Related papers: R\'enyi divergence and the central limit theorem

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

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…

We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reductive group) satisfies a central limit theorem under an order…

We build on recent works on Stein's method for functions of multivariate normal random variables to derive bounds for the rate of convergence of some asymptotically chi-square distributed statistics. We obtain some general bounds and…

We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.

In 2010, Shiffman and Zelditch proved a central limit theorem (CLT) for smooth statistics of Gaussian random zeros in codimension one over compact K\"ahler manifolds. They raised the question of whether this result admits a two-fold…

We use techniques of Malliavin calculus to study the convergence in law of a family of generalized Rosenblatt processes $Z_\gamma$ with kernels defined by parameters $\gamma$ taking values in a tetrahedral region $\Delta$ of $\RR^q$. We…

We extend the central limit theorem under the Dedecker-Rio condition to adapted stationary and ergodic sequences of random variables taking values in a class of smooth Banach spaces. This result applies to the case of random variables…

We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's…

We show that there exists a very natural, superstatistics-linked extension of the central limit theorem (CLT) to deformed exponentials (also called q-Gaussians): This generalization favorably compares with the one provided by S. Umarov and…

This paper explores the connection between a generalized Riesz electric energy and norms on the set of probability measures defined in terms of duality. We derive functional inequalities linking these two notions, recovering and…

We introduce and study in detail a special class of backward continued fractions that represents a generalization of R\'enyi continued fractions. We investigate the main metrical properties of the digits occurring in these expansions and we…

We consider Hotelling's T^2 statistic for an arbitrary d-dimensional sample. If the sampling is not too deterministic or inhomogeneous, then under zero means hypothesis, T^2 tends to \chi^2_d in distribution. We show that a test for the…

Let $(X_i)_{i \geq 1}$ and $(Y_i)_{i\geq1}$ be two independent sequences of independent identically distributed random variables taking their values in a common finite alphabet and having the same law. Let $LC_n$ be the length of the…

In this paper, we present some multi-dimensional central limit theorems and laws of large numbers under sublinear expectations, which extend some previous results.

Separability conditions for a bipartite quantum system of finite-dimensional subsystems are formulated in terms of R\'{e}nyi and Tsallis entropies. Entropic uncertainty relations often lead to entanglement criteria. We propose new approach…

In this note, we give a probabilistic interpretation of the Central Limit Theorem used for approximating isotropic Gaussians in [1].

The celebrated L\'evy--Khintchine theorem is a fundamental limiting law that describes the growth rate of the denominators of the convergents in the continued fraction expansion of a Lebesgue-typical real number. In a recent breakthrough,…

The question of whether the central limit theorem (CLT) holds for the total number of edges in exponential random graph models (ERGMs) in the subcritical region of parameters has remained an open problem. In this paper, we establish the…

In this paper, we investigate annealed and quenched limit theorems for random expanding dynamical systems. Making use of functional analytic techniques and more probabilistic arguments with martingales, we prove annealed versions of a…