Related papers: Limit theorems in bi-free probability theory
In this paper, on the sublinear expectation space, we establish a comparison theorem between independent and convolutionary random vectors, which states that the partial sums of those two sequences of random vectors are identically…
We propose a new framework for transverse-momentum dependent parton distribution functions, based on a generalized conception of gauge invariance which includes into the Wilson lines the Pauli term $\sim F^{\mu\nu}[\gamma_\mu, \gamma_\nu]$.…
This paper examines the foundational concept of random variables in probability theory and statistical inference, demonstrating that their mathematical definition requires no reference to randomization or hypothetical repeated sampling. We…
Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…
We consider the free additive convolution $\mu_\alpha\boxplus\mu_\beta$ of two probability measures $\mu_\alpha$ and $\mu_\beta$, supported on respectively $n_\alpha$ and $n_\beta$ disjoint bounded intervals on the real line, and derive a…
Recently a new type of central limit theorem for belief functions was given in Epstein et al. [9]. In this paper, we generalize the central limit theorem in Epstein et al. [9] to accommodate general bounded random variables. These results…
We note with B2 the Boole algebra with two elements. We define for the R->B2 functions the limits, the derivatives, the differentiability, the test functions, the integrals. We also define the distributions over the space of these test…
The superconvergence phenomenon is shown for products of free, identically distributed random variables. We also show that a certain Holder regularity, first demonstrated by Biane for the density of a free additive convolution with a…
In this paper we present a surprisingly general extension of the main result of a paper that appeared in this journal: I. Montes et al., Sklar's theorem in an imprecise setting, Fuzzy Sets and Systems, 278 (2015), 48--66. The main tools we…
We prove an analogue of the portmanteau theorem on weak convergence of probability measures allowing measures which are unbounded on an underlying metric space but finite on the complement of any Borel neighbourhood of a fixed element.
In this paper free harmonic analysis tools are used to study parabolic iteration in the complex upper half-plane. The main result here is a complete characterization for the norming constants in the monotonic central limit theorem. This…
In statistical problems, a set of parameterized probability distributions is used to estimate the true probability distribution. If Fisher information matrix at the true distribution is singular, then it has been left unknown what we can…
We prove a version of a general transfer theorem for random sequences with independent random indexes in the double array limit setting under relaxed conditions. We also prove its partial inverse providing the necessary and sufficient…
Let I_1,...,I_n be independent but not necessarily identically distributed Bernoulli random variables, and let X_n=\sum_{j=1}^nI_j. For \nu in a bounded region, a local central limit theorem expansion of P(X_n=EX_n+\nu) is developed to any…
In this paper, we study the partial bi-free $S$-transform of a pair $(a,b)$ of random variables, and the $S$-transform of the $2\times 2$ matrix-valued random variable $\left(\begin{matrix}a&0\\0&b\end{matrix}\right)$ associated with…
We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the…
This paper extends classical probabilistic results to the broader class of demimartingales and demisubmartingales. We establish variants of Doob's-type optional sampling theorem under minimal structural conditions on stopping times, relying…
We study the analogue of Kummer distribution in free probability. We prove characterization of free-Kummer and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are…
The study of sums of possibly associated Bernoulli random variables has been hampered by an asymmetry between positive correlation and negative correlation. The Conway-Maxwell Binomial (COMB) distribution and its multivariate extension, the…
The Rotar central limit theorem is a remarkable theorem in the non-classical version since it does not use the condition of asymptotic infinitesimality for the independent individual summands, unlike the theorems named Lindeberg's and…