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We consider the edge-triangle model, a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. In the so-called replica symmetric regime, the limiting free energy exists together…

Probability · Mathematics 2023-01-31 Alessandra Bianchi , Francesca Collet , Elena Magnanini

This paper presents an exposition of Rio's proof of the strong law of large numbers and extends his method to random fields. In addition to considering the rate of convergence in the Marcinkiewicz--Zygmund strong law of large numbers, we go…

Probability · Mathematics 2024-12-19 Lê Vǎn Thành

We study the local asymptotic behavior of divergence-like functionals of a family of $d$-dimensional Infinitely Divisible Random Fields. Specifically, we derive limit theorems of surface integrals over Lipschitz manifolds for this class of…

Probability · Mathematics 2023-11-06 José Ulises Márquez-Urbina , Orimar Sauri

We consider sequences of homogeneous sums based on independent random variables and satisfying a central limit theorem (CLT). We address the following question: "In which cases is it not possible to reduce such an asymptotic result to the…

Probability · Mathematics 2025-12-17 Francesco Caravenna , Francesca Cottini , Giovanni Peccati

In this work, we study the normal approximation and almost sure central limit theorems for some functionals of an independent sequence of Rademacher random variables. In particular, we provide a new chain rule that improves the one derived…

Probability · Mathematics 2018-10-16 Guangqu Zheng

We obtain sufficient conditions for belonging of almost all paths of a random process to some fixed rearrangement invariant (r.i.) Banach functional space, and to satisfying the Central Limit Theorem (CLT) in this space. We describe also…

Probability · Mathematics 2014-09-09 E. Ostrovsky , L. Sirota

The paper is devoted to the investigation of Esscher's transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal…

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

We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…

Probability · Mathematics 2021-01-01 Alexey Bufetov , Vadim Gorin

In this paper, we establish the convergence rate in central limit theorem (CLT) for linearly extended negative quadrant dependent (LENQD) random variables (rv's). Under some weak conditions, the rate of normal approximation is shown as…

Statistics Theory · Mathematics 2025-09-22 Mohamed Kaber El Alem , Zohra Guessoum , Abdelkader Tatachak , Ourida Sadki

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

Probability · Mathematics 2025-01-29 Alexander Shmyrov , Vasily Shmyrov

We prove a local limit theorem, i.e. a central limit theorem for densities, for a sequence of independent and identically distributed random variables taking values on an abstract Wiener space; the common law of those random variables is…

Probability · Mathematics 2016-10-05 Alberto Lanconelli , Aurel Iulian Stan

We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…

Analysis of PDEs · Mathematics 2023-07-14 Ivan C. Christov , Isanka Garli Hevage , Akif Ibraguimov , Rahnuma Islam

We establish the limiting distribution of $\frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{n\le x}\alpha(n)$ where $\alpha$ is a Steinhaus random multiplicative function, answering a question of Harper. The distributional convergence is proved…

Number Theory · Mathematics 2025-09-16 Ofir Gorodetsky , Mo Dick Wong

Nearest neighbor cells in $R^d,d\in\mathbb{N}$, are used to define coefficients of divergence ($\phi$-divergences) between continuous multivariate samples. For large sample sizes, such distances are shown to be asymptotically normal with a…

Probability · Mathematics 2009-03-06 Yu. Baryshnikov , Mathew D. Penrose , J. E. Yukich

Statistical mechanics describes interaction between particles of a physical system. Particle properties of the system can be modelled with a random field on a lattice and studied at different distance scales using renormalization group…

Probability · Mathematics 2015-04-29 Farida Kachapova , Ilias Kachapov

We study a model of random $\mathcal{R}$-enriched trees that is based on weights on the $\mathcal{R}$-structures and allows for a unified treatment of a large family of random discrete structures. We establish distributional limits…

Probability · Mathematics 2018-12-12 Benedikt Stufler

Given a reference random variable, we study the solution of its Stein equation and obtain universal bounds on its first and second derivatives. We then extend the analysis of Nourdin and Peccati by bounding the Fortet-Mourier and…

Probability · Mathematics 2017-12-13 Richard Eden , Juan Víquez

In this article, we establish a central limit theorem for the capacity of the range process for a class of $d$-dimensional symmetric $\alpha$-stable random walks with the index satisfying $d > 5\alpha /2$. Our approach is based on…

Probability · Mathematics 2021-04-20 Wojciech Cygan , Nikola Sandrić , Stjepan Šebek

We prove a quenched functional central limit theorem (quenched FCLT) for the sums of a random field (r.f.) along a Z d-random walk in different frameworks: probabilistic (when the r.f. is i.i.d. or a moving average of i.i.d. random…

Dynamical Systems · Mathematics 2021-04-27 Jean-Pierre Conze

We show that a considerable part of the theory of (ultra)distributions and hyperfunctions can be extended to more singular generalized functions, starting from an angular localizability notion introduced previously. Such an extension is…

High Energy Physics - Theory · Physics 2009-10-30 M. A. Soloviev