Related papers: Stable limits for associated regularly varying seq…
Let $E$ be a space of observables in a sequence of trials $\xi_n$ and define $m_n$ to be the empirical distributions of the outcomes. We discuss the almost sure convergence of the sequence $m_n$ in terms of the $\psi$-weak topology of…
The limit behavior is studied for the distributions of normalized U- and V-statistics of an arbitrary order with canonical (degenerate) kernels, based on samples of increasing sizes from a stationary sequence of observations satisfying…
We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…
The classical Eagleson's theorem states that if appropriately normalized Birkhoff sums generated by a measurable function and a probability preserving transformation converge in distribution, then they also converge in distribution with…
In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…
For a strictly stationary sequence of random variables we derive functional convergence of the joint partial sum and partial maxima process under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The…
Self-similarity of systems is very popular and intensively developing field during last decades. To this field belong so-called stable distributions and their generalization. In Klebanov and Sl\'amov\'a (2014) there was given an approach to…
The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…
A sufficient condition for the stability of a system resulting from the interconnection of dynamical systems is given by the small gain theorem. Roughly speaking, to apply this theorem, it is required that the gains composition is…
Let $(X_{n,t})_{t=1}^{\infty}$ be a stationary absolutely regular sequence of real random variables with the distribution dependent on the number~$n$. The paper presents sufficient conditions for the asymptotic normality (for $n\to\infty$…
Randomly-assembled dynamical systems are theoretically predicted to be unstable upon crossing a critical threshold of complexity, as first shown by May. Yet, empirical complex systems exhibit remarkable stability, indicating the presence of…
We generalise the Erdos-Renyi limit theorem on the maximum of the partial sums of random variables to the case when the number of terms in these sums is randomly distributed. Certain relations between the limiting theorems of this type and…
We consider the problem of closeness of solutions of an exact and an averaged difference equations on an infinite interval. Appropriate assertions are derived from one special theorem on the stability under constantly acting perturbations.
A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…
In this article we introduce associative Look-Up Tables. With their help, pseudo sums are correctly determined. The set of limit distributions in a pseudo-summation scheme of i.i.d. random variables is described. Also, two special cases…
One reason why standard formulations of the central limit theorems are not applicable in high-dimensional and non-stationary regimes is the lack of a suitable limit object. Instead, suitable distributional approximations can be used, where…
This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence (CND). Suppose that there are a set of random variables and a set of sigma algebras where both sets…
A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…
For a strictly stationary sequence of $\mathbb{R}_{+}^{d}$--valued random vectors we derive functional convergence of partial maxima stochastic processes under joint regular variation and weak dependence conditions. The limit process is an…
In this paper some general theory is presented for locally stationary processes based on the stationary approximation and the stationary derivative. Laws of large numbers, central limit theorems as well as deterministic and stochastic bias…