English
Related papers

Related papers: Interval Type Local Limit Theorems for Lattice Typ…

200 papers

We establish the (non-lattice) local limit theorem for products of i.i.d. random variables on an arbitrary simply connected nilpotent Lie group $G$, where the variables are allowed to be non-centered. Our result also improves on the known…

Probability · Mathematics 2023-12-14 Timothée Bénard , Emmanuel Breuillard

Let $S_n$ be a lattice random walk with mean zero and finite variance, and let $\Lambda^a_n$ be its occupation measure at level $a$. In this note, we prove local limit theorems for $\Pr[S_n=x,\Lambda^a_n=\ell]$ and…

Probability · Mathematics 2019-01-28 Pierre Yves Gaudreau Lamarre

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…

Probability · Mathematics 2020-08-06 Timothy Fortune , Magda Peligrad , Hailin Sang

We prove local limit theorems for mod-{\phi} convergent sequences of random variables, {\phi} being a stable distribution. In particular, we give two new proofs of a local limit theorem in the framework of mod-phi convergence: one proof…

Probability · Mathematics 2019-01-29 Martina dal Borgo , Pierre-Loïc Méliot , Ashkan Nikeghbali

In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…

Probability · Mathematics 2022-05-10 Magda Peligrad , Hailin Sang , Yimin Xiao , Guangyu Yang

We prove the equivalence between the integral central limit theorem and the local central limit theorem for two-body potentials with long-range interactions on the lattice $\mathbb{Z}^d$ for $d\ge 1$. The spin space can be an arbitrary,…

Mathematical Physics · Physics 2024-08-09 Eric O. Endo , Roberto Fernández , Vlad Margarint , Nguyen Tong Xuan

In this article, we study the pointwise asymptotic behavior of iterated convolutions on the one dimensional lattice Z. We generalize the so-called local limit theorem in probability theory to complex valued sequences. A sharp rate of…

Probability · Mathematics 2025-02-25 Lucas Coeuret

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

Probability · Mathematics 2007-05-23 Erwin Bolthausen , Christine Ritzmann

Let $X $ be a square integrable random variable with basic probability space $(\O, \A, \P)$, taking values in a lattice $\mathcal L(v_0,1)=\big\{v_k=v_0+ k,k\in \Z\big\}$ and such that $\t_X =\sum_{k\in \Z}\P\{X=v_k\}\wedge…

Probability · Mathematics 2024-07-09 Michel J. G. Weber

In this paper, we obtain a local limit theorem for the Kemperman's model of oscillating random walk on $\mathbb{Z}$; it extends the existing results for classical random walks on $\mathbb Z$ or reflected random walks on $\mathbb N_0$. The…

Probability · Mathematics 2025-09-22 M. Peigné , C. Pham , T. D. Vo

We study the ergodic and statistical properties of a class of maps of the circle and of the interval of Lorenz type which present indifferent fixed points and points with unbounded derivative. These maps have been previously investigated in…

Dynamical Systems · Mathematics 2008-12-16 Giampaolo Cristadoro , Nicolai Haydn , Philippe Marie , Sandro Vaienti

We study an extended dynamical system on the non-negative real line with piecewise linear non-uniformly expanding local dynamics. With a uniformly distributed initial state, the distribution of successive states coincides with that of a…

Dynamical Systems · Mathematics 2026-01-09 Juho Leppänen

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

Statistics Theory · Mathematics 2011-04-22 John H. J. Einmahl , Estáte V. Khmaladze

We consider a symmetric random walk on the $\nu$-dimensional lattice, whose exit probability from the origin is modified by an antisymmetric perturbation and prove the local central limit theorem for this process. A short-range correction…

Probability · Mathematics 2019-08-09 Giuseppe Genovese , Renato Lucà

We establish the upper bound on the speed of convergence to the infinitely divisible limit density in the local limit theorem for triangular arrays of random variables $\{X_{k,n},\, k=1,..,a_n, \, n\in \nat\}$.

Probability · Mathematics 2013-04-04 V. Knopova

The paper consists of two parts. In the first part we review recent work on limit theorems for random walks in random environment (RWRE) on a strip with jumps to the nearest layers. In the second part, we prove the quenched Local Limit…

Probability · Mathematics 2019-10-30 Dmitry Dolgopyat , Ilya Goldsheid

Inspired by the study of edge statistics of random band matrices, we investigate random walks on large $d$-dimensional periodic lattices, whose transition matrices are determined by discretized density functions. Under certain moment…

Probability · Mathematics 2024-11-07 Yandong Gu , Dang-Zheng Liu

We present a rather general method for proving local limit theorems, with a good rate of convergence, for sums of dependent random variables. The method is applicable when a Stein coupling can be exhibited. Our approach involves both…

Probability · Mathematics 2020-07-07 A. D. Barbour , Peter Braunsteins , Nathan Ross

We consider the general branching random walk under minimal assumptions, which in particular guarantee that the empirical particle distribution admits an almost sure central limit theorem. For such a process, we study the large time decay…

Probability · Mathematics 2017-12-07 Oren Louidor , Eliad Tsairi

We obtain the law of large numbers (LLN) and the central limit theorem (CLT) for weakly dependent non-stationary arrays of random fields with asymptotically unbounded moments. The weak dependence condition for arrays of random fields is…

Statistics Theory · Mathematics 2024-08-15 Yue Pan , Jiazhu Pan
‹ Prev 1 2 3 10 Next ›