-limit laws, the Zolotarev $\zeta$-metric is used. The…

Probability · Mathematics 2020-03-30 Victor Korolev , Alexander Zeifman

We consider random operators $\Omega \to \mathcal{L}(\ell_p, \ell_p)$ for some $1 \leqslant p < \infty$. The law of large numbers is known in the case $p=2$ in the form of usual law of large numbers. Instead of sum of i.i.d. variables there…

Probability · Mathematics 2024-10-11 S. Dzhenzher , V. Sakbaev

This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…

Functional Analysis · Mathematics 2014-05-07 Michael Anshelevich , Jiun-Chau Wang , Ping Zhong

In this paper, we exhibit a new family of martingale couplings between two one-dimensional probability measures $\mu$ and $\nu$ in the convex order. This family is parametrised by two dimensional probability measures on the unit square with…

Probability · Mathematics 2019-03-08 Benjamin Jourdain , William Margheriti

We prove a law of large numbers for random walks in certain kinds of i.i.d. random environments in Z^d that is an extension of a result of Bolthausen, Sznitman and Zeitouni (2003). We use this result, along with the lace expansion for…

Probability · Mathematics 2016-11-25 Mark Holmes , Rongfeng Sun

While studying the motion of a heavy symmetric top, in general, constants of motion are used. Some students may want to understand the motion in terms of torque, which can lie on their routine based on the usage of Newton's second law.…

Classical Physics · Physics 2021-04-22 Vedat Tanriverdi

The Bernoulli convolution $\nu_\lambda$ with parameter $\lambda\in(0,1)$ is the probability measure supported on $\mathbf{R}$ that is the law of the random variable $\sum\pm\lambda^n$, where the $\pm$ are independent fair coin-tosses. We…

Classical Analysis and ODEs · Mathematics 2022-08-25 Péter P. Varjú

We apply Lindeberg's method, invented to prove a central limit theorem, to analyze the moderate deviations around such a central limit theorem. In particular, we will show moderate deviation principles for martingales as well as for random…

Probability · Mathematics 2018-10-03 Peter Eichelsbacher , Matthias Löwe

In this paper, we find necessary and sufficient conditions for the Law of Large Numbers of averaged empirical measures of $N$-particle ensembles, in terms of the asymptotics of their Bessel generating functions, in the fixed temperature…

Probability · Mathematics 2026-03-30 Cesar Cuenca , Jiaming Xu

We consider weighted sums of independent random variables regulated by an increment sequence. We provide operative conditions that ensure strong law of large numbers for such sums to hold in both the centered and non-centered case. The…

Probability · Mathematics 2021-03-11 Luca Avena , Conrado da Costa

In this note not intended for publication, it is observed that a wellnigh trivial application of the ergodic theorem of Karlsson-Ledrappier yields a strong LLN for arbitrary concave moments.

Dynamical Systems · Mathematics 2008-03-14 Anders Karlsson , Nicolas Monod

We present a Law of Large Numbers principle for uniformly continuous random quantum dynamical semigroups. Random iterates of independent copies of these semigroups are shown to be Chernoff equivalent to the quantum dynamical semigroup by…

Mathematical Physics · Physics 2022-03-07 John E. Gough , Yurii N. Orlov , Vsevolod Zh. Sakbaev , Oleg G. Smolyanov

This paper deals with the ergodicity and the existence of a strong law of large numbers for adaptive Markov Chain Monte Carlo. We show that a diminishing adaptation assumption together with a drift condition for positive recurrence is…

Probability · Mathematics 2013-03-05 Yves Atchadé , Gersende Fort

We establish new sufficient conditions for the applicability of the strong law of large numbers (SLLN) for sequences of pairwise independent non-identically distributed random variables. These results generalize Etemadi's extension of…

Probability · Mathematics 2017-01-10 Valery Korchevsky

We develop the theory of momentum map for the Maxwell-Lorentz equations with spinning extended charged particle. This theory is indispensable for the study of long-time behaviour and radiation of the solitons of this system. The development…

Mathematical Physics · Physics 2023-04-18 Alexander Komech , Elena Kopylova
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