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Related papers: Discrete rough paths and limit theorems

200 papers

In this paper, we develop a general approach to proving global and local uniform limit theorems for the Horvitz-Thompson empirical process arising from complex sampling designs. Global theorems such as Glivenko-Cantelli and Donsker…

Statistics Theory · Mathematics 2019-05-31 Qiyang Han , Jon A. Wellner

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

Probability · Mathematics 2013-10-28 Valentin Féray

In the paper, we investigate the asymptotic behaviors of the randomly weighted sums with upper tail asymptotically independent increments under new conditions without requiring moment assumptions on random weights.An application of the…

We introduce a class of absorption mechanisms and study the behavior of real-valued centered random walks with finite variance that do not get absorbed. In particular, we prove persistence and scaling limit results, which, in many cases of…

Probability · Mathematics 2019-11-27 Micha Buck

Let $G$ be a directed graph on finitely many vertices and edges, and assign a positive weight to each edge on $G$. Fix vertices $u$ and $v$ and consider the set of paths that start at $u$ and end at $v$, self-intersecting in any number of…

Probability · Mathematics 2013-06-13 R. Edwards , E. Foxall , T. J. Perkins

We derive simplified sphere-packing and Gilbert--Varshamov bounds for codes in the sum-rank metric, which can be computed more efficiently than previous ones. They give rise to asymptotic bounds that cover the asymptotic setting that has…

Information Theory · Computer Science 2023-03-22 Cornelia Ott , Sven Puchinger , Martin Bossert

We describe and examine a test for a general class of shape constraints, such as constraints on the signs of derivatives, U-(S-)shape, symmetry, quasi-convexity, log-convexity, $r$-convexity, among others, in a nonparametric framework using…

Methodology · Statistics 2020-06-09 Tatiana Komarova , Javier Hidalgo

We generalize Roth's theorem on three term arithmetic progressions to translation invariant quadratic forms in at least 17 variables. We use Fourier-analysis, restriction theory, uniformity norms and Roth's density increment method to show…

Number Theory · Mathematics 2013-09-02 Eugen Keil

A general method is presented for deriving the limiting behavior of estimators that are defined as the values of parameters optimizing an empirical criterion function. The asymptotic behavior of such estimators is typically deduced from…

Statistics Theory · Mathematics 2008-12-18 Peter Radchenko

Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition…

Probability · Mathematics 2016-03-02 A. Agbor , S. Molchanov , B. Vainberg

We rewrite Arthur's asymptotic formula for weighted orbital integrals on real groups with the aid of a residue calculus and extend the resulting formula to the Schwartz space. Then we extract the available information about the coefficients…

Representation Theory · Mathematics 2008-09-01 Werner Hoffmann

In this article, we study the pointwise asymptotic behavior of iterated convolutions on the one dimensional lattice Z. We generalize the so-called local limit theorem in probability theory to complex valued sequences. A sharp rate of…

Probability · Mathematics 2025-02-25 Lucas Coeuret

We study the probabilistic behaviour of the continued fraction expansion of a quadratic irrational number, when weighted by some "additive" cost. We prove asymptotic Gaussian limit laws, with an optimal speed of convergence. We deal with…

Number Theory · Mathematics 2020-09-16 Eda Cesaratto , Brigitte Vallée

In this work we prove an asymptotic result, that under some conditions on the involved distribution functions, is valid for any Oppenheim expansion, extending a classical result proven by W. Vervaat in 1972 for denominators of the Luroth…

Probability · Mathematics 2020-10-20 Rita Giuliano , Milto Hadjikyriakou

We consider a Bayesian problem of estimating of probability of success in a series of conditionally independent trials with binary outcomes. We study the asymptotic behaviour of differential entropy for posterior probability density…

Information Theory · Computer Science 2015-07-30 Mark Kelbert , Pavel Mozgunov

We study asymptotics of random shifted Young diagrams which correspond to a given sequence of reducible projective representations of the symmetric groups. We show limit results (Law of Large Numbers and Central Limit Theorem) for their…

Combinatorics · Mathematics 2020-02-06 Sho Matsumoto , Piotr Śniady

We study different possibilities to apply the principles of rough paths theory in a non-commutative probability setting. First, we extend previous results obtained by Capitaine, Donati-Martin and Victoir in Lyons' original formulation of…

Probability · Mathematics 2016-03-09 Aurélien Deya , René Schott

Using proof-theoretic methods in the style of proof mining, we give novel computationally effective limit theorems for the convergence of the Cesaro-means of certain sequences of random variables. These results are intimately related to…

Probability · Mathematics 2024-06-28 Morenikeji Neri

We prove several new results on the Hamming weight of bounded uniform and small-bias distributions. We exhibit bounded-uniform distributions whose weight is anti-concentrated, matching existing concentration inequalities. This construction…

Computational Complexity · Computer Science 2024-07-18 Harm Derksen , Peter Ivanov , Chin Ho Lee , Emanuele Viola