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Related papers: Central Limit Theorem for $(t,s)$-sequences, I

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Let $p_1,...,p_{s+1}$ be distinct primes and let $T_{p_i}$ be the von Niemann - Kakutani adding machine $(1 \leq i \leq s)$, $T_{\mathcal{P}}(\mathbf{x}) =(T_{p_1}(x_1),..., T_{p_s}(x_s))$. Let $y_i \in (0,1)$ be a $p_{s+1}$-rational $(1…

Number Theory · Mathematics 2020-01-06 Mordechay B. Levin

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…

Probability · Mathematics 2026-05-05 Deli Li , Han-Ying Liang

A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…

Probability · Mathematics 2021-06-02 Lampros Gavalakis , Ioannis Kontoyiannis

The purpose of this paper is to generalize our earlier work on the logarithm of the Riemann zeta-function to linear combinations of logarithms of primitive Dirichlet $L$-functions with constant real coefficients. Under the assumption of…

Number Theory · Mathematics 2022-01-13 Fatma Çiçek

The Central Limit Theorem (CLT) is one of the most fundamental results in statistics. It states that the standardized sample mean of a sequence of $n$ mutually independent and identically distributed random variables with finite first and…

We prove a Central Limit Theorem for probability measures defined via the variation of the sum-of-digits function, in base $b\ge 2$. For $r\ge 0$ and $d \in \mathbb{Z}$, we consider $\mu^{(r)}(d)$ as the density of integers $n\in…

Probability · Mathematics 2024-03-14 Yohan Hosten , Élise Janvresse , Thierry de la Rue

For a given Dirichlet character $\chi (n) = e^{i \theta_n}$, we prove central limit theorems for the series $\sum_{p'} \cos \theta_{p'}$ for non-principal characters, and $\sum_{p' } \cos (t \log p')$ for principal characters, where $p'$…

Number Theory · Mathematics 2016-12-30 André LeClair

We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…

Probability · Mathematics 2024-06-26 Wai-Kit Lam , Arnab Sen

We consider $n\times n$ random matrices $M_{n}=\sum_{\alpha =1}^{m}{\tau _{\alpha }}\mathbf{y}_{\alpha }\otimes \mathbf{y}_{\alpha }$, where $\tau _{\alpha }\in \mathbb{R}$, $\{\mathbf{y}_{\alpha }\}_{\alpha =1}^{m}$ are i.i.d. isotropic…

Probability · Mathematics 2013-12-02 O. Guédon , A. Lytova , A. Pajor , L. Pastur

Fix an integer $p\geq 1$ and refer to it as the number of growing domains. For each $i\in\{1,\ldots,p\}$, fix a compact subset $D_i\subseteq\mathbb R^{d_i}$ where $d_1,\ldots,d_p\ge 1$. Let $d= d_1+\dots+d_{p}$ be the total underlying…

Probability · Mathematics 2026-03-05 Nikolai Leonenko , Leonardo Maini , Ivan Nourdin , Francesca Pistolato

In this paper we prove a central limit theorem for some probability measures defined as asymtotic densities of integer sets defined via sum-of-digit-function. To any integer a we can associate a measure on Z called $\mu$a such that, for any…

Probability · Mathematics 2019-04-22 Jordan Emme , Pascal Hubert

Let $(H_s(n))_{n \geq 1}$ be an $s-$dimensional Halton's sequence, and let ${\mathcal{H}}_{s+1,N}=(H_s(n),n/N)_{n=0}^{N-1}$ be the $s+1-$dimensional Hammersley point set. Let $D(\mathbf{x},(H_n)_{n=0}^{N-1} )$ be the local discrepancy of…

Number Theory · Mathematics 2023-12-13 Mordechay B. Levin

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…

Probability · Mathematics 2015-12-07 N. J. Simm

We give a new, self-contained proof of the multidimensional central limit theorem using the technique of ``doubling variables," which is traditionally used to prove uniqueness of solutions of partial differential equations (PDEs). Our…

Probability · Mathematics 2022-12-23 Louigi Addario-Berry , Gavin Barill , Erin Beckman , Jessica Lin

This paper derives central limit and bootstrap theorems for probabilities that sums of centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for…

Statistics Theory · Mathematics 2016-03-09 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

We show that any pair $X, Y$ of independent, non-compactly supported random variables on $[0,\infty)$ satisfies $\liminf_{m\to\infty} \mathbb{P}(\min(X,Y) >m \,| \,X+Y> 2m) =0$. We conjecture multi-variate and weighted generalizations of…

Probability · Mathematics 2020-08-05 Naomi Dvora Feldheim , Ohad Noy Feldheim

For each $n\ge 1$, let $X_{n,1},\ldots,X_{n,N_n}$ be real random variables and $S_n=\sum_{i=1}^{N_n}X_{n,i}$. Let $m_n\ge 1$ be an integer. Suppose $(X_{n,1},\ldots,X_{n,N_n})$ is $m_n$-dependent, $E(X_{ni})=0$, $E(X_{ni}^2)<\infty$ and…

Probability · Mathematics 2022-08-15 Svante Janson , Luca Pratelli , Pietro Rigo

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…

Probability · Mathematics 2025-03-24 Muneya Matsui , Thomas Mikosch

Let $(Y_n)_n$ be a sequence of $\mathbb{R}^d$-valued random variables. Suppose that the generating function \[f(x, z) = \sum_{n = 0}^\infty \varphi_{Y_n}(x) z^n,\] where $\varphi_{Y_n}$ is the characteristic function of $Y_n$, extends to a…

Probability · Mathematics 2025-02-18 Mitchell Lee

We adapt arguments concerning information-theoretic convergence in the Central Limit Theorem to the case of dependent random variables under Rosenblatt mixing conditions. The key is to work with random variables perturbed by the addition of…

Probability · Mathematics 2008-10-06 Oliver Johnson
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