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We establish the (non-lattice) local limit theorem for products of i.i.d. random variables on an arbitrary simply connected nilpotent Lie group $G$, where the variables are allowed to be non-centered. Our result also improves on the known…

Probability · Mathematics 2023-12-14 Timothée Bénard , Emmanuel Breuillard

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…

Information Theory · Computer Science 2012-04-13 Guangyue Han

We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients. We prove a quenched local central limit theorem for $X$, under some…

Probability · Mathematics 2015-01-15 Alberto Chiarini , Jean-Dominique Deuschel

We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…

Statistics Theory · Mathematics 2022-05-09 Yuichi Akaoka , Kazuki Okamura , Yoshiki Otobe

We prove a local limit theorem for the probability of a site to be connected by disjoint paths to three points in subcritical Bernoulli percolation on $\mathbb{Z}^{d},\,d\geq2$ in the limit where their distances tend to infinity.

Probability · Mathematics 2011-03-11 Massimo Campanino , Michele Gianfelice

The celebrated Trotter approximation theorem provides a sufficient condition for the convergence of a sequence of operator semigroups in terms of the corresponding sequence of infinitesimal generators. There exist a few results on the rate…

Functional Analysis · Mathematics 2023-10-12 Ryuya Namba

Local asymptotic minimax risk bounds in a locally asymptotically mixture of normal family of distributions have been investigated under asymmetric loss functions and the asymptotic distribution of the optimal estimator that attains the…

Statistics Theory · Mathematics 2008-12-02 Debasis Bhattacharya , A. K. Basu

A local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions.

Probability · Mathematics 2008-02-05 Juan Li , Shanjian Tang

We consider an independently identically distributed random dynamical system generated by finitely many, non-uniformly expanding Markov interval maps with a finite number of branches. Assuming a topologically mixing condition and the…

Dynamical Systems · Mathematics 2022-03-23 Shintaro Suzuki , Hiroki Takahasi

For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…

Probability · Mathematics 2024-06-21 Sergey G. Bobkov , Friedrich Götze

This work establishes computable bounds between f-divergences for probability measures within a generalized quasi-$\varepsilon_{(M,m)}$-neighborhood framework. We make the following key contributions. (1) a unified characterization of local…

Information Theory · Computer Science 2025-08-12 Xinchun Yu , Shuangqing Wei , Xiao-Ping Zhang

Given a non-negative random variable $W$ and $\theta>0$, let the generalized Dickman transformation map the distribution of $W$ to that of $$ W^*=_d U^{1/\theta}(W+1), $$ where $U \sim {\cal U}[0,1]$, a uniformly distributed variable on the…

Probability · Mathematics 2018-10-22 Larry Goldstein

We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…

Probability · Mathematics 2019-05-16 Vlad Bally , Lucia Caramellino , Guillaume Poly

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

Probability · Mathematics 2023-08-24 Rafael Chiclana , Yuval Peres

In this paper we define the closure under weak convergence of the class of p-tempered {\alpha}-stable distributions. We give necessary and sufficient conditions for convergence of sequences in this class. Moreover, we show that any element…

Probability · Mathematics 2013-06-11 Michael Grabchak

To identify which principles characterize quantum correlations, it is essential to understand in which sense this set of correlations differs from that of almost quantum correlations. We solve this problem by invoking the so-called…

Quantum Physics · Physics 2019-08-07 Ana Belén Sainz , Yelena Guryanova , Antonio Acín , Miguel Navascués

We prove a limit theorem for the the maximal interpoint distance (also called the diameter) for a sample of n i.i.d. points in the unit ball of dimension 2 or more. The exact form of the limit distribution and the required normalisation are…

Probability · Mathematics 2007-05-23 Michael Mayer , Ilya Molchanov

A space-discretization for the elastic flow of inextensible curves is devised and quasi-optimal convergence of the corresponding semi-discrete problem is proved for a suitable discretization of the nonlinear inextensibility constraint.…

Numerical Analysis · Mathematics 2025-04-07 Sören Bartels , Klaus Deckelnick , Dominik Schneider

We develop a theory of local asymptotic normality in the quantum domain based on a novel quantum analogue of the log-likelihood ratio. This formulation is applicable to any quantum statistical model satisfying a mild smoothness condition.…

Quantum Physics · Physics 2013-11-11 Koichi Yamagata , Akio Fujiwara , Richard D. Gill

The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…

Probability · Mathematics 2016-10-07 Behzad Mehrdad , Lingjiong Zhu