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We prove that multidimensional diffusions in random environment have a limiting velocity which takes at most two different values. Further, in the two-dimensional case we show that for any direction, the probability to escape to infinity in…

Probability · Mathematics 2007-05-23 Laurent Goergen

This article establishes novel strong uniform laws of large numbers for randomly weighted sums such as bootstrap means. By leveraging recent advances, these results extend previous work in their general applicability to a wide range of…

Probability · Mathematics 2023-10-24 Neil A. Spencer , Jeffrey W. Miller

In this paper we prove that, under certain conditions, a strong law of large numbers holds for a class of super-diffusions $X$ corresponding to the evolution equation $\partial_t u_t=L u_t+\beta u_t-\psi(u_t)$ on a bounded domain $D$ in…

Probability · Mathematics 2011-02-18 Rong-Li Liu , Yan-Xia Ren , Renming Song

In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem for sums of (independent) random variables. However, it is…

Probability · Mathematics 2020-10-27 Alexandra Dorofeeva , Victor Korolev , Alexander Zeifman

Permanents of random matrices with independent and identically distributed (i.i.d.) entries have extensively studied in literature and convergence and concentration properties are known under varying assumptions on the distributions. In…

Probability · Mathematics 2021-12-13 Ghurumuruhan Ganesan

Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…

Probability · Mathematics 2023-09-22 Hui Liu , Yudan Xiong , Fangjun Xu

We prove inverse theorems for the size of sumsets and the $L^q$ norms of convolutions in the discretized setting, extending to arbitrary dimension an earlier result of the author in the line. These results have applications to the…

Classical Analysis and ODEs · Mathematics 2025-04-23 Pablo Shmerkin

We prove that the ratio of the Newman sum over numbers multiple of a fixed integer which is not multiple of 3 and the Newman sum over numbers multiple of a fixed integer divisible by 3 is o(1) when the upper limit of summing tends to…

Number Theory · Mathematics 2008-08-20 Vladimir Shevelev

In this paper, we investigate annealed and quenched limit theorems for random expanding dynamical systems. Making use of functional analytic techniques and more probabilistic arguments with martingales, we prove annealed versions of a…

Dynamical Systems · Mathematics 2014-07-18 Romain Aimino , Matthew Nicol , Sandro Vaienti

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

Dynamical Systems · Mathematics 2015-06-16 Nicolai Haydn , Matthew Nicol , Sandro Vaienti , Licheng Zhang

For any set $A$ of natural numbers with positive upper Banach density and any $k\geq 1$, we show the existence of an infinite set $B\subset{\mathbb N}$ and a shift $t\geq0$ such that $A-t$ contains all sums of $m$ distinct elements from $B$…

Dynamical Systems · Mathematics 2025-09-16 Bryna Kra , Joel Moreira , Florian K. Richter , Donald Robertson

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…

Probability · Mathematics 2019-04-03 João Lita da Silva

We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…

Probability · Mathematics 2025-03-18 Fabrice Gamboa , Martin Venker

For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…

Probability · Mathematics 2024-06-21 Sergey G. Bobkov , Friedrich Götze

We generalise the Erdos-Renyi limit theorem on the maximum of the partial sums of random variables to the case when the number of terms in these sums is randomly distributed. Certain relations between the limiting theorems of this type and…

Probability · Mathematics 2007-05-23 A. Khorunzhy

Let X,X_1,X_2,... be independent identically distributed random variables and let h(x,y)=h(y,x) be a measurable function of two variables. It is shown that the bounded law of the iterated logarithm, $\limsup_n (n\log\log n)^{-1}|\sum_{1<=…

Probability · Mathematics 2014-11-17 Evarist Giné , Stanisław Kwapień , Rafał Latała , Joel Zinn

We prove a geometric criterion for the bounded multiplicity property of "small" infinite-dimensional representations of real reductive Lie groupsin both induction and restrictions. Applying the criterion to symmetric pairs, we give a full…

Representation Theory · Mathematics 2021-12-14 Toshiyuki Kobayashi

The intent of this paper is to describe the large scale asymptotic geometry of iteration stable (STIT) tessellations in $\mathbb{R}^d$, which form a rather new, rich and flexible class of random tessellations considered in stochastic…

Probability · Mathematics 2014-12-25 Tomasz Schreiber , Christoph Thaele

This article provides a strong law of large numbers for integration on digital nets randomized by a nested uniform scramble. The motivating problem is optimization over some variables of an integral over others, arising in Bayesian…

Numerical Analysis · Mathematics 2020-06-30 Art B. Owen , Daniel Rudolf

In this paper, by establishing a Borel-Cantelli lemma for a capacity which is not necessarily continuous, and a link between a sequence of independent random variables under the sub-linear expectation and a sequence of independent random…

Probability · Mathematics 2021-09-21 Li-Xin Zhang
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