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This paper deals with sequences of random variables belonging to a fixed chaos of order $q$ generated by a Poisson random measure on a Polish space. The problem is investigated whether convergence of the third and fourth moment of such a…

Probability · Mathematics 2016-08-10 Tobias Fissler , Christoph Thaele

Given a super-critical Galton-Watson process $\{Z_n\}$ and a positive sequence $\{\epsilon_n\}$, we study the limiting behaviors of $P(S_{Z_n}/Z_n\geq\epsilon_n)$ and $P(S_{Z_n}/m^n\geq\epsilon_n) $ with sums $S_{n}$ of i.i.d. random…

Probability · Mathematics 2015-08-31 Hui He

This paper establishes complete convergence for weighted sums and the Marcinkiewicz--Zygmund-type strong law of large numbers for sequences of negatively associated and identically distributed random variables $\{X,X_n,n\ge1\}$ with general…

Probability · Mathematics 2021-03-02 Vu Thi Ngoc Anh , Nguyen Thi Thanh Hien , Lê Vǎn Thành , Vo Thi Hong Van

The central limit theorem (CLT) is one of the most fundamental results in probability; and establishing its rate of convergence has been a key question since the 1940s. For independent random variables, a series of recent works established…

Probability · Mathematics 2023-09-12 Tianle Liu , Morgane Austern

We obtain a Poisson Limit for return times to small sets for product systems. Only one factor is required to be hyperbolic while the second factor is only required to satisfy polynomial deviation bounds for ergodic sums. In particular, the…

Dynamical Systems · Mathematics 2023-12-13 Max Auer

One of the difficulties in calculating the capacity of certain Poisson channels is that H(lambda), the entropy of the Poisson distribution with mean lambda, is not available in a simple form. In this work we derive upper and lower bounds…

Information Theory · Computer Science 2010-04-20 Jose A. Adell , Alberto Lekuona , Yaming Yu

For an array $\left\{X_{n,j}, \, 1 \leqslant j \leqslant k_{n}, n \geqslant 1 \right\}$ of random variables and a sequence $\{c_{n} \}$ of positive numbers, sufficient conditions are given under which, for all $\varepsilon > 0$,…

Probability · Mathematics 2021-06-25 João Lita da Silva , Vanda Lourenço

We study the random graph G_{n,\lambda/n} conditioned on the event that all vertex degrees lie in some given subset S of the non-negative integers. Subject to a certain hypothesis on S, the empirical distribution of the vertex degrees is…

Probability · Mathematics 2007-12-04 Geoffrey Grimmett , Svante Janson

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

Probability · Mathematics 2022-07-14 Yun Li , Longjie Xie

We are concerned with the general problem of proving the existence of joint distributions of two discrete random variables $M$ and $N$ subject to infinitely many constraints of the form $\mathbb{P}\left(M=i,N=j\right)=0$. In particular, the…

Probability · Mathematics 2020-03-18 Joseph Squillace

We deduce Levinson\'{}s theorem in non-relativistic quantum mechanics in one dimension as a sum rule for the spectral density constructed from asymptotic data. We assume a self-adjoint hamiltonian which guarantees completeness; the…

Quantum Physics · Physics 2007-05-23 L. J. Boya , J. Casahorran

Let $\{X, X_n, n\geq 1\}$ be a sequence of independent identically distributed non-degenerate random variables. Put $S_0=0, S_n = \sum^n_{i=1} X_i$ and $V_n^2=\sum^n_{i=1} X_i^2, n\ge 1.$ A weak convergence theorem is established for the…

Probability · Mathematics 2013-06-21 Miklós Csörgő , Zhishui Hu

We obtain a general bound for the Wasserstein-2 distance in normal approximation for sums of locally dependent random variables. The proof is based on an asymptotic expansion for expectations of second-order differentiable functions of the…

Probability · Mathematics 2019-01-23 Xiao Fang

In this work we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure…

Probability · Mathematics 2020-04-08 Rita Giuliano , Milto Hadjikyriakou

This work analyzes the convergence of sums of the form $S_{\boldsymbol{\gamma}}(m)=\sum_{v\subseteq \mathbb{N}}\gamma_v m^{|v|}$, where $\gamma_v$ are product and order dependent (POD) weights. We establish that for nonnegative sequence…

Numerical Analysis · Mathematics 2025-12-16 Zexin Pan

Eagleson's Theorem asserts that, given a probability-preserving map, ifrenormalized Birkhoff sums of a function converge in distribution, thenthey also converge with respect to any probability measure which isabsolutely continuous with…

Dynamical Systems · Mathematics 2018-04-02 Sébastien Gouëzel

We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…

Probability · Mathematics 2024-06-21 Ronan Herry

We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…

Probability · Mathematics 2017-12-05 A. D. Barbour , Adrian Röllin , Nathan Ross

We prove an analog of Levinson's theorem for scattering on a weighted (m+1)-vertex graph with a semi-infinite path attached to one of its vertices. In particular, we show that the number of bound states in such a scattering problem is equal…

Mathematical Physics · Physics 2011-08-12 Andrew M. Childs , DJ Strouse

Through a reformulation of the local limit theorem and law of small numbers, which is obtained by working in the spaces naturally associated to the limiting distributions, we discover a general and abstract framework for the investigation…

Probability · Mathematics 2015-04-21 Alberto Lanconelli