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We give simple proofs, under minimal hypotheses, of the Weak Law of Large Numbers and the Central Limit Theorem for independent identically distributed random variables. These proofs use only the elementary calculus, together with the most…

Probability · Mathematics 2012-07-26 Nicholas Pippenger

The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…

Probability · Mathematics 2024-04-29 Vsevolod K. Malinovskii

We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…

Probability · Mathematics 2017-02-06 Idir Arab , Paulo Eduardo Oliveira

We consider a family of multivariate autoregressive stochastic sequences that restart when hit a neighbourhood of the origin, and study their distributional limits when the autoregressive coefficient tends to one, the noise scaling…

Probability · Mathematics 2020-11-20 Sergey Foss , Matthias Schulte

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…

Probability · Mathematics 2024-05-07 Klaus Herrmann , Marius Hofert , Johanna G. Neslehova

In previous papers, we studied the asymptotic behaviour of $S_N(A,X)=(2N+1)^{-d/2}\sum_{n \in A_N} X_n,$ where $X$ is a centered, stationary and weakly dependent random field, and $A_N=A \cap [-N,N]^d$, $A \subset \mathbb{Z}^d$. This leads…

Methodology · Statistics 2009-11-06 Beatriz Marron , Ana Tablar

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

Probability · Mathematics 2017-08-03 Julian Grote , Zakhar Kabluchko , Christoph Thäle

Consider the random quadratic form $T_n=\sum_{1 \leq u < v \leq n} a_{uv} X_u X_v$, where $((a_{uv}))_{1 \leq u, v \leq n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal, and $X_1,$ $X_2, \ldots, X_n$ are i.i.d.…

Probability · Mathematics 2019-12-30 Bhaswar B. Bhattacharya , Somabha Mukherjee , Sumit Mukherjee

Let $G_{k,n}$ be a group of permutations of $kn$ objects which permutes things independently in disjoint blocks of size $k$ and then permutes the blocks. We investigate the probabilistic and/or enumerative aspects of random elements of…

Probability · Mathematics 2025-04-29 Persi Diaconis , Nathan Tung

In this paper we define the closure under weak convergence of the class of p-tempered {\alpha}-stable distributions. We give necessary and sufficient conditions for convergence of sequences in this class. Moreover, we show that any element…

Probability · Mathematics 2013-06-11 Michael Grabchak

Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…

Probability · Mathematics 2016-08-16 André Dabrowski , Gail Ivanoof , Rafal Kulik

We construct a non - improved exponential bounds for distribution of normed sums of i.,i.d. random variables with random numbers of summand.

Probability · Mathematics 2007-05-23 B. M. Migdashiev , E. I. Ostrovsky

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…

Probability · Mathematics 2018-12-21 Volker Betz , Helge Schäfer , Dirk Zeindler

Here, we give upper and lower bounds on the count of positive integers $n\le x$ dividing the $n$th term of a nondegenerate linearly recurrent sequence with simple roots.

Number Theory · Mathematics 2011-02-02 Juan Jose Alba Gonzalez , Florian Luca , Carl Pomerance , Igor Shparlinski

We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results…

Probability · Mathematics 2007-12-24 Nadine Guillotin-Plantard , Clémentine Prieur

We consider normalizing sequences that can give rise to nondegenerate limittheorems for Birkhoff sums under the iteration of a conservative map. Mostclassical limit theorems involve normalizing sequences that are polynomial,possibly with an…

Dynamical Systems · Mathematics 2018-04-02 Sébastien Gouëzel

We investigate the regularity of local weak solutions to evolution equations of the form \[…

Analysis of PDEs · Mathematics 2026-04-23 Pasquale Ambrosio , Simone Ciani , Giovanni Cupini

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

Probability · Mathematics 2020-07-01 Zengjing Chen , Larry G. Epstein

A mathematical model for the discrete nonlinear fragmentation (collision-induced breakage) equation with diffusion is studied. The existence of global weak solutions is established in arbitrary spatial dimensions without assuming a strictly…

Analysis of PDEs · Mathematics 2026-03-12 Saumyajit Das , Ram Gopal Jaiswal

The main purpose of this paper is to obtain strong laws of large numbers for arrays or weighted sums of random variables under a scenario of dependence. Namely, for triangular arrays $\{X_{n,k}, \, 1 \leqslant k \leqslant n, \, n \geqslant…

Probability · Mathematics 2019-04-03 João Lita da Silva