Related papers: Asymptotic development for the CLT in total variat…

First results towards a general method for asymptotic expansions of Feynman amplitudes in the loop-tree duality (LTD) formalism are presented. The asymptotic expansion takes place at integrand-level in the Euclidean space of the loop…

We develop an asymptotic theory for $L^2$ norms of sample mean vectors of high-dimensional data. An invariance principle for the $L^2$ norms is derived under conditions that involve a delicate interplay between the dimension $p$, the sample…

This paper is concerned with a central limit theorem for quadratic variation when observations come as exit times from a regular grid. We discuss the special case of a semimartingale with deterministic characteristics and finite activity…

We consider a random walk in random environment in the low disorder regime on $\mathbb Z^d$. That is, the probability that the random walk jumps from a site $x$ to a nearest neighboring site $x+e$ is given by $p(e)+\epsilon \xi(x,e)$, where…

Bessel and modified Bessel functions of imaginary order $i\nu$ ($\nu >0$) are studied. Asymptotic expansions are derived as $\nu \to \infty$ that are uniformly valid in unbounded complex domains, with error bounds provided. Coupled with…

We find an asymptotic expansion of a multi-dimensional version of Selberg's central limit theorem for $L$-functions on $ \sigma= \frac12 + ( \log T)^{-\theta}$ and $ t \in [ T, 2T]$, where $ 0 < \theta < \frac12 $ is a constant.

We find convergent double series expansions for Legendre's third incomplete elliptic integral valid in overlapping subdomains of the unit square. Truncated expansions provide asymptotic approximations in the neighbourhood of the logarithmic…

We numerically estimate the leading asymptotic behavior of the length $L_{n}$ of the longest increasing subsequence of random walks with step increments following Student's $t$-distribution with parameter in the range $1/2 \leq \nu \leq 5$.…

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…

This paper studies the asymptotic spectral properties of a renormalized sample correlation matrix, including the limiting spectral distribution, the properties of largest eigenvalues, and the central limit theorem for linear spectral…

We give an overview of various results and methods related to information-theoretic distances of R\'enyi type in the light of their applications to the central limit theorem (CLT). The first part (Sections 1-9) is devoted to the total…

Asymptotic expansions are derived for associated Legendre functions of degree $\nu$ and order $\mu$, where one or the other of the parameters is large. The expansions are uniformly valid for unbounded real and complex values of the argument…

In this article we consider transient random walks on HNN extensions of finitely generated groups. We prove that the rate of escape w.r.t. some generalised word length exists. Moreover, a central limit theorem with respect to the…

We derive a local limit theorem for normal, moderate, and large deviations for symmetric simple random walk on the square lattice in dimensions one and two that is an improvement of existing results for points that are particularly distant…

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

In this paper, we study the large $n$ asymptotics of the expected maximum of an $n$-step random walk/L\'evy flight (characterized by a L\'evy index $1<\mu\leq 2$) on a line, in the presence of a constant drift $c$. For $0<\mu\leq 1$, the…

We study random transformations built from intermittent maps on the unit interval that share a common neutral fixed point. We focus mainly on random selections of Pomeu-Manneville-type maps $T_\alpha$ using the full parameter range $0<…

In this paper we study the functional central limit theorem for stationary Markov chains with self-adjoint operator and general state space. We investigate the case when the variance of the partial sum is not asymptotically linear in n; and…

We consider a one-dimensional random walk $S_n$ having i.i.d. increments with zero mean and finite variance. We continue our study of asymptotic expansions for local probabilities $\mathbf P(S_n=x,\tau_0>n)$, which has been started in…

We consider controlled martingales with bounded steps where the controller is allowed at each step to choose the distribution of the next step, and where the goal is to hit a fixed ball at the origin at time $n$. We show that the algebraic…