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Intransitive dice $D^{(1)}, \ldots, D^{(\ell)}$ are dice such that $D^{(1)}$ has advantage when played against $D^{(2)}$, dice $D^{(2)}$ has advantage when played against $D^{(3)}$ and so on, up to $D^{(\ell)}$, which has advantage over…

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

Statistics Theory · Mathematics 2011-04-25 G. Jogesh Babu , Zhidong Bai , Kwok Pui Choi , Vasudevan Mangalam

In the seventies, Charles Stein revolutionized the way of proving the Central Limit Theorem by introducing a method that utilizes a characterization equation for Gaussian distribution. In the last 50 years, much research has been done to…

Probability · Mathematics 2022-10-14 Partha S. Dey , Grigory Terlov

It is shown that two conjectures put forward in the recent article Iksanov and Kostohryz (2025) are true. Namely, we prove a functional central limit theorem (FCLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series…

Probability · Mathematics 2025-08-22 Congzao Dong , Alexander Iksanov

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 present a general approach to establish the Central Limit Theorem with error bounds for sequential dynamical systems. The main tool we develop is the application to this setting of a projective metric on complex cones, following the…

Dynamical Systems · Mathematics 2025-07-21 Mark F. Demers , Carlangelo Liverani

The exponential rate of convergence and the Central Limit Theorem for some Markov operators are established. The operators correspond to iterated function systems which, for example, may be used to generalize the cell cycle model given by…

Probability · Mathematics 2017-01-03 Sander Hille , Katarzyna Horbacz , Tomasz Szarek , Hanna Wojewódka

We consider heavy-tailed observables maximised on a dynamically defined Cantor set and prove convergence of the associated point processes as well as functional limit theorems. The Cantor structure, and its connection to the dynamics,…

Dynamical Systems · Mathematics 2026-01-21 Raquel Couto , Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

We obtain a Central Limit Theorem for the normalized number of real roots of a square Kostlan-Shub-Smale random polynomial system of any size as the degree goes to infinity. A study of the asymptotic variance of the number of roots is…

Probability · Mathematics 2018-05-07 Diego Armentano , Jean-Marc Azaïs , Federico Dalmao , José León

In this article, we study fluctuations of the volume of a stable sausage defined via a $d$-dimensional rotationally invariant $\alpha$-stable process. As the main results, we establish a functional central limit theorem (in the case when…

Probability · Mathematics 2020-12-15 Wojciech Cygan , Nikola Sandrić , Stjepan Šebek

We consider a version of the classical P\'olya urn scheme which incorporates innovations. The space $S$ of colors is an arbitrary measurable set. After each sampling of a ball in the urn, one returns $C$ balls of the same color and…

Probability · Mathematics 2022-11-17 Jean Bertoin

Limit theorems of strong law of large numbers and central limit theorem types are obtained for the compositions of independent identically distributed random unitary channels.

Probability · Mathematics 2026-01-06 S. V. Dzhenzher , V. Zh. Sakbaev

A numeral system is an infinite sequence of different closed normal $\lambda$-terms intended to code the integers in $\lambda$-calculus. H. Barendregt has shown that if we can represent, for a numeral system, the functions : Successor,…

Logic · Mathematics 2009-05-07 Karim Nour

We study a Gibbs measure over Brownian motion with a pair potential which depends only on the increments. Assuming a particular form of this pair potential, we establish that in the infinite volume limit the Gibbs measure can be viewed as…

Probability · Mathematics 2007-05-23 Volker Betz , Herbert Spohn

The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…

Probability · Mathematics 2024-09-05 Maximilian Engel , Peter K. Friz , Tal Orenshtein

In this paper, we consider a new type of urn scheme, where the selection probabilities are proportional to a weight function, which is linear but decreasing in the proportion of existing colours. We refer to it as the \emph{negatively…

Probability · Mathematics 2018-01-09 Antar Bandyopadhyay , Gursharn Kaur

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…

Dynamical Systems · Mathematics 2023-07-25 Yeor Hafouta

We study functions on the infinite-dimensional Hamming cube $\{-1,1\}^\infty$, in particular Boolean functions into $\{-1,1\}$, generalising results on analysis of Boolean functions on $\{-1,1\}^n$ for $n\in\mathbb{N}$. The notion of noise…

Probability · Mathematics 2019-06-11 Vilhelm Agdur

Consider a finite undirected graph and place an urn with balls of two colours at each vertex. At every discrete time step, for each urn, a fixed number of balls are drawn from that same urn with probability $p$, and from a randomly chosen…

Probability · Mathematics 2024-08-29 Yogesh Dahiya , Neeraja Sahasrabudhe

In this paper we study the almost sure central limit theorem started from a point for additive functionals of a stationary and ergodic Markov chain via a martingale approximation in the almost sure sense. As a consequence we derive the…

Probability · Mathematics 2009-11-26 Christophe Cuny , Magda Peligrad