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Let $(X_{n,i})_{1\le i\le n,n\in\mathbb{N}}$ be a triangular array of row-wise stationary $\mathbb{R}^d$-valued random variables. We use a "blocks method" to define clusters of extreme values: the rows of $(X_{n,i})$ are divided into $m_n$…

Statistics Theory · Mathematics 2020-05-19 Holger Drees , Holger Rootzén

In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.

Probability · Mathematics 2007-08-01 Yu Miao

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…

Probability · Mathematics 2015-01-16 Takashi Owada , Gennady Samorodnitsky

We prove results about uniform convergence of densities in the free central limit theorem without assumptions of boundedness on the support.

Operator Algebras · Mathematics 2011-04-11 John D. Williams

The semi-classical limit of ground states of large systems of fermions was studied by Fournais, Lewin and Solovej in (Calc. Var. Partial Differ. Equ., 2018). In particular, the authors prove weak convergence towards classical states…

Mathematical Physics · Physics 2024-02-12 Esteban Cárdenas

A statistical model for the fragmentation of a conserved quantity is analyzed, using the principle of maximum entropy and the theory of partitions. Upper and lower bounds for the restricted partitioning problem are derived and applied to…

Data Analysis, Statistics and Probability · Physics 2015-03-31 Joseph R. Iafrate , Steven J. Miller , Frederick W. Strauch

We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the…

Probability · Mathematics 2023-02-15 Makoto Maejima , Noriyoshi Sakuma

The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values.…

Probability · Mathematics 2010-10-22 Julien Barral , Xiong Jin , Beno\^{ı}t Mandelbrot

We consider a supercritical general branching population where the lifetimes of individuals are i.i.d. with arbitrary distribution and each individual gives birth to new individuals at Poisson times independently from each others. The…

Probability · Mathematics 2016-11-21 Benoît Henry

Recently a new type of central limit theorem for belief functions was given in Epstein et al. [9]. In this paper, we generalize the central limit theorem in Epstein et al. [9] to accommodate general bounded random variables. These results…

Probability · Mathematics 2017-12-21 Xiaomin Shi

We analyze the fluctuations of incomplete $U$-statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled…

Probability · Mathematics 2020-03-24 Matthias Löwe , Sara Terveer

We explore statistical inference in self-similar conservative fragmentation chains when only approximate observations of the sizes of the fragments below a given threshold are available. This framework, introduced by Bertoin and Martinez…

Statistics Theory · Mathematics 2011-02-16 Marc Hoffmann , Nathalie Krell

A famous result in renewal theory is the Central Limit Theorem for renewal processes. As in applications usually only observations from a finite time interval are available, a bound on the Kolmogorov distance to the normal distribution is…

Probability · Mathematics 2018-07-24 Gesine Reinert , Ce Yang

In this paper we discuss some aspects of fragmented condensation from a mathematical perspective. We first propose a simple way of characterizing finite fragmentation. Then, inspired by recent results of semiclassical analysis applied to…

Quantum Gases · Physics 2020-08-31 Daniele Dimonte , Marco Falconi , Alessandro Olgiati

We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…

Probability · Mathematics 2012-08-14 John Pardon

The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…

Probability · Mathematics 2026-05-18 Pietro Maria Sparago

The central limit theorem, the invariance principle and the Poisson limit theorem for the hierarchy of freeness are studied. We show that for given natural m the limit laws can be expressed in terms of non-crossing partitions of depth…

Quantum Algebra · Mathematics 2014-07-25 Uwe Franz , Romuald Lenczewski

We discuss a notion of convergence for binary trees that is based on subtree sizes. In analogy to recent developments in the theory of graphs, posets and permutations we investigate some general aspects of the topology, such as a…

Combinatorics · Mathematics 2024-02-14 Rudolf Grübel

The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point-wise ergodic conditions studied in…

Probability · Mathematics 2022-07-04 S. Valère Bitseki Penda

We find a sufficient condition under which a central limit theorem for a stationary linear process is quenched. We find a stationary linear process szatisfying the Maxwell-Woodroofe condition for which the variances of partial sums are…

Probability · Mathematics 2015-05-22 Dalibor Volny , Michael Woodroofe