Related papers: Uniform asymptotic normality of weighted sums of s…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…

We extend the Matom\"{a}ki-Radziwi\l\l{} theorem to a large collection of unbounded multiplicative functions that are uniformly bounded, but not necessarily bounded by 1, on the primes. Our result allows us to estimate averages of such a…

Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…

A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…

In this paper we apply ideas from the theory of Uniform Distribution of sequences to Functional Analysis and then drawing inspiration from the consequent results, we study concepts and results in Uniform Distribution itself. So let $E$ be a…

Given any Banach space $X$, let $L_2^X$ denote the Banach space of all measurable functions $f:[0,1]\to X$ for which ||f||_2:=(int_0^1 ||f(t)||^2 dt)^{1/2} is finite. We show that $X$ is a UMD--space (see \cite{BUR:1986}) if and only if…

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

We study the asymptotic behaviour of different statistics for time series exhibiting long memory and nonstationarity. For processes with memory parameter $d\in(-1/2,3/2)$, we derive the joint limiting distribution of discrete Fourier…

We study the asymptotic behavior of a bounded solution of an inhomogeneous delay linear difference equation in a Banach space by using the spectrum of bounded sequences. We get a significant extension of excellent results in [1]. A new…

In this paper we prove multilevel concentration inequalities for bounded functionals $f = f(X_1, \ldots, X_n)$ of random variables $X_1, \ldots, X_n$ that are either independent or satisfy certain logarithmic Sobolev inequalities. The…

It is shown that a separable Banach space $X$ can be given an equivalent norm $|\!|\!|\cdot |\!|\!|$ with the following properties:\quad If $(x_n)\subseteq X$ is relatively weakly compact and $\lim_{m\to\infty} \lim_{n\to\infty}\break…

In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…

This note extends a recent result of Mendelson on the supremum of a quadratic process to squared norms of functions taking values in a Banach space. Our method of proof is a reduction by a symmetrization argument and observation about the…

Let $(X_1,\ldots,X_n)$ be an i.i.d. sequence of random variables in $\mathbb{R}^d$, $d\geq 1$. We show that, for any function $\varphi :\mathbb{R}^d\rightarrow\mathbb{R}$, under regularity conditions, \[n^…

In this paper, we apply the publication of Joung (2009) to derive a stability result for for the second order linear functional equation: $f(x) = pf(x-1)-qf(x-2)$ for all $x\in\mathbb R$, where $f$ is a mapping from $\mathbb R$ into the…

We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…

Let $f: \mathbb{N}^2 \mapsto \mathbb{C}$ be an arithmetic function of two variables. We study the existence of the limit: \[\displaystyle \lim_{x \to \infty} \frac{1}{x^2 (\log x)^{k-1}} \sum_{n_1 , n_2 \le x} f (n_1, n_2) \] where $k$ is a…

A classical fact of the theory of almost periodic functions is the existence of their asymptotic distributions. In probabilistic terms, this means that if $f$ is a Besicovitch almost periodic function and $V$ is a random variable uniformly…

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

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…