Related papers: Limit theorems for discounted convergent perpetuit…

Let $(\xi_1, \eta_1)$, $(\xi_2, \eta_2),\ldots$ be independent identically distributed $\mathbb{R}^2$-valued random vectors. Assuming that $\xi_1$ has zero mean and finite variance and imposing three distinct groups of assumptions on the…

Let $\beta > 1$ be a real number and $x \in [0,1)$ be an irrational number. Denote by $k_n(x)$ the exact number of partial quotients in the continued fraction expansion of $x$ given by the first $n$ digits in the $\beta$-expansion of $x$…

Let $(\xi_1, \eta_1)$, $(\xi_2, \eta_2),\ldots$ be independent copies of an $\mathbb{R}^2$-valued random vector $(\xi, \eta)$ with arbitrarily dependent components. Put $T_n:= \xi_1+\ldots+\xi_{n-1} + \eta_n $ for $n\in\mathbb{N}$ and…

We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…

Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have raised progressive interest recently. The purpose of this paper is to study the strong law of large numbers and the law of the…

We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

We obtain strong invariance principles for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu/2}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…

Limit theorems of strong law of large numbers and central limit theorem types are obtained for the compositions of independent identically distributed random unitary channels.

We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are…

In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…

We derive strong laws of large numbers and central limit theorems for Bajraktarevi\'c, Gini and exponential- (also called Beta-type) and logarithmic Cauchy quotient means of independent identically distributed (i.i.d.) random variables. The…

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…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…

Let $(\xi_k, \eta_k)_{k\geq 1}$be independent identically distributed random vectors with arbitrarily dependent positive components and $T_k:=\xi_1+\ldots+\xi_{k-1}+\eta_k$for $k\in\mathbb{N}$. We call the random sequence {T_k, k=1,2...} a…

We prove a functional limit theorem in a space of analytic functions for the random Dirichlet series $D(\alpha;z)=\sum_{n\geq 2}(\log n)^{\alpha}(\eta_n+{\rm i} \theta_n)/n^z$, properly scaled and normalized, where…

It is shown that two conjectures put forward in the recent article Iksanov and Kostohryz (2025) are true. Namely, we prove a functional central limit theorem (FCLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a linear process in which the coefficients are of the form $a_i=i^{-1}\ell(i)$ with $\ell$ being a slowly varying function at the infinity and the innovations are independent and identically distributed…

We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously known result from Rempa\la and Weso\lowski (Statist. Probab.…

Let $X$, $X_1$, $X_2$, $...$ be i.i.d. random variables, and let $S_n=X_1+... + X_n$ be the partial sums and $M_n=\max_{k\le n}|S_k|$ be the maximum partial sums. We give the sufficient and necessary conditions for a kind of limit theorems…