Related papers: Functional central limit theorems for certain stat…

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…

Consider an urn containing balls labeled with integer values. Define a discrete-time random process by drawing two balls, one at a time and with replacement, and noting the labels. Add a new ball labeled with the sum of the two drawn…

We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the cumulant method.

We investigate the randomized Karlin model with parameter $\beta\in(0,1)$, which is based on an infinite urn scheme. It has been shown before that when the randomization is bounded, the so-called odd-occupancy process scales to a fractional…

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…

We use a method developed by Bj\"orklund and Gorodnik to show a central limit theorem (as $T$ tends to $\infty$) for the counting functions $\# \left( \Lambda \cap \Omega_T \right)$ where $\Lambda$ ranges over the space $Y_{2d}$ of…

We study inhomogeneous random graphs with a finite type space. For a natural generalization of the model as a dynamic network-valued process, the paper establishes the following results: (a) Functional central limit theorems for the…

We prove a central limit theorem for the volume of projections of the N-cube onto a random subspace of dimension n, when n is fixed and N tends to infinity. Randomness in this case is with respect to the Haar measure on the Grassmannian…

In this note, we establish a functional central limit theorem for the capacity of the range for a class of $\alpha$-stable random walks on the integer lattice $\mathbb{Z}^d$ with $d > 5\alpha/2$. Using similar methods, we also prove an…

We consider an urn model with multiple drawing and random time-dependent addition matrix. The model is very general with respect to previous literature: the number of sampled balls at each time-step is random, the addition matrix has…

In this paper, we study almost sure central limit theorems for multiple stochastic integrals and provide a criterion based on the kernel of these multiple integrals. We apply our result to normalized partial sums of Hermite polynomials of…

In this paper we show a functional central limit theorem for the sum of the first $\lfloor t n \rfloor$ diagonal elements of $f(Z)$ as a function in $t$, for $Z$ a random real symmetric or complex Hermitian $n\times n$ matrix. The result…

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…

Walter Rudin, in 1966, characterized analytic functions in the unit disk in terms of the maximum principle relative to the boundary. We conjecture a generalization of this result when the disk is replaced by the punctured disk, and we prove…

The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under…

Using a central limit theorem for arrays of interacting quantum systems, we give analytical expressions for the density of states and the partition function at finite temperature of such a system, which are valid in the limit of infinite…

Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…

We establish a new functional central limit theorem result for non-invertible measure preserving maps that are not necessarily ergodic, using the Perron-Frobenius operator. We apply the result to asymptotically periodic transformations and…

Consider the multicolored urn model where, after every draw, balls of the different colors are added to the urn in a proportion determined by a given stochastic replacement matrix. We consider some special replacement matrices which are not…

In the Karlin infinite occupancy scheme, balls are thrown independently into an infinite array of boxes $1$, $2,\ldots$, with probability $p_k$ of hitting the box $k$. For $j,n\in\mathbb{N}$, denote by $\mathcal{K}^*_j(n)$ the number of…