Related papers: On the distribution of the van der Corput sequence…

Let $\beta > 1$ be a real number and $x \in [0,1)$ be an irrational number. Denote by $k_n(x)$ the exact number of partial quotients in the continued fraction expansion of $x$ given by the first $n$ digits in the $\beta$-expansion of $x$…

A generic uniformly distributed sequence $(x_n)_{n \in \mathbb{N}}$ in $[0,1)$ possesses Poissonian pair correlations (PPC). Vice versa, it has been proven that a sequence with PPC is uniformly distributed. Grepstad and Larcher gave an…

For a prime number $p$ and integer $x$ with $\gcd(x,p)=1$ let $\overline{x}$ denote the multiplicative inverse of $x$ modulo $p.$ In the present paper we are interested in the problem of distribution modulo $p$ of the sequence $$…

A Central Limit Theorem for non-commutative random variables is proved using the Lindeberg method. The theorem is a generalization of the Central Limit Theorem for free random variables proved by Voiculescu. The Central Limit Theorem in…

We study the Wasserstein distance of order 1 between the empirical distribution and the marginal distribution of stationary $\alpha$-dependent sequences. We prove some moments inequalities of order p for any p $\ge$ 1, and we give some…

We consider the general branching random walk under minimal assumptions, which in particular guarantee that the empirical particle distribution admits an almost sure central limit theorem. For such a process, we study the large time decay…

We consider a branching random walk on $d$-dimensional real space with immigration in a time-dependent random environment. Let $Z_n(\mathbf t)$ be the so-called partition function of the process, namely, the moment generating function of…

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

We obtain the empirical strong law of large numbers, empirical Glivenko-Cantelli theorem, central limit theorem, functional central limit theorem for various nonparametric Bayesian priors which include the Dirichlet process with general…

We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

Homogeneous normalized random measures with independent increments (hNRMIs) represent a broad class of Bayesian nonparametric priors and thus are widely used. In this paper, we obtain the strong law of large numbers, the central limit…

Let $f:[0,1)^d \to {\mathbb R}$ be an integrable function. An objective of many computer experiments is to estimate $\int_{[0,1)^d} f(x) dx$ by evaluating f at a finite number of points in [0,1)^d. There is a design issue in the choice of…

We consider Grenander type estimators for a monotone function $\lambda:[0,1]\to\mathbb{R}$, obtained as the slope of a concave (convex) estimate of the primitive of $\lambda$. Our main result is a central limit theorem for the Hellinger…

A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix $\mathbf{S}$, constructed from $n$ observations of a $p$-dimensional random vector with iid components, and the Frobenius norm of…

The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…

Consider a sequence of $n$ independent random variables with a common continuous distribution $F$, and consider the task of choosing an increasing subsequence where the observations are revealed sequentially and where an observation must be…

We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…

Let $(X_{n,i})_{1\le i\le n,n\in\mathbb{N}}$ be a triangular array of row-wise stationary $\mathbb{R}^d$-valued random variables. We use a "blocks method" to define clusters of extreme values: the rows of $(X_{n,i})$ are divided into $m_n$…

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

We strengthen the Carleson-Hunt theorem by proving $L^p$ estimates for the $r$-variation of the partial sum operators for Fourier series and integrals, for $p>\max\{r',2\}$. Four appendices are concerned with transference, a variation norm…