Related papers: Edgeworth expansions for independent bounded integ…
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…
We explore "semibounded" expansions of arbitrary ordered groups; namely, expansions that do not define a field on the whole universe. We show that if $\mathcal R=\langle R, <, +, \dots\rangle$ is a semibounded o-minimal structure and…
Under correlation-type conditions, we derive upper bounds of order $\frac{1}{\sqrt{n}}$ for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law.
We establish some asymptotic expansions for infinite weighted convolutions of distributions having light subexponential tails. Examples are presented, some showing that in order to obtain an expansion with two significant terms, one needs…
In [1] a detailed analysis was given of the large-time asymptotics of the total mass of the solution to the parabolic Anderson model on a supercritical Galton-Watson random tree with an i.i.d. random potential whose marginal distribution is…
A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…
The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate $n^{-1/2}$, $n$ being the sample…
We study the equidistribution of integers of the form $n= x_1^2 + \cdots + x_d^2$ under the arithmetic constraints given by $(\mathbb{Z}/p\mathbb{Z})^d$. The first step in addressing this problem is to construct modular forms whose Fourier…
In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…
Consider the random matrix model $A^{1/2} UBU^* A^{1/2},$ where $A$ and $B$ are two $N \times N$ deterministic matrices and $U$ is either an $N \times N$ Haar unitary or orthogonal random matrix. It is well-known that on the macroscopic…
The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…
Let $X$ be a one dimensional positive recurrent diffusion with initial distribution $\nu$ and invariant probability $\mu$. Suppose that for some $p> 1$, $\exists a\in\R$ such that $\forall x\in\R, \E_x T_a^p<\infty$ and $\E_\nu…
It is shown that at least 50% of the probability mass of a sum of independent Rademacher random variables is within one standard deviation from its mean. This lower bound is sharp, it is much better than for instance the bound that can be…
Asymptotic expansion of a variation with anticipative weights is derived by the theory of asymptotic expansion for Skorohod integrals having a mixed normal limit. The expansion formula is expressed with the quasi-torsion, quasi-tangent and…
The problem of estimating the frequencies of an exponential sum has been studied extensively over the last years. It can be understood as a sparse estimation problem, as it strives to identify the sparse representation of a signal using…
We study the distribution of partial sums of Rademacher random multiplicative functions $(f(n))_n$ evaluated at polynomial arguments. We show that for a polynomial $P\in \mathbb Z[x]$ that is a product of at least two distinct linear…
We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…
In this paper, we investigate the distribution of the maximum of partial sums of certain cubic exponential sums, commonly known as "Birch sums". Our main theorem gives upper and lower bounds (of nearly the same order of magnitude) for the…
We consider a variant of the randomly reinforced urn where more balls can be simultaneously drawn out and balls of different colors can be simultaneously added. More precisely, at each time-step, the conditional distribution of the number…
In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…