Related papers: A Central Limit Theorem for Sets of Probability Me…
Classical probability theory supports probability measures, assigning a fixed positive real value to each event, these measures are far from satisfactory in formulating real-life occurrences. The main innovation of this paper is the…
We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…
A short proof of the quenched central limit theorem for the random walk in random environment introduced by Boldrighini, Minlos, and Pellegrinotti is given.
This paper studies the asymptotic distribution of descents $\des(w)$ in a permutation $w$, and its inverse, distributed according to the Mallows measure. The Mallows measure is a non-uniform probability measure on permutations introduced to…
We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…
The general limit distributions of the sum of random variables described by a finite matrix product ansatz are characterized. Using a mapping to a Hidden Markov Chain formalism, non-standard limit distributions are obtained, and related to…
In this paper, we prove a central limit theorem and estabilish a moderate deviation principle for stochastic models of incompressible second fluids. The weak convergence method inreoduced by [4] plays an important role.
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…
We consider a simple random walk (dimension one, nearest neighbour jumps) in a quenched random environment. The goal of this work is to provide sufficient conditions, stated in terms of properties of the environment, under which the Central…
The central limit theorem introduced by Stute [The central limit theorem under random censorship. Ann. Statist. 1995; 23: 422-439] does not hold for some class of heavy-tailed distributions. In this paper, we make use of the extreme value…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
For $1\le p \le \infty$, the Fr\'echet $p$-mean of a probability measure on a metric space is an important notion of central tendency that generalizes the usual notions in the real line of mean ($p=2$) and median ($p=1$). In this work we…
Let $\mathbf{X}^{(1)}_{n},\ldots,\mathbf{X}^{(m)}_{n}$, where $\mathbf{X}^{(i)}_{n}=(X^{(i)}_{1},\ldots,X^{(i)}_{n})$, $i=1,\ldots,m$, be $m$ independent sequences of independent and identically distributed random variables taking their…
We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…
Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…
Let $(X_i)_{i \geq 1}$ and $(Y_i)_{i\geq1}$ be two independent sequences of independent identically distributed random variables taking their values in a common finite alphabet and having the same law. Let $LC_n$ be the length of the…
We prove a Central Limit Theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.
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…
We study the linear eigenvalue statistics of large random graphs in the regimes when the mean number of edges for each vertex tends to infinity. We prove that for a rather wide class of test functions the fluctuations of linear eigenvalue…
The uncertainty or the variability of the data may be treated by considering, rather than a single value for each data, the interval of values in which it may fall. This paper studies the derivation of basic description statistics for…