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We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles of random matrices with one interval limiting spectrum. We consider ensembles with real analytic potentials and test functions with two…

Mathematical Physics · Physics 2007-11-13 M. Shcherbina

We analyze selected iterated conditionals in the framework of conditional random quantities. We point out that it is instructive to examine Lewis's triviality result, which shows the conditions a conditional must satisfy for its probability…

Probability · Mathematics 2020-03-17 Giuseppe Sanfilippo , Angelo Gilio , David Over , Niki Pfeifer

We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…

Probability · Mathematics 2023-11-21 Matyas Barczy , Zsolt Páles

A key aspect where extreme values methods differ from standard statistical models is through having asymptotic theory to provide a theoretical justification for the nature of the models used for extrapolation. In multivariate extremes many…

Statistics Theory · Mathematics 2023-07-04 Christian Rohrbeck , Jonathan A Tawn

In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…

Probability · Mathematics 2017-05-17 Takahiro Hasebe , Hao-Wei Huang , Jiun-Chau Wang

The aim of this paper is to present an elementary computable theory of random variables, based on the approach to probability via valuations. The theory is based on a type of lower-measurable sets, which are controlled limits of open sets,…

Logic in Computer Science · Computer Science 2021-01-05 Pieter Collins

Let $\{X_{k,i};i\geq 1,k\geq 1\}$ be an array of i.i.d. random variables and let $\{p_n;n\geq 1\}$ be a sequence of positive integers such that $n/p_n$ is bounded away from 0 and $\infty$. For $W_n=\max_{1\leq i<j\leq…

Probability · Mathematics 2007-05-23 Deli Li , Andrew Rosalsky

In this paper, we investigate the distributions of random couples $(X,Y)$ with $X$ real-valued such that any non-negative integrable random variable $f(X)$ can be represented as a conditional expectation, $f(X)=\mathbb{E}[g(Y)|X]$, for some…

Probability · Mathematics 2025-08-08 Julien Guyon , Thibault Jeannin , Benjamin Jourdain

Let $(\mathbb X, T)$ be a subshift of finite type equipped with the Gibbs measure $\nu$ and let $f$ be a real-valued H\"older continuous function on $\mathbb X$ such that $\nu(f) = 0$. Consider the Birkhoff sums $S_n f = \sum_{k=0}^{n-1} f…

Dynamical Systems · Mathematics 2024-12-23 Ion Grama , Jean-François Quint , Hui Xiao

In this paper we establish some conditional limit theorems for some critical superprocesses $X=\{X_t, t\ge 0\}$. First we identify the rate of non-extinction. Then we show that, for a large class of functions $f$, conditioned on…

Probability · Mathematics 2015-11-25 Yan-Xia Ren , Renming Song , Rui Zhang

Let $\mathbf{X}^{(1)}_{n},\ldots,\mathbf{X}^{(m)}_{n}$, where $\mathbf{X}^{(i)}_{n}=(X^{(i)}_{1},\ldots,X^{(i)}_{n})$, $i=1,\ldots,m$, be $m$ independent sequences of independent and identically distributed random variables taking their…

Probability · Mathematics 2016-03-15 Ruoting Gong , Christian Houdré , Ümit Işlak

Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…

Probability · Mathematics 2019-03-11 Lívia Leššova , Ján Mačutek

In this paper, we introduce a certain random variable closely related to the value-distribution of the Hurwitz zeta-function with algebraic parameter. We prove a version of the limit theorem, where the limit measure is presented by the law…

Number Theory · Mathematics 2025-08-05 Masahiro Mine

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.

Probability · Mathematics 2026-01-06 S. V. Dzhenzher , V. Zh. Sakbaev

We introduce linear programs encoding regular expressions of finite languages. We show that, given a language, the optimum value of the associated linear program is a lower bound on the size of any regular expression of the language.…

Formal Languages and Automata Theory · Computer Science 2017-12-08 Hamoon Mousavi

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

Local limit theorems are derived for the number of occupied urns in general finite and infinite urn models under the minimum condition that the variance tends to infinity. Our results represent an optimal improvement over previous ones for…

Probability · Mathematics 2009-09-29 Hsien-Kuei Hwang , Svante Janson

An application of Levy's continuity theorem and Hankel transform allow us to establish a law limit theorem for the sequence $V_n=f(U)\sin(n U)$, where $U$ is uniformly distributed in $(0,1)$ and $f$ a given function. Further, we investigate…

Probability · Mathematics 2024-06-24 Mostafa Maslouhi

Using proof-theoretic methods in the style of proof mining, we give novel computationally effective limit theorems for the convergence of the Cesaro-means of certain sequences of random variables. These results are intimately related to…

Probability · Mathematics 2024-06-28 Morenikeji Neri

In this paper, we use methods from spectral graph theory to obtain some results on the sum-product problem over finite valuation rings $\mathcal{R}$ of order $q^r$ which generalize recent results given by Hegyv\'ari and Hennecart (2013).…

Number Theory · Mathematics 2016-11-22 Le Quang Ham , Thang Pham , Le Anh Vinh