Related papers: Limit theorems for record indicators in threshold …

Recently, Forr\'e (arXiv:2104.11547, 2021) introduced transitional conditional independence, a notion of conditional independence that provides a unified framework for both random and non-stochastic variables. The original paper establishes…

Many mathematical, man-made and natural systems exhibit a leading-digit bias, where a first digit (base 10) of 1 occurs not 11\% of the time, as one would expect if all digits were equally likely, but rather 30\%. This phenomenon is known…

In this paper we study records obtained from partial comparisons within a sequence of independent and identically distributed (i.i.d.) random variables, indexed by positive integers, with a common density~\(f.\) Our main result is that if…

Let $(X_n)_{n\ge 1}$ be a Markov chain on a measurable state space $X$, and let $S_n = \sum_{k=1}^n f(X_k)$ be the associated Markov walk. For $y>0$, denote by $\tau_y$ the first time at which $y+S_n$ becomes non-positive. Assuming that the…

We consider uniform random permutations of length $n$ conditioned to have no cycle longer than $n^\beta$ with $0<\beta<1$, in the limit of large $n$. Since in unconstrained uniform random permutations most of the indices are in cycles of…

We study random transformations built from intermittent maps on the unit interval that share a common neutral fixed point. We focus mainly on random selections of Pomeu-Manneville-type maps $T_\alpha$ using the full parameter range $0<…

Sums of independent random variables form the basis of many fundamental theorems in probability theory and statistics, and therefore, are well understood. The related problem of characterizing products of independent random variables seems…

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

A dynamical array consists of a family of functions $\{f_{n,i}: 1\le i\le k(n), n\ge 1\}$ and a family of initial times $\{\tau_{n,i}: 1\le i\le k(n), n\ge 1\}$. For a dynamical system $(X,T)$ we identify distributional limits for sums of…

We show an extension of Sanov's theorem on large deviations, controlling the tail probabilities of i.i.d. random variables with matching concentration and anti-concentration bounds. This result has a general scope, applies to samples of any…

Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have raised progressive interest recently. The purpose of this paper is to study the strong law of large numbers and the law of the…

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

Let $\{\Lambda_n=\{\lambda_{1,n},\ldots,\lambda_{d_n,n}\}\}_n$ be a sequence of finite multisets of real numbers such that $d_n\to\infty$ as $n\to\infty$, and let $f:\Omega\subset\mathbb R^d\to\mathbb R$ be a Lebesgue measurable function…

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

There are many classical results, related to the Denjoy--Wolff Theorem, concerning the relationship between orbits of interior points and orbits of boundary points under iterates of holomorphic self-maps of the unit disc. Here, for the…

In this paper, we propose a new interpretation of local limit theorems for univariate and multivariate distributions on lattices. We show that - given a local limit theorem in the standard sense - the distributions are approximated well by…

Given a graph $G$, the adjacency matrix and degree diagonal matrix of $G$ are denoted by $A(G)$ and $D(G)$, respectively. In 2017, Nikiforov \cite{0007} proposed the $A_{\alpha}$-matrix: $A_{\alpha}(G)=\alpha D(G)+(1-\alpha)A(G),$ where…

The validity of the fluctuation theorem for entropy production as deduced from the observation of trajectories implicitly requires that all slow degrees of freedom are accessible. We experimentally investigate the role of hidden slow…

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

We address the theory of records for integrated random walks with finite variance. The long-time continuum limit of these walks is a non-Markov process known as the random acceleration process or the integral of Brownian motion. In this…