Related papers: Limit theorems for record indicators in threshold …
We consider a sequence of random vectors on \(\mathbb{R}^d, \ d\geq 1\). We consider the record values based on the simultaneous strict inequality of the coordinates. The indicator record variable (irv) of the j-th observation is the…
We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…
The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…
A theorem of Hoffman gives an upper bound on the independence ratio of regular graphs in terms of the minimum $\lambda_{\min}$ of the spectrum of the adjacency matrix. To complement this result we use random eigenvectors to gain lower…
We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…
We show that if a sequence of dense graphs has the property that for every fixed graph F, the density of copies of F in these graphs tends to a limit, then there is a natural ``limit object'', namely a symmetric measurable 2-variable…
This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence (CND). Suppose that there are a set of random variables and a set of sigma algebras where both sets…
In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…
Asymptotic theories on record values and times, including central limit theorems, make sense only if the sequence of records values (and of record times) is infinite. If not, such theories could not even be an option. In this paper, we give…
Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This…
We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…
We establish spectral theorems for random walks on mapping class groups of connected, closed, oriented, hyperbolic surfaces, and on $\text{Out}(F_N)$. In both cases, we relate the asymptotics of the stretching factor of the…
This paper investigates the asymptotic behavior of the extremes of a sequence of generalized Oppenheim random variables. Particularly, we establish conditions under which some normalized extremes of sequences arising from Oppenheim…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
In this paper, we are interested in the limit theorem question for sums of indicator functions. We show that in every aperiodic dynamical system, for every increasing sequence $(a_n)_{n\in\N}\subset\R_+$ such that $a_n\nearrow\infty$ and…
We consider a non-Hermitian random matrix $A$ whose distribution is invariant under the left and right actions of the unitary group. The so-called Single Ring Theorem, proved by Guionnet, Krishnapur and Zeitouni, states that the empirical…
We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…
The $F$-thresholds are important numerical invariants in prime characteristic, whose existence had been established only under certain assumptions. We show the existence of $F$-thresholds in full generality. We study properties of standard…
Phase I distribution-free runs- and patterns-type control charts are proposed for monitoring the unknown target value (or location parameter) for both continuous and discrete individual observations. Our approach maintains the nominal…