Related papers: Local Limit Theorems for Complex Functions on $\ma…
In this paper, we propose a new interpretation of local limit theorems for univariate and multivariate distributions on lattices. We show that - given a local limit theorem in the standard sense - the distributions are approximated well by…
We give a general local central limit theorem for the sum of two independent random variables, one of which satisfies a central limit theorem while the other satisfies a local central limit theorem with the same order variance. We apply…
Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…
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…
This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…
We study the local asymptotic behavior of divergence-like functionals of a family of $d$-dimensional Infinitely Divisible Random Fields. Specifically, we derive limit theorems of surface integrals over Lipschitz manifolds for this class of…
In this paper we establish Functional Limit Theorems for the range of random walks in $\mathbb{Z}^d$ that are in the domain of attraction of a non-degenerate $\beta$-stable process in the weakly transient and recurrent regimes. These…
Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…
Methods for proving functional limit laws are developed for sequences of stochastic processes which allow a recursive distributional decomposition either in time or space. Our approach is an extension of the so-called contraction method to…
We prove a quantitative local limit theorem for the number of descents in a random permutation. Our proof uses a conditioning argument and is based on bounding the characteristic function $\phi(t)$ of the number of descents. We also…
We show a new functional limit theorem for weakly dependent regularly varying sequences of random vectors. As it turns out, the convergence takes place in the space of R^d valued c\`{a}dl\`{a}g functions endowed with the so-called weak M1…
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…
Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variables with finite (fractional) moments of order $s \geq 2$,…
This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…
We study the local limit theorem for weighted sums of Bernoulli variables. We show on examples that this is an important question in the general theory of the local limit theorem, and which turns up to be not well explored. The examples we…
This paper investigates a local central limit theorem for a normalized sequence of random variables belonging to a fixed order Wiener chaos and converging to the standard normal distribution. We prove, without imposing any additional…
The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…
We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…
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…
$R$-limited functions are multivariate generalization of band-limited functions whose Fourier transforms are supported within a compact region $R\subset\mathbb{R}^{n}$. In this work, we generalize sampling and interpolation theorems for…