Related papers: Lacunary series and stable distributions

In this paper we present the theory of lacunary trigonometric sums and lacunary sums of dilated functions, from the origins of the subject up to recent developments. We describe the connections with mathematical topics such as…

In this paper we define the closure under weak convergence of the class of p-tempered {\alpha}-stable distributions. We give necessary and sufficient conditions for convergence of sequences in this class. Moreover, we show that any element…

For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…

For n>=1 let X_n be a vector of n independent Bernoulli random variables. We assume that X_n consists of M "blocks" such that the Bernoulli random variables in block i have success probability p_i. Here M does not depend on n and the size…

The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to…

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…

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)…

We study intermediate-scale statistics for the fractional parts of the sequence $(\alpha a_n)_{n=1}^{\infty}$, where $(a_n)_{n=1}^{\infty}$ is a positive, real-valued lacunary sequence, and $\alpha\in\mathbb{R}$. In particular, we consider…

Let $\{X, X_n, n\geq 1\}$ be a sequence of independent identically distributed non-degenerate random variables. Put $S_0=0, S_n = \sum^n_{i=1} X_i$ and $V_n^2=\sum^n_{i=1} X_i^2, n\ge 1.$ A weak convergence theorem is established for the…

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…

For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

Let $E$ be a space of observables in a sequence of trials $\xi_n$ and define $m_n$ to be the empirical distributions of the outcomes. We discuss the almost sure convergence of the sequence $m_n$ in terms of the $\psi$-weak topology of…

The main purpose of this paper is to obtain strong laws of large numbers for arrays or weighted sums of random variables under a scenario of dependence. Namely, for triangular arrays $\{X_{n,k}, \, 1 \leqslant k \leqslant n, \, n \geqslant…

Let $\{X_n;n\ge 1\}$ be a sequence of independent and identically distributed random variables on a sub-linear expectation space $(\Omega,\mathscr{H},\widehat{\mathbb E})$, $S_n=X_1+\ldots+X_n$. We consider the moments of $\max_{n\ge…

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

Let $\{X_n;n\ge 1\}$ be a sequence of independent random variables on a probability space $(\Omega, \mathcal{F}, P)$ and $S_n=\sum_{k=1}^n X_k$. It is well-known that the almost sure convergence, the convergence in probability and the…

In this paper, we give estimates of the minimal ${\mathbb{L}}^1$ distance between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary sequences satisfying projective criteria in the style of…

Let (X_n) be a sequence of random variables (with values in a separable metric space) and (N_n) a sequence of random indices. Conditions for X_{N_n} to converge stably (in particular, in distribution) are provided. Some examples, where such…

A "law of large numbers" for consecutive convex hulls for weakly dependent Gaussian sequences $\{X_n\}$, having the same marginal distribution, is extended to the case when the sequence $\{X_n\}$ has a weak limit. Let $\mathbb{B}$ be a…