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In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…

Probability · Mathematics 2020-05-25 Valentin Konakov , Vladimir Panov , Vladimir Piterbarg

It is known that limit theorems for triangular arrays with identically distributed rows yields convergence of densities rather than just convergence in distribution. We show that this superconvergence result holds -- at least at points at…

Probability · Mathematics 2022-02-07 Hari Bercovici , Ching-Wei Ho , Jiun-Chau Wang , Ping Zhong

In this paper we give an asymptotically tight bound for the tolerated Tverberg Theorem when the dimension and the size of the partition are fixed. To achieve this we study certain partitions of order-type homogeneous sets and use a…

Combinatorics · Mathematics 2016-06-09 Natalia García-Colín , Miguel Raggi , Edgardo Roldán-Pensado

The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…

Probability · Mathematics 2015-06-26 Alexander Soshnikov

We investigate an almost sure limit theorem (ASCLT) for sequences of random variables having the form of a ratio of two terms such that the numerator satisfies the ASCLT and the denominator is a positive term which converges almost surely…

Probability · Mathematics 2012-09-04 Peggy Cénac , Khalifa Es-Sebaiy

In this paper, we formulate and prove new properties of conditional quantiles given one of the particular sigma-fields. Next, we use them to investigate almost sure asymptotic behavior of central order statistics which arise from strictly…

Probability · Mathematics 2019-07-25 Aneta Augustynowicz

In this work, we study convergence in probability and almost sure convergence for weighted partial sums of random variables that are related to the class of generalized Oppenheim expansions. It is worth noting that the random variables…

Probability · Mathematics 2022-07-21 Rita Giuliano , Milto Hadjikyriakou

In this paper, we prove the equivalent conditions of complete moment convergence of the maximum for partial weighted sums of independent, identically distributed random variables under sublinear expectations space. As applications, the…

Probability · Mathematics 2023-06-27 Mingzhou Xu , Kun Cheng

A strong invariance principle is established for random fields which satisfy dependence conditions more general than positive or negative association. We use the approach of Cs\"{o}rg\H{o} and R\'{e}v\'{e}sz applied recently by Balan to…

Probability · Mathematics 2007-05-23 Alexander Bulinski , Alexey Shashkin

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…

Probability · Mathematics 2009-09-29 Hsien-Kuei Hwang , Svante Janson

This work is devoted to almost sure and moment exponential stability of regime-switching jump diffusions. The Lyapunov function method is used to derive sufficient conditions for stabilities for general nonlinear systems; which further…

Probability · Mathematics 2017-08-10 Zhen Chao , Kai Wang , Chao Zhu , Yanling Zhu

We prove limit theorems for sums of randomly chosen random variables conditioned on the summands. We consider several versions of the corner growth setting, including specific cases of dependence amongst the summands and summands with heavy…

Probability · Mathematics 2022-07-01 David Grzybowski

In this note, we show that the limiting spectral distribution of symmetric random matrices with stationary entries is absolutely continuous under some sufficient conditions. This result is applied to obtain sufficient conditions on a…

Probability · Mathematics 2015-02-10 Arijit Chakrabarty , Rajat Subhra Hazra

The celebrated Trotter approximation theorem provides a sufficient condition for the convergence of a sequence of operator semigroups in terms of the corresponding sequence of infinitesimal generators. There exist a few results on the rate…

Functional Analysis · Mathematics 2023-10-12 Ryuya Namba

We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…

Probability · Mathematics 2018-03-28 Dalibor Volny

This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…

Probability · Mathematics 2021-04-30 Vitalii Makogin , Evgeny Spodarev

A constant-rate multi-mode system is a hybrid system that can switch freely among a finite set of modes, and whose dynamics is specified by a finite number of real-valued variables with mode-dependent constant rates. We introduce and study…

Optimization and Control · Mathematics 2016-10-19 Fabio Somenzi , Behrouz Touri , Ashutosh Trivedi

In this paper we improve some existing results concerning the approximation of the distribution of extremes of a 1-dependent and stationary sequence of random variables. We enlarge the range of applicability and improve the approximation…

Probability · Mathematics 2012-11-26 Alexandru Amarioarei

In this note we derive a sharp concentration inequality for the supremum of a smooth random field over a finite dimensional set. It is shown that this supremum can be bounded with high probability by the value of the field at some…

Statistics Theory · Mathematics 2013-07-08 Denis Belomestny , Vladimir Spokoiny

The first aim of this paper is to wonder to what extent we can generalize the central limit theorem of Gordin [5] under the so-called L 1-projective criteria to ergodic stationary random fields when completely commuting filtrations are…

Probability · Mathematics 2022-01-19 Han-Mai Lin , Florence Merlevède , Dalibor Voln{ý}