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The law of large numbers extends to random sets by employing Minkowski addition. Above that, a central limit theorem is available for set-valued random variables. The existing results use abstract isometries to describe convergence of the…

Probability · Mathematics 2017-08-22 Alois Pichler

We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…

Mathematical Physics · Physics 2015-05-14 M. Shcherbina , B. Tirozzi

We study fixed point biased involutions that avoid a pattern. For every pattern of length three we obtain limit theorems for the asymptotic distribution of the (appropriately centered and scaled) number of fixed points of a random fixed…

Probability · Mathematics 2026-01-01 Jungeun Park , Douglas Rizzolo

We introduce a class of stochastic processes with reinforcement consisting of a sequence of random partitions $\{\mathcal{P}_t\}_{t \ge 1}$, where $\mathcal{P}_t$ is a partition of $\{1,2,\dots, Rt\}$. At each time~$t$,~$R$ numbers are…

Probability · Mathematics 2021-03-02 Caio Alves , Rodrigo Ribeiro , Daniel Valesin

Let $AP_k=\{a,a+d,\ldots,a+(k-1)d\}$ be an arithmetic progression. For $\epsilon>0$ we call a set $AP_k(\epsilon)=\{x_0,\ldots,x_{k-1}\}$ an $\epsilon$-approximate arithmetic progression if for some $a$ and $d$, $|x_i-(a+id)|<\epsilon d$…

Combinatorics · Mathematics 2021-09-15 Vojtech Rödl , Marcelo Sales

In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…

Probability · Mathematics 2022-02-21 Chuchu Chen , Tonghe Dang , Jialin Hong , Tau Zhou

It is shown that two conjectures put forward in the recent article Iksanov and Kostohryz (2025) are true. Namely, we prove a functional central limit theorem (FCLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series…

Probability · Mathematics 2025-08-22 Congzao Dong , Alexander Iksanov

Enriquez, Faraud, and Lemaire (2023) have established process-level fluctuations for the giant of the dynamic Erd\H{o}s-R\'{e}nyi random graph above criticality and show that the limit is a centered Gaussian process with continuous sample…

Probability · Mathematics 2025-01-03 David Clancy

We study the shrinking Pearson random walk in two dimensions and greater, in which the direction of the Nth is random and its length equals lambda^{N-1}, with lambda<1. As lambda increases past a critical value lambda_c, the endpoint…

Data Analysis, Statistics and Probability · Physics 2010-01-25 C. A. Serino , S. Redner

We study the asymptotic behavior of the fluctuations of smooth and rough linear statistics for determinantal point processes on the sphere and on the Euclidean space. The main tool is the generalization of some norm representation results…

Classical Analysis and ODEs · Mathematics 2024-10-18 Matteo Levi , Jordi Marzo , Joaquim Ortega-Cerdà

Given an autoregressive process X of order p (i.e. X_n = a_1 X_{n-1} + ...+ a_p X_{n_p} + Y_n where the random variables Y_1, Y_2, ... are i.i.d.), we study the asymptotic behaviour of the probability that the process does not exceed a…

Probability · Mathematics 2012-07-17 Christoph Baumgarten

We study the space requirements of a sorting algorithm where only items that at the end will be adjacent are kept together. This is equivalent to the following combinatorial problem: Consider a string of fixed length n that starts as a…

Probability · Mathematics 2007-05-23 Svante Janson

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…

Statistics Theory · Mathematics 2011-04-25 G. Jogesh Babu , Zhidong Bai , Kwok Pui Choi , Vasudevan Mangalam

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

We introduce a family of stochastic processes on the integers, depending on a parameter $p \in [0,1]$ and interpolating between the deterministic rotor walk (p=0) and the simple random walk (p=1/2). This p-rotor walk is not a Markov chain…

Probability · Mathematics 2016-04-08 Wilfried Huss , Lionel Levine , Ecaterina Sava-Huss

In many data structure settings, it has been shown that using "double hashing" in place of standard hashing, by which we mean choosing multiple hash values according to an arithmetic progression instead of choosing each hash value…

Data Structures and Algorithms · Computer Science 2017-12-06 Michael Mitzenmacher

In this paper, we consider approximating expansions for the distribution of integer valued random variables, in circumstances in which convergence in law cannot be expected. The setting is one in which the simplest approximation to the…

Probability · Mathematics 2009-12-11 A. D. Barbour , E. Kowalski , A. Nikeghbali

We consider "nonconventional" averaging setup in the form $\frac {dX^\epsilon(t)}{dt}=\epsilon B\big(X^\epsilon(t),\xi(q_1(t)), \xi(q_2(t)),...,\xi(q_\ell(t))\big)$ where $\xi(t),t\geq 0$ is either a stochastic process or a dynamical system…

Probability · Mathematics 2013-02-21 Yuri Kifer

In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level…

Probability · Mathematics 2017-03-31 Vladimir Panov

In this paper, we study fluctuations of conditionally centered statistics of the form $$N^{-1/2}\sum_{i=1}^N c_i(g(\sigma_i)-\mathbb{E}_N[g(\sigma_i)|\sigma_j,j\neq i])$$ where $(\sigma_1,\ldots ,\sigma_N)$ are sampled from a dependent…

Statistics Theory · Mathematics 2025-10-07 Nabarun Deb