Related papers: Law of Large Numbers for Monotone Convolution
Let $X_1,\ldots,X_n$ be a sequence of independent random points in $\mathbb{R}^d$ with common Lebesgue density $f$. Under some conditions on $f$, we obtain a Poisson limit theorem, as $n \to \infty$, for the number of large probability…
This paper presents concentration inequalities and laws of large numbers under weak assumptions of irrelevance, expressed through lower and upper expectations. The results are variants and extensions of De Cooman and Miranda's recent…
We prove two "master" convolution theorems for multivariate determinantal polynomials. The methods used include basic properties of what we call a "minor-orthogonal" ensemble as well as properties of the mixed discriminant of matrices. We…
We derive the leading order asymptotics of the logarithmic potential of a two dimensional Coulomb gas at arbitrary positive temperature. The proof is based on precise evaluation of exponential moments, and the theory of Gaussian…
A sum rule is an identity connecting the entropy of a measure with coefficients involved in the construction of its orthogonal polynomials (Jacobi coefficients). Our paper is an extension of Gamboa, Nagel and Rouault (2016), where we have…
This paper presents the strong law of large numbers for a function of the local times of a transient random walk on groups, extending the research of Asymont and Korshunov for random walks on the integer lattice $\mathbb{Z}^d$. Under some…
We revisit the question of whether the strong law of large numbers (SLLN) holds uniformly in a rich family of distributions, culminating in a distribution-uniform generalization of the Marcinkiewicz-Zygmund SLLN. These results can be viewed…
In this manuscript, we study the limiting distribution for the joint law of the largest and the smallest singular values for random circulant matrices with generating sequence given by independent and identically distributed random elements…
We prove the Central Limit Theorem (CLT), the first order Edgeworth Expansion and a Mixing Local Central Limit Theorem (MLCLT) for Birkhoff sums of a class of unbounded heavily oscillating observables over a family of full-branch piecewise…
For a martingale $(X_n)$ converging almost surely to a random variable $X$, the sequence $(X_n - X)$ is called martingale tail sum. Recently, Neininger [Random Structures Algorithms, 46 (2015), 346-361] proved a central limit theorem for…
Recently, Bercovici has introduced multiplicative convolutions based on Muraki's monotone independence and shown that these convolution of probability measures correspond to the composition of some function of their Cauchy transforms. We…
We establish the strong law of large numbers for Betti numbers of random \v{C}ech complexes built on $\mathbb R^N$-valued binomial point processes and related Poisson point processes in the thermodynamic regime. Here we consider both the…
This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…
This note announces recent exciting progress on the frontier between algebraic topology and probability theory. It is intended for a journal which publishes such announcements (without an abstract, typically in Russian). A description of a…
The aim of this paper is to improve the large deviation principle for the number of descents in a random permutation by establishing a sharp large deviation principle of any order. We shall also prove a sharp large deviation principle of…
Let $f(n)$ be a strongly additive complex valued arithmetic function. Under mild conditions on $f$, we prove the following weighted strong law of large numbers: if $ X,X_1,X_2,... $ is any sequence of integrable i.i.d. random variables,…
In the present paper we define the notion of generalized cumulants which gives a universal framework for commutative, free, Boolean, and especially, monotone probability theories. The uniqueness of generalized cumulants holds for each…
We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.
Limit theorems of strong law of large numbers and central limit theorem types are obtained for the compositions of independent identically distributed random unitary channels.
In the first part, in the local non archimedean case, we consider distributions on GL(n+1) which are invariant under the adjoint action of GL(n). We conjecture that such distributions are invariant by transposition. This would imply…