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We establish a class of sufficient conditions, ensuring that a sequence of multiple integrals with respect to a free Poisson measure converges to a semicircular limit. We use this result to construct a set of explicit counterexamples,…

Operator Algebras · Mathematics 2014-09-05 Solesne Bourguin , Giovanni Peccati

This paper deals with the union set of a stationary Poisson process of cylinders in $\mathbb{R}^n$ having an $(n-m)$-dimensional base and an $m$-dimensional direction space, where $m\in\{0,1,\ldots,n-1\}$ and $n\geq 2$. The concept…

Probability · Mathematics 2021-11-09 Carina Betken , Matthias Schulte , Christoph Thäle

In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…

Probability · Mathematics 2015-06-25 Florent Benaych-Georges , Sandrine Péché

It is well known that, under broad assumptions, the time-scaled point process of exceedances of a high level by a stationary sequence converges to a compound Poisson process as the level grows. The purpose of this note is to demonstrate…

Probability · Mathematics 2015-03-17 Konstantin Borovkov , Serguei Novak

Consider the geometric graph on $n$ independent uniform random points in a connected compact region $A$ of ${\bf R}^d, d \geq 2$, with $C^2$ boundary, or in the unit square, with distance parameter $r_n$. Let $K_n$ be the number of…

Probability · Mathematics 2026-04-09 Mathew D. Penrose , Xiaochuan Yang

In this paper, we study a class of multiscale McKean-Vlasov stochastic systems where the entire system depends on the distribution of the fast component. First of all, by the Poisson equation method we prove that the slow component…

Probability · Mathematics 2025-09-30 Jie Xiang , Huijie Qiao

The famous Posa conjecture states that every graph of minimum degree at least 2n/3 contains the square of a Hamilton cycle. This has been proved for large n by Koml\'os, Sark\"ozy and Szemer\'edi. Here we prove that if p > n^{-1/2+\eps},…

Combinatorics · Mathematics 2012-07-31 Daniela Kühn , Deryk Osthus

We prove existence and uniqueness of the invariant measure and exponential mixing in the total-variation norm for a class of stochastic differential equations driven by degenerate compound Poisson processes. In addition to mild assumptions…

Probability · Mathematics 2022-09-21 Vahagn Nersesyan , Renaud Raquépas

We consider a component of the word statistics known as clump; starting from a finite set of words, clumps are maximal overlapping sets of these occurrences. This parameter has first been studied by Schbath with the aim of counting the…

Discrete Mathematics · Computer Science 2008-04-24 Frederique Bassino , Julien Clement , Julien Fayolle , Pierre Nicodeme

In a uniform random permutation \Pi of [n] := {1,2,...,n}, the set of elements k in [n-1] such that \Pi(k+1) = \Pi(k) + 1 has the same distribution as the set of fixed points of \Pi that lie in [n-1]. We give three different proofs of this…

Probability · Mathematics 2014-04-29 Persi Diaconis , Steven N. Evans , Ron Graham

Let $(x_n)_{n=1}^\infty$ be a sequence of integers. We study the number variance of dilations $(\alpha x_n)_{n=1}^\infty$ modulo 1 in intervals of length $S$, and establish pseudorandom (Poissonian) behavior for Lebesgue-almost all $\alpha$…

Number Theory · Mathematics 2025-04-02 Christoph Aistleitner , Nadav Yesha

Using Stein's method and the Malliavin calculus of variations, we derive explicit estimates for the Gamma approximation of functionals of a Poisson measure. In particular, conditions are presented under which the distribution of a sequence…

Probability · Mathematics 2013-09-16 Giovanni Peccati , Christoph Thaele

The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…

Probability · Mathematics 2018-03-16 Hari Bercovici , Jiun-Chau Wang , Ping Zhong

We introduce the first analytical model of asymmetric community dynamics to yield Hubbell's neutral theory in the limit of functional equivalence among all species. Our focus centers on an asymmetric extension of Hubbell's local community…

Populations and Evolution · Quantitative Biology 2010-12-06 Andrew E. Noble , Nico M. Temme , William F. Fagan , Timothy H. Keitt

In earlier stages in the introduction to asymptotic methods in probability theory, the weak convergence of sequences $(X_n)_{n\geq 1}$ of Binomial of random variables (\textit{rv}'s) to a Poisson law is classical and easy-to prove. A…

Shelah Spencer [ShSp:304] proved the 0-1 law for the random graphs G(n,p_n), p_n=n^{- alpha}, alpha in (0,1) irrational (set of nodes in [n]= {1, ...,n}, the edges are drawn independently, probability of edge is p_n). One may wonder what…

Logic · Mathematics 2008-02-03 Saharon Shelah

We consider a totally asymmetric exclusion process on the positive half-line. When particles enter in the system according to a Poisson source, Liggett has computed all the limit distributions when the initial distribution has an asymptotic…

Probability · Mathematics 2015-05-13 Nicky Sonigo

The Poisson boundary of a group G with a probability measure \mu is the space of ergodic components of the time shift in the path space of the associated random walk. Via a generalization of the classical Poisson formula it gives an…

Dynamical Systems · Mathematics 2007-05-23 Vadim A. Kaimanovich

The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…

Statistics Theory · Mathematics 2011-02-11 Łukasz Lenart

We consider distributional limit of the Pearson chi-square statistic when the number of classes m increases with the sample size n in such way that $n/\sqrt{m} \to {\lambda}$. Under mild moment conditions, the limit is Gaussian for…

Probability · Mathematics 2016-09-13 Grzegorz A. Rempała , Jacek Wesołowski