Related papers: Precise Limit Theorems for Lacunary Series

Let A(n) be a sequence of i.i.d. topical (i.e. isotone and additively homogeneous) operators. Let $x(n,x_0)$ be defined by $x(0,x_0)=x_0$ and $x(n,x_0)=A(n)x(n-1,x_0)$. This can modelize a wide range of systems including, task graphs, train…

Buraczewski et al (2023) proved a functional limit theorem (FLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series $\sum_{k\geq 2}(\log k)^\alpha k^{-1/2-s}\eta_k$ as $s\to 0+$, where $\alpha>-1/2$ and $\eta_1$,…

Let $Q$ be a transition probability on a measurable space $E$, let $(X\_n)\_n$ be a Markov chain associated to $Q$, and let $\xi$ be a real-valued measurable function on $E$, and $S\_n = \sum\_{k=1}^{n} \xi(X\_k)$. Under functional…

Let $X$, $X_1$, $X_2$, $...$ be i.i.d. random variables, and let $S_n=X_1+... + X_n$ be the partial sums and $M_n=\max_{k\le n}|S_k|$ be the maximum partial sums. We give the sufficient and necessary conditions for a kind of limit theorems…

Khintchine's theorem is a classical result from metric number theory which relates the Lebesgue measure of certain limsup sets with the convergence/divergence of naturally occurring volume sums. In this paper we ask whether an analogous…

By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we…

We show that the winding of low-lying closed geodesics on the modular surface has a Gaussian limiting distribution when normalized by any standard notion of length, in contrast to the Cauchy distribution arising when allowing arbitrarily…

There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…

Hambly, Keevash, O'Connell and Stark have proven a central limit theorem for the characteristic polynomial of a permutation matrix with respect to the uniform measure on the symmetric group. We generalize this result in several ways. We…

We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…

We give a simple proof of a central limit theorem for linear statistics of the Circular beta-ensembles which is valid at almost arbitrary mesoscopic scale and for functions of class C^3. As a consequence, using a coupling introduced by…

In two recent works, Kuba and Mahmoud (arXiv:1503.090691 and arXiv:1509.09053) introduced the family of two-color affine balanced Polya urn schemes with multiple drawings. We show that, in large-index urns (urn index between $1/2$ and $1$)…

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

In this paper we study decay of correlations and limit theorems for generalized baker's transformations. Our examples are piecewise non-uniformly hyperbolic maps on the unit square that posses two spatially separated lines of indifferent…

Let $Q$ be a transition probability on a measurable space $E$ which admits an invariant probability measure, let $(X_n)_n$ be a Markov chain associated to $Q$, and let $\xi$ be a real-valued measurable function on $E$, and $S_n=\sum…

Under reasonable algebraic assumptions and under an infinite second order moment assumption, we show that the logarithm of the norm (log-norm) of a product of random i.i.d. matrices with entries in $\mathbb{R}$ or in any other local field…

In this work we study the rate of convergence in the central limit theorem for the Euclidean norm of random orthogonal projections of vectors chosen at random from an $\ell_p^n$-ball which has been obtained in [Alonso-Guti\'errez, Prochno,…

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

We establish the limiting distribution of $\frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{n\le x}\alpha(n)$ where $\alpha$ is a Steinhaus random multiplicative function, answering a question of Harper. The distributional convergence is proved…

Given lacunary sequence of integers, $n_k$, $n_{k+1}/n_k>\lambda>1$, we define a new sequence $\{m_k\}$ formed by all possible $l$-wise sums $\pm n_{k_1}\pm n_{k_2}\pm \ldots\pm n_{k_l}$. We prove if $\lambda>\lambda_l$, then any series…