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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…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

We establish a local central limit theorem for primitive periodic orbits of expanding Thurston maps, providing a fine-scale refinement of the Prime Orbit Theorem in the context of non-uniformly expanding dynamics. Specifically, we count the…

Dynamical Systems · Mathematics 2025-12-01 Zhiqiang Li , Xianghui Shi

A Steinhaus random multiplicative function $f$ is a completely multiplicative function obtained by setting its values on primes $f(p)$ to be independent random variables distributed uniformly on the unit circle. Recent work of Harper shows…

Number Theory · Mathematics 2024-01-02 Kannan Soundararajan , Max Wenqiang Xu

It is shown that two conjectures put forward in the recent article Iksanov and Kostohryz (2025) are true. Namely, we prove a functional central limit theorem (FCLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series…

Probability · Mathematics 2025-08-22 Congzao Dong , Alexander Iksanov

For a compact convex set $K$ and a Poisson point process $\eta$, the union of all Voronoi cells with a nucleus in $K$ is the Poisson-Voronoi approximation of $K$. Lower and upper bounds for the variance and a central limit theorem for the…

Probability · Mathematics 2011-12-26 Matthias Schulte

We define an $f$-restricted partition $p_f(n,k)$ of fixed length $k$ given by the bivariate generating series \begin{align*} Q_f(z,u) \coloneqq 1+\sum_{n=1}^{\infty}\sum_{k=1}^{\infty} p_f(n,k) u^kz^n…

Number Theory · Mathematics 2026-01-21 Madhuparna Das , Nicolas Robles

Let $\{q_n\}_{n=0}^\infty\subset [0,1]$ satisfy $q_0=0$, $\sum_{n=0}^\infty q_n=1$, and $\gcd\{n\geq 1\mid q_n\neq 0\}=1$. We consider the following process: Let $x$ be a real number. We first set $x=0$. Then $x$ is increased by $i$ with…

Probability · Mathematics 2024-03-29 Toshihiro Koga

We state the Central Limit Theorem, as the degree goes to infinity, for the normalized volume of the zero set of a rectangular Kostlan-Shub-Smale random polynomial system. This paper is a continuation of {\it Central Limit Theorem for the…

Probability · Mathematics 2021-09-27 Jean-Marc Azaïs , Diego Armentano , Federico Dalmao , José R. León

A general moment bound for sums of products of Gaussian vector's functions extending the moment bound in Taqqu (1977, Lemma 4.5) is established. A general central limit theorem for triangular arrays of nonlinear functionals of…

Statistics Theory · Mathematics 2012-08-10 Jean-Marc Bardet , Donatas Surgailis

In this article, we are interested in the high dimensional normal approximation of $T_n =\Big(\sum_{i=1}^{n}X_{i1}/\Big(\sqrt{\sum_{i=1}^{n}X_{i1}^2}\Big),\dots,$ $\sum_{i=1}^{n}X_{ip}/\Big(\sqrt{\sum_{i=1}^{n}X_{ip}^2}\Big)\Big)$ in…

Probability · Mathematics 2025-12-29 Debraj Das

For an arbitrary integer N that is at least 2, this paper gives a construction of a strictly stationary, N-tuplewise independent sequence of (non-degenerate) bounded random variables such that the Central Limit Theorem fails to hold. The…

Probability · Mathematics 2008-10-10 Richard C. Bradley , Alexander R. Pruss

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 $Z_n$,…

Probability · Mathematics 2024-06-21 Sergey G. Bobkov , Friedrich Götze

Suppose that $\mathbf X_n=(x_{jk})$ is $N\times n$ whose elements are independent real variables with mean zero, variance 1 and the fourth moment equal to three. The separable sample covariance matrix is defined as $\mathbf{B}_n =…

Probability · Mathematics 2016-11-29 Bai Zhidong , Li Huiqin , Pan Guangming

Theorem A. Let $x_1,...,x_{2k+1}$ be unit vectors in a normed plane. Then there exist signs $\epsi_1,...,\epsi_{2k+1}\in\{\pm 1\}$ such that $\norm{\sum_{i=1}^{2k+1}\epsi_i x_i}\leq 1$. We use the method of proof of the above theorem to…

Metric Geometry · Mathematics 2008-03-05 Konrad J. Swanepoel

Let $(X_{k})_{k \in \mathbb Z }$ be a linear process with values in a separable Hilbert space $\mathbb{H}$ given by $X_{k} =\sum_{j=0}^{\infty} (j+1)^{-N}\varepsilon_{k-j}$ for each $k \in \mathbb Z$, where $N:\mathbb{H} \to \mathbb{H}$ is…

Probability · Mathematics 2017-01-04 Marie-Christine Düker

The Selberg sieve provides majorants for certain arithmetic sequences, such as the primes and the twin primes. We prove an L^2-L^p restriction theorem for majorants of this type. An immediate application is to the estimation of exponential…

Number Theory · Mathematics 2007-05-23 Ben Green , Terence Tao

We prove a central limit theorem for non-commutative random variables in a von Neumann algebra with a tracial state: Any non-commutative polynomial of averages of i.i.d. samples converges to a classical limit. The proof is based on a…

Mathematical Physics · Physics 2019-09-16 Greg Kuperberg

The Ewens-Pitman model defines a distribution on random partitions of $\{1,\ldots,n\}$, with parameters $\alpha \in [0,1)$ and $\theta > -\alpha$; the case $\alpha=0$ reduces to the classical Ewens model from population genetics. We…

Probability · Mathematics 2026-01-28 Bernard Bercu , Claudia Contardi , Emanuele Dolera , Stefano Favaro

We consider the periods of the linear congruential and the power generators modulo $n$ and, for fixed choices of initial parameters, give lower bounds that hold for ``most'' $n$ when $n$ ranges over three different sets: the set of primes,…

Number Theory · Mathematics 2015-06-26 P. Kurlberg , C. Pomerance

Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces\`aro sense. Furthermore,…

Probability · Mathematics 2020-10-15 Mingzhou Xu , Yunzheng Ding , Yongzheng Zhou