Related papers: A quantitative discounted central limit theorem us…

Distorted distributions were introduced in the context of actuarial science for several variety of insurance problems. In this paper we consider the quantile-based probabilistic mean value theorem given in Di Crescenzo et al. [4] and…

This article presents a weak law of large numbers and a central limit theorem for the scaled realised covariation of a bivariate Brownian semistationary process. The novelty of our results lies in the fact that we derive the suitable…

Let $\mathbb{F}_q$ be the finite field of order $q$, and $\mathcal{A}$ a non-empty proper subset of $\mathbb{F}_q$. Let $\mathbf{M}$ be a random $m \times n$ matrix of rank $r$ over $\mathbb{F}_q$ taken with uniform distribution. It was…

In practical decoy-state quantum key distribution, the raw key length is finite. Thus, deviation of the estimated single photon yield and single photon error rate from their respective true values due to finite sample size can seriously…

A recent result by Barrera and Peligrad shows that the quenched Central Limit Theorem holds for the discrete Fourier transforms (DFT) of a stationary process in $L^2$ if a "random" centering is used. In this note we show that this is a…

We established the rate of convergence in the central limit theorem for stopped sums of a class of martingale difference sequences.

We prove a quenched functional central limit theorem (quenched FCLT) for the sums of a random field (r.f.) along a Z d-random walk in different frameworks: probabilistic (when the r.f. is i.i.d. or a moving average of i.i.d. random…

The purpose of this work is to establish a central limit theorem that can be applied to a particular form of Markov chains, including the number of descents in a random permutation of $\mathfrak{S}_n$, two-type generalized P{\'o}lya urns,…

We prove the conjectured limiting normality for the number of crossings of a uniformly chosen set partition of [n] = {1,2,...,n}. The arguments use a novel stochastic representation and are also used to prove central limit theorems for the…

Consider any Dirichlet series sum a_n/n^z with nonnegative coefficients a_n and finite sum function f(z)=f(x+iy) when x is greater than 1. Denoting the partial sum a_1+...+a_N by s_N, the paper gives the following necessary and sufficient…

Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…

We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…

The Adaptive Multilevel Splitting algorithm is a very powerful and versatile iterative method to estimate the probability of rare events, based on an interacting particle systems. In an other article, in a so-called idealized setting, the…

The celebrated Trotter approximation theorem provides a sufficient condition for the convergence of a sequence of operator semigroups in terms of the corresponding sequence of infinitesimal generators. There exist a few results on the rate…

We present a general approach to establish the Central Limit Theorem with error bounds for sequential dynamical systems. The main tool we develop is the application to this setting of a projective metric on complex cones, following the…

In this paper, a connection between bi-free probability and the asymptotics of random quantum channels and tensor products of random matrices is established. Using bi-free matrix models, it is demonstrated that the spectral distribution of…

Let $K$ be a smooth convex set with volume one in $\BBR^d$. Choose $n$ random points in $K$ independently according to the uniform distribution. The convex hull of these points, denoted by $K_n$, is called a {\it random polytope}. We prove…

We study the asymptotic behaviour of the statistic (des+ides) which assigns to an element w of a finite Coxeter group W the number of descents of w plus the number of descents of its inverse. Our main result is a central limit theorem for…

Peng (2006) initiated a new kind of central limit theorem under sub-linear expectations. Song (2017) gave an estimate of the rate of convergence of Peng's central limit theorem. Based on these results, we establish a new kind of almost sure…

Let $E\subset [0,1]$ be a set that supports a probability measure $\mu$ with the property that $|\widehat{\mu}(t)|\ll (\log |t|)^{-A}$ for some constant $A>2.$ Let $\mathcal{A}=(q_n)_{n\in \N}$ be a positive, real-valued, lacunary sequence.…