Related papers: Limit theorems for random simplices in high dimens…

We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum…

The classical theorem of Wendel provides an exact formula for the probability that the convex hull of independent symmetrically distributed vectors in ${\mathbb R}^d$ contains the origin as long as the distributions of the vectors are…

The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…

We analyse the inverse reduced fluctuations (inverse ratio of relative volume fluctuation to its value in the hypothetical case where the substance acts an ideal gas for the same temperature-volume parameters) for simple liquids from…

For a fixed $k\in\{1,\dots,d\}$ consider random vectors $X_0,\dots, X_{k}\in\mathbb R^d$ with an arbitrary spherically symmetric joint density function. Let $A$ be any non-singular $d\times d$ matrix. We show that the $k$-dimensional volume…

Consider the sample covariance matrix $$\Sigma^{1/2}XX^T\Sigma^{1/2}$$ where $X$ is an $M\times N$ random matrix with independent entries and $\Sigma$ is an $M\times M$ diagonal matrix. It is known that if $\Sigma$ is deterministic, then…

The beta polytope $P_{n,d}^\beta$ is the convex hull of $n$ i.i.d. random points distributed in the unit ball of $\mathbb{R}^d$ according to a density proportional to $(1-\lVert{x}\rVert^2)^{\beta}$ if $\beta>-1$ (in particular, $\beta=0$…

We make some improvements to our previous results. First, we prove a version of our volume growth theorem which does not require any assumption on the first Betti number. Second, we show that our local regularity theorem only requires a…

We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…

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…

We prove two theorems related to the Central Limit Theorem (CLT) for Martin-L\"of Random (MLR) sequences. Martin-L\"of randomness attempts to capture what it means for a sequence of bits to be "truly random". By contrast, CLTs do not make…

In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…

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…

We consider the branching process in random environment $\{Z_n\}_{n\geq 0}$, which is a~population growth process where individuals reproduce independently of each other with the reproduction law randomly picked at each generation. We focus…

This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…

Following Barany et al., who proved that large random lattice zonotopes converge to a deterministic shape in any dimension after rescaling, we establish a central limit theorem for finite-dimensional marginals of the boundary of the…

Let $X_p, p\in\cP$ be a sequence of independent random variables s.t. $\bbP(X_p=\pm 1)=1/2$. Let $\te_j=\prod_{p|j}X_p$ if $j$ is square free and $\te_j=0$ otherwise. Denote $S_n=\sum_{\ell=1}^n\te_\ell$. The from this point of view proving…

We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…

In a $d$-dimensional convex body $K$ random points $X_0, \dots, X_d$ are chosen. Their convex hull is a random simplex. The expected volume of a random simplex is monotone under set inclusion, if $K \subset L$ implies that the expected…

We consider a sequence H_N of Hilbert spaces of dimensions d_N tending to infinity. The motivating examples are eigenspaces or quasi-mode spaces of a Laplace or Schrodinger operator. We define a random ONB of H_N by fixing one ONB and…