Related papers: A Local Limit Theorem for Linear Random Fields
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
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…
Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…
We establish abstract local limit theorems for hitting times and return-times of suitable sequences (A_{l}) of asymptotically rare events in ergodic probability preserving dynamical systems, including versions for tuples of consecutive…
We construct a flow of continuous time and discrete state branching processes. Some scaling limit theorems for the flow are proved, which lead to the path-valued branching processes and nonlocal branching superprocesses over the positive…
In this work, we prove the joint convergence in distribution of $q$ variables modulo one obtained as partial sums of a sequence of i.i.d. square integrable random variables multiplied by a common factor given by some function of an…
We consider sequences of homogeneous sums based on independent random variables and satisfying a central limit theorem (CLT). We address the following question: "In which cases is it not possible to reduce such an asymptotic result to the…
In various application fields, such as fluid-, cell-, or crowd-simulations, spatial data structures are very important. They answer nearest neighbor queries which are instrumental in performing necessary computations for, e.g., taking the…
We study Edgeworth expansions in limit theorems for self-normalized sums. Non-uniform bounds for expansions in the central limit theorem are established while only imposing minimal moment conditions. Within this result, we address the case…
In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…
We extend local limit theorem type results to nonconventional sums of the form $S_N=\sum_{n=1}^NF(\xi_n,\xi_{2n},...,\xi_{\ell n})$.
The Johnson-Lindenstrauss Lemma states that there exist linear maps that project a set of points of a vector space into a space of much lower dimension such that the Euclidean distance between these points is approximately preserved. This…
The paper introduces a new class of random fields, supCAR fields, which are constructed as superpositions of continuous autoregressive random fields. These supCAR fields possess infinitely divisible marginal distributions. Their…
String-local fields constitute a relatively new tool for solving quantum field theory, stressing and embodying locality and positivity. We examine here their usefulness -- as well as some drawbacks. Starting from just the physical masses…
We study a generalization of the Random Energy Model to the case when the number of exponential factors varies at random. Also a relation between REM and the Erd"os-R'enyi limit theorem for maximums of partial sums is considered.
We prove a central limit theorem for strictly stationary random fields under a sharp projective condition. The assumption was introduced in the setting of random variables by Maxwell and Woodroofe. Our approach is based on new results for…
Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…
Given a probability measure on a finitely generated group, the local limit problem consists in finding asymptotics of $p_n(e,e)$, the probability that the random walk at time $n$ is at the origin. We give the classification of all possible…
The appearance of linear spaces, describing physical quantities by vectors and tensors, is ubiquitous in all of physics, from classical mechanics to the modern notion of local Lorentz invariance. However, as natural as this seems to the…
For a stationary sequence of random variables we derive a self-normalized functional limit theorem under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The convergence takes place in the space of…