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Berry-Esseen-type bounds are developed in the multidimensional local limit theorem in terms of the Lyapunov coefficients and maxima of involved densities.

Probability · Mathematics 2024-07-31 Sergey Bobkov , Friedrich Götze

This paper proposes a local representation for Empirical Likelihood (EL). EL admits the classical local linear quadratic representation by its likelihood ratio property. A local estimator is derived by using the new representation.…

Statistics Theory · Mathematics 2014-03-27 Zhengyuan Gao

We derive asymptotic formulas for central extended binomial coefficients, which are generalizations of binomial coefficients. To do so, we relate the exact distribution of the sum of independent discrete uniform random variables to the…

Probability · Mathematics 2016-08-05 Steffen Eger

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…

Probability · Mathematics 2014-05-08 Andrei N. Frolov

Under the sublinear expectation $\mathbb{E}[\cdot]:=\sup_{\theta\in \Theta} E_\theta[\cdot]$ for a given set of linear expectations $\{E_\theta: \theta\in \Theta\}$, we establish a new law of large numbers and a new central limit theorem…

Probability · Mathematics 2018-05-16 Xiao Fang , Shige Peng , Qi-Man Shao , Yongsheng Song

In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…

Probability · Mathematics 2022-05-10 Magda Peligrad , Hailin Sang , Yimin Xiao , Guangyu Yang

We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…

Probability · Mathematics 2012-08-14 John Pardon

This paper concerns the estimation of sums of functions of observable and unobservable variables. Lower bounds for the asymptotic variance and a convolution theorem are derived in general finite- and infinite-dimensional models. An explicit…

Statistics Theory · Mathematics 2007-06-13 Cun-Hui Zhang

We prove a local limit theorem for the probability of a site to be connected by disjoint paths to three points in subcritical Bernoulli percolation on $\mathbb{Z}^{d},\,d\geq2$ in the limit where their distances tend to infinity.

Probability · Mathematics 2011-03-11 Massimo Campanino , Michele Gianfelice

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

Probability · Mathematics 2020-06-22 Ilya Soloveychik

We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…

Probability · Mathematics 2013-01-11 Hsien-Kuei Hwang , Vytas Zacharovas

A novel multinomial theorem for commutative idempotents is shown to lead to new results about the moments, central moments, factorial moments, and their generating functions for any random variable $X = \sum_{i} Y_i $ expressible as a sum…

Probability · Mathematics 2022-05-09 Pavel Shuldiner , R. W. Oldford

Since the appearance of H. Robbins article (1948), the central limit theorems for random sums have been studied for about 70 years. The central limit theorems for random sums of independent random variables play a very important role in…

Probability · Mathematics 2023-08-01 Tran Loc Hung

We consider random permutations on $\Sn$ with logarithmic growing cycles weights and study asymptotic behavior as the length $n$ tends to infinity. We show that the cycle count process converges to a vector of independent Poisson variables…

Probability · Mathematics 2018-06-14 Nicolas Robles , Dirk Zeindler

We present here a new and universal approach for the study of random and/or trees, unifying in one framework many different models, including some novel ones not yet understood in the literature. An and/or tree is a Boolean expression…

Probability · Mathematics 2017-06-09 Nicolas Broutin , Cécile Mailler

The paper offers a unified approach to the study of three locally adaptive estimation methods in the context of univariate time series from both theoretical and empirical points of view. A general procedure for the computation of critical…

Statistics Theory · Mathematics 2008-12-03 Mstislav Elagin

Let $X_1$ and $N\ge 0$ be integer valued power law random variables. For a randomly stopped sum $S_N=X_1+\cdots+X_N$ of independent and identically distributed copies of $X_1$ we establish a first order asymptotics of the local…

Probability · Mathematics 2019-12-06 Mindaugas Bloznelis

Convergence rate estimates in limit theorems for sums of independent random variables are considered.

History and Overview · Mathematics 2021-10-22 Irina Shevtsova

Around 2008, Schramm conjectured that the critical probabilities for Bernoulli bond percolation satisfy the following continuity property: If $(G_n)_{n\geq 1}$ is a sequence of transitive graphs converging locally to a transitive graph $G$…

Probability · Mathematics 2019-07-29 Tom Hutchcroft

In this paper, we investigate the precise local large deviation probabilities for random sums of independent real-valued random variables with a common distribution $F$, where $F(x+\Delta)=F((x, x+T])$ is an $\mathcal{O}$-regularly varying…

Probability · Mathematics 2016-07-05 Qiuying Zhang , Fengyang Cheng