Related papers: Central limit theorem for a critical multi-type br…
Let $\left\{ Z(n),n\geq 1\right\} $ be a critical Galton-Watson branching process with finite variance for the offspring size of particles. Assuming that $0<Z(n)\leq \varphi (n)$, where either $\varphi (n)=an$ for some $a>0$ or $\varphi…
We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n} \ll b_n \ll n$ and test functions are sufficiently smooth.
In this paper is proved the limit theorem for randomly indexed sequence of random processes in the case where sequences of random index and random processes are independent, also the estimation of convergence rate is obtained.
This paper deals with empirical processes of the type \[C_n(B)=\sqrt{n}\{\mu_n(B)-P(X_{n+1}\in B\mid X_1,...,X_n)\},\] where $(X_n)$ is a sequence of random variables and $\mu_n=(1/n)\sum_{i=1}^n\delta_{X_i}$ the empirical measure.…
We consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in $\Rd$ and undergoing a binary, supercritical branching with a constant rate $\lambda>0$. This system is known to fulfil a…
We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…
Branching processes in a varying environment encompass a wide range of stochastic demographic models, and their complete understanding in terms of limit behaviour poses a formidable research challenge. In this paper, we conduct a thorough…
In this paper we consider a sequence of random variables with mean uncertainty in a sublinear expectation space. Without the hypothesis of identical distributions, we show a new central limit theorem under the sublinear expectations.
We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…
We consider a critical superprocess $\{X;\mathbf P_\mu\}$ with general spatial motion and spatially dependent stable branching mechanism with lowest stable index $\gamma_0 > 1$. We first show that, under some conditions, $\mathbf…
Let $(W_n(\theta))_{n\in\mathbb N_0}$ be the Biggins martingale associated with a supercritical branching random walk and denote by $W_\infty(\theta)$ its limit. Assuming essentially that the martingale $(W_n(2\theta))_{n\in\mathbb N_0}$ is…
We consider point-to-point directed paths in a random environment on the two-dimensional integer lattice. For a general independent environment under mild assumptions we show that the quenched energy of a typical path satisfies a central…
Let $\{X, X_{n}; n \geq 1 \}$ be a sequence of i.i.d. $\mathbf{B}$-valued random variables and set $S_{n} = \sum_{i=1}^{n}X_{i},~n \geq 1$. This note is devoted to study the classical central limitr theorem for subsequences of sums of…
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…
Given a supercritical branching random walk $\{Z_n\}_{n\geq 0}$ on $\mathbb{R}$, let $Z_n([y,\infty))$ be the number of particles located in $[y,\infty)\subset\mathbb{R}$ at generation $n$. Let $m$ be the mean of the offspring law of…
We obtain the analogue of the classical result by Erd\"os and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central…
The purpose of this work is to establish a central limit theorem that can be applied to a particular form of Markov chains, including the number of descents in a random permutation of $\mathfrak{S}_n$, two-type generalized P{\'o}lya urns,…
Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…
We consider a supercritical branching process $Z_n$ in a stationary and ergodic random environment $\xi =(\xi_n)_{n\ge0}$. Due to the martingale convergence theorem, it is known that the normalized population size $W_n=Z_n/ (\mathbb E…
We prove that the solution of the Kac analogue of Boltzmann's equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of a few…