Related papers: Asymptotic results for certain weak dependent rand…

It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable [4]. In a previous work of ours [26], we proved the…

Let X_1 ,..., X_n be a collection of binary valued random variables and let f : {0,1}^n -> R be a Lipschitz function. Under a negative dependence hypothesis known as the {\em strong Rayleigh} condition, we show that f - E f satisfies a…

This paper investigates the asymptotic behavior of the extremes of a sequence of generalized Oppenheim random variables. Particularly, we establish conditions under which some normalized extremes of sequences arising from Oppenheim…

Fixed point iterations are a fundamental tool in numerical analysis and scientific computing for the approximation of solutions to nonlinear problems. Their convergence is often established via the Banach fixed point theorem, provided that…

We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are…

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

The aim of this note is to announce some results about the probabilistic and deterministic asymptotic properties of linear groups. The first one is the analogue, for norms of random matrix products, of the classical theorem of Cramer on…

We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…

We establish the strong L2(P)-convergence of properly rescaled Wick powers as the power index tends to infinity. The explicit representation of such limit will also provide the convergence in distribution to normal and log-normal random…

In this note, we proved that weak limits, of sums of independent positive identically distributed random variables which are re-normalized by a non-linear shrinking transform $\max(0, x-r)$, are either degenerate or (some) compound Poisson…

In this paper, we derive new results on the asymptotic behavior of eigenvalues of perturbed one-dimensional massive Dirac operators in the weak coupling limit. Two classes of potentials are considered. For bounded Hermitian potentials $V$…

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

The results in this paper provide new information on asymptotic properties of classical models: the neutral Kingman coalescent under a general finite-alleles, parent-dependent mutation mechanism, and its generalisation, the ancestral…

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…

The paper deals with the asymptotic laws of functional of standard random variables. These classes of statistics are closely related to estimators of the extreme value index when the underlying distribution function is in the Weibull domain…

We present a novel approach to estimating discrete distributions with (potentially) infinite support in the total variation metric. In a departure from the established paradigm, we make no structural assumptions whatsoever on the sampling…

The upper bound inequality for variance of weighted sum of correlated random variables is derived according to Cauchy-Schwarz's inequality, while the weights are non-negative with sum of 1. We also give a novel proof with positive…

In this paper we analyze the approximation of stable linear time-invariant systems, like the Hilbert transform, by sampling series for bandlimited functions in the Paley-Wiener space $\mathcal{PW}_{\pi}^{1}$. It is known that there exist…

The continuous dependence of solutions to certain (non-autonomous, partial, integro-differential-algebraic, evolutionary) equations on the coefficients is addressed. We give criteria that guarantee that convergence of the coefficients in…

The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…