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Related papers: Baum-Katz type theorems with exact threshold

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We introduce a new type of convergence in probability theory, which we call ``mod-Gaussian convergence''. It is directly inspired by theorems and conjectures, in random matrix theory and number theory, concerning moments of values of…

Number Theory · Mathematics 2009-12-26 Jean Jacod , Emmanuel Kowalski , Ashkan Nikeghbali

In this paper, we give a Breiman's theorem for conditional dependent random vector, where one component has a regularly-varying-tailed distribution with the index $\alpha\ge0$ and its slowly varying function satisfies a relaxed condition,…

Probability · Mathematics 2024-06-06 Zhaolei Cui , Yuebao Wang

We give simple necessary and sufficient conditions for the inclusion-exclusion identity to hold for an infinite countable number of sets. In terms of a random variable, whose range are nonnegative integers, this condition is equivalent to…

Probability · Mathematics 2007-05-23 Shmuel Friedland , Elliot Krop

We obtain, using the Birman-Schwinger method, a series of necessary conditions for the existence of at least one bound state applicable to arbitrary central potentials in the context of nonrelativistic quantum mechanics. These conditions…

Mathematical Physics · Physics 2009-11-10 Fabian Brau

We prove an explicit finite-sample version of the Borel--Cantelli lemma under $m$-dependence. Given any $m$-dependent sequence of events $(A_k)_{1\leq k\leq N}$, we show that \[ \mathbb{P}\Bigl(\bigcup_{k=1}^N A_k\Bigr) \ge 1 -…

Probability · Mathematics 2026-04-10 Chatchawan Panraksa

It is well-known that assumptions of monotonicity in size-bias couplings may be used to prove simple, yet powerful, Poisson approximation results. Here we show how these assumptions may be relaxed, establishing explicit Poisson…

Probability · Mathematics 2019-01-30 Fraser Daly , Oliver Johnson

The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…

Information Theory · Computer Science 2026-05-13 Mladen Kovačević

Let $\{X_n,n\geq 1\}$ be a sequence of i.i.d. random variables with partial sums $\{S_n,n\geq 1\}$. Based on the classical Baum-Katz theorem, a paper by Heyde in 1975 initiated the precise asymptotics for the sum $\sum_{n\geq…

Probability · Mathematics 2015-07-24 Lingtao Kong

We show that large critical multi-type Galton-Watson trees, when conditioned to be large, converge locally in distribution to an infinite tree which is analoguous to Kesten's infinite monotype Galton-Watson tree. This is proven when we…

Probability · Mathematics 2016-08-02 Robin Stephenson

Let $X$, $X_1$, $X_2$, $...$ be i.i.d. random variables, and let $S_n=X_1+... + X_n$ be the partial sums and $M_n=\max_{k\le n}|S_k|$ be the maximum partial sums. We give the sufficient and necessary conditions for a kind of limit theorems…

Probability · Mathematics 2007-05-23 Li-Xin Zhang

In this paper, we propose extensions for the classical Kummer test, which is a very far-reaching criterion that provides sufficient and necessary conditions for convergence and divergence of series of positive terms. Furthermore, we present…

Classical Analysis and ODEs · Mathematics 2023-06-22 Douglas Azevedo , Thiago P. Andrade

Let $X_1,\ldots,X_N$ be i.i.d.\ random variables distributed like $X$. Suppose that the first $k \geq 3$ moments $\{ \mathbb{E}[X^j] : j = 1,\ldots,k\}$ of $X$ agree with that of the standard Gaussian distribution, that…

Probability · Mathematics 2023-07-18 Samuel G. G. Johnston

A necessary condition is given for a sequence of identically distributed and pairwise positively quadrant dependent random variables obeying the strong laws of large numbers with respect to the normalising constants $n^{1/p}$ $(1 \leqslant…

Probability · Mathematics 2020-10-27 João Lita da Silva

We study conditions under which integer sequences with independent, identically distributed gaps are asymptotically $k$-complete, meaning that every sufficiently large integer can be represented as the sum of exactly $k$ distinct elements…

Probability · Mathematics 2025-03-10 Vahram Asatryan , Erik Babasyan , Sevak Mkrtchyan

We derive a necessary and sufficient condition for the sum of M independent continuous random variables modulo 1 to converge to the uniform distribution in L^1([0,1]), and discuss generalizations to discrete random variables. A consequence…

Probability · Mathematics 2010-09-15 Steven J. Miller , Mark J. Nigrini

We consider a real random variable X represented through a random pair of real random variables (R,T) and a deterministic function u as X=Ru(T). Under some additional assumptions, we prove a limit theorem for (R,T) given X>x, as x tends to…

Probability · Mathematics 2013-11-05 Ph. Barbe , Miriam Isabel Seifert

Spectral properties of Gram matrices are central to high dimensional asymptotic analyses of statistical estimators in regression and covariance estimation. These properties, in turn, depend critically on the extreme singular values and…

Statistics Theory · Mathematics 2026-03-03 Partha Sarkar , Kshitij Khare , Sanvesh Srivastava

Let (Zn) be a branching process with immigration in an independent and identically distributed random environment. Under necessary moment conditions, we show the exact convergence rate in the central limit theorem on logZn by using the…

Probability · Mathematics 2022-03-30 C. Huang , R. Zhang , Z. Gao

~This paper presents a general result that allows for establishing a link between the Kolmogorov-Marcinkiewicz-Zygmund strong law of large numbers and Feller's strong law of large numbers in a Banach space setting. Let $\{X, X_{n}; n \geq…

Probability · Mathematics 2017-03-27 Deli Li , Han-Ying Liang , Andrew Rosalsky

We provide rates of convergence in the central limit theorem in terms of projective criteria for adapted stationary sequences of centered random variables taking values in Banach spaces, with finite moment of order $p \in ]2,3]$ as soon as…

Probability · Mathematics 2025-02-21 Aurélie Bigot