Related papers: A nonconventional local limit theorem

We obtain a functional central limit theorem (CLT) for sums of the form $\xi_N(t)=\frac1{\sqrt N}\sum_{n=1}^{[Nt]}\big(F(X(q_1(n)),...,X(q_\ell(n)))-\bar F\big)$ where $q_1,...,q_\ell$ are polynomials.

We obtain almost optimal convergence rate in the central limit theorem for "nonconevntional" sums of the form $S_N=N^{-\frac12}\sum_{n=1}^N (F(\xi_n,\xi_{2n},...,\xi_{\ell n})-\bar F)$.

We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.

We obtain Berry-Esseen type estimates for "nonconventional" expressions of the form $\xi_N=\frac 1{\sqrt N}\sum_{n=1}^N(F(X(q_1(n)),...,X(q_\ell(n)))-\bar F)$

The classical Poisson theorem says that if $\xi_1,\xi_2,...$ are i.i.d. 0--1 Bernoulli random variables taking on 1 with probability $p_n\equiv \la/n$ then the sum $S_n=\sum_{i=1}^n\xi_i$ is asymptotically in $n$ Poisson distributed with…

This paper deals with strong invariance principles (known also as strong approximation theorems) for sums of the form $\sum_{n=1}^{[Nt]}F\big(X(n),X(2n),...,X(kn), X(q_{k+1}(n)),X(q_{k+2}(n)),..., X(q_\ell(n))\big)$

We consider Birkhoff sums of functions with a singularity of type 1/x over rotations and prove the following limit theorem. Let $S_N= S_N(\alpha,x)$ be the N^th non-renormalized Birkhoff sum, where $x in [0,1)$ is the initial point,…

We obtain rge Erd\" os-R\' enyi type law of large numbers for "nonconventional" sums of the form $S_n=\sum^n_{m=1}F(X_m,X_{2m},...,X_{\ell m})$ where $X_1,X_2,...$ is a sequence of i.i.d. random variables and $F$ is a bounded Borel…

We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

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 $Z_n$,…

We study the sums $$ S_f(x) = \sum_{n\leq x} f\left(\left\lfloor\frac{x}{n}\right\rfloor\right) $$ when $f$ is supported on $r$th powers with $r\geq 2$. This restriction allows us to give nontrivial estimates for one of the error terms in…

We study Edgeworth expansions in limit theorems for self-normalized sums. Non-uniform bounds for expansions in the central limit theorem are established while only imposing minimal moment conditions. Within this result, we address the case…

We prove a local central limit theorem for "nonconventional" sums generated by some classes of sufficiently fast mixing sequences.

We prove local central limit theorems for partial sums of the form \newline $\,S_n=\sum_{j=0}^{n-1}f_j\circ T_{j-1}\circ\cdots\circ T_1\circ T_0$ where $f_j$ are uniformly H\"older functions and $T_j$ are expanding maps. Using a symbolic…

We obtain first decay rates of probabilities of tails of multivariate polynomials built on independent random variables with heavy tails. Then we derive stable limit theorems for nonconventional sums of the form $\sum_{Nt\geq n\geq…

We establish the upper bound on the speed of convergence to the infinitely divisible limit density in the local limit theorem for triangular arrays of random variables $\{X_{k,n},\, k=1,..,a_n, \, n\in \nat\}$.

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…

In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…

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…

Let $q$ be a power of a prime and let $\mathbb{F}_q$ be the finite field consisting of $q$ elements. We establish new explicit estimates on Gauss sums of the form $S_n(a) = \sum_{x\in \mathbb{F}_q}\psi_a(x^n)$, where $\psi_a$ is a…