Related papers: Functional central limit theorems for occupancies …

Let $K$ be a smooth convex set with volume one in $\BBR^d$. Choose $n$ random points in $K$ independently according to the uniform distribution. The convex hull of these points, denoted by $K_n$, is called a {\it random polytope}. We prove…

We prove that for q>=1, there exists r(q)<1 such that for p>r(q), the number of points in large boxes which belongs to the infinite cluster has a normal central limit behaviour under the random cluster measure phi_{p,q} on Z^d, d>=2.…

Let (Z n) n$\ge$0 with Z n = (Z n (i, j)) 1$\le$i,j$\le$p be a p multi-type critical branching process in random environment, and let M n be the expectation of Z n given a fixed environment. We prove theorems on convergence in distribution…

For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…

Urn models play an important role to express various basic ideas in probability theory. Here we extend this urn model with tubes. An urn contains coloured balls, which can be drawn with probabilities proportional to the numbers of balls of…

In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

Consider a generalized time-dependent P\'olya urn process defined as follows. Let $d\in \mathbb{N}$ be the number of urns/colors. At each time $n$, we distribute $\sigma_n$ balls randomly to the $d$ urns, proportionally to $f$, where $f$ is…

We construct $P(phi)_1$-processes indexed by the full time-line, separately derived from the functional integral representations of the relativistic and non-relativistic Nelson models in quantum field theory. These two cases differ…

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…

The tools of zero biasing are adapted to yield a general result suitable for analyzing the behavior of certain growth processes. The main theorem is applied to prove central limit theorems, with explicit error terms in the L^1 metric, for…

We establish a Law of Large Numbers and a Central Limit Theorem for a class of Crump Mode Jagers continuous time branching processes, where the birth rate is age dependent, and also random (different from one individual to the next), in the…

We study several exactly solvable Polya-Eggenberger urn models with a \emph{diminishing} character, namely, balls of a specified color, say $x$ are completely drawn after a finite number of draws. The main quantity of interest here is the…

We consider a mean-field dynamical urn model, defined by rules which give the rate at which a ball is drawn from an urn and put in another one, chosen amongst an assembly. At equilibrium, this model possesses a fluid and a condensed phase,…

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

The paper concerns the classical occupancy scheme with infinitely many boxes. We establish approximations to the distributions of the number of occupied boxes, and of the number of boxes containing exactly r balls, within the family of…

The main result of this paper is a functional limit theorem for the sine-process. In particular, we study the limit distribution, in the space of trajectories, for the number of particles in a growing interval. The sine-process has the…

Consider a balls-in-bins process in which each new ball goes into a given bin with probability proportional to f(n), where n is the number of balls currently in the bin and f is a fixed positive function. It is known that these so-called…

We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.