Related papers: A conditional limit theorem for a bivariate repres…

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

In this paper, we consider U-statistics whose data is a strictly stationary sequence which can be expressed as a functional of an i.i.d. one. We establish a strong law of large numbers, a bounded law of the iterated logarithms and a central…

Intermediately subcritical branching processes in random environment are at the borderline between two subcritical regimes and exhibit a particularly rich behavior. In this paper, we prove a functional limit theorem for these processes. It…

This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X_{1},..,X_{n}) conditioned on an extreme deviation of its sum (S_{1}^{n}=na_{n}) or (S_{1}^{n}>na_{n}) where a_{n}\rightarrow\infty. It is proved that when…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a linear process in which the coefficients are of the form $a_i=i^{-1}\ell(i)$ with $\ell$ being a slowly varying function at the infinity and the innovations are independent and identically distributed…

Let $\boxplus$, $\boxtimes$ and $\uplus$ be the free additive, free multiplicative, and boolean additive convolutions, respectively. For a probability measure $\mu$ on $[0,\infty)$ with finite second moment, we find the scaling limit of…

We show how the problem of estimating conditional Kendall's tau can be rewritten as a classification task. Conditional Kendall's tau is a conditional dependence parameter that is a characteristic of a given pair of random variables. The…

In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a…

Let $N_n=\{1,2,...,n\}$. Elements are drawn from the set $N_n$ with replacement, assuming that each element has probability $1/n$ of being drawn. We determine the limiting distributions for the waiting time until the given portion of pairs…

We introduce the notion of a conditionally free product and conditionally free convolution. We describe this convolution both from a combinatorial point of view, by showing its connection with the lattice of non-crossing partitions, and…

We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…

Recently, it has been emphasized that the possibility theory framework allows us to distinguish between i) what is possible because it is not ruled out by the available knowledge, and ii) what is possible for sure. This distinction may be…

In this paper we consider finite conditional random quantities and conditional previsions assessments in the setting of coherence. We use a suitable representation for conditional random quantities; in particular the indicator of a…

A relative one-relator presentation has the form P = < X,H ; R > where X is a set, H is a group, and R is a group word on X and H. We show that if the group word on X obtained from R by deleting all the terms from H has what we call the…

For a pair of spaces $X$ and $Y$ such that $Y \subseteq X$, we define the relative topological complexity of the pair $(X,Y)$ as a new variant of relative topological complexity. Intuitively, this corresponds to counting the smallest number…

A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…

We obtain almost sure limit theorems for partial maxima of norms of a sequence of Banach-valued Gaussian random variables.

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…