Related papers: Limit theorems for multifractal products of random…
The aim of the paper is to study the limit distributions and the asymptotic behavior of summation arithmetic functions. A probabilistic approach based on the use of the axioms of probability theory is used for these purposes. Sufficient…
Convergence rate estimates in limit theorems for sums of independent random variables are considered.
We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…
This is an extended version of a series of talks I held at the University of Bochum in 2017 about limit theorems for non-linear functionals of stationary Gaussian random fields. The goal of these talks was to give a fairly detailed…
We establish a rigorous asymptotic theory for the joint estimation of roughness and scale parameters in two-dimensional Gaussian random fields with power-law generalized covariances \cite{Matheron1973, Stein1999, Yaglom1987}. Our main…
Let $f:\mathbb{R}^d \to \mathbb{R}^k$ be a smooth centered stationary Gaussian field and $\mathcal{B} \subset \mathbb{R}^d$ be a bounded Borel set. In this paper, we determine the asymptotics as $R \to \infty$ of all the cumulants of the…
The angular bispectrum of spherical random fields has recently gained an enormous importance, especially in connection with statistical inference on cosmological data. In this paper, we provide expressions for its moments of arbitrary order…
The Ihara limit (or -constant) $A(q)$ has been a central problem of study in the asymptotic theory of global function fields (or equivalently, algebraic curves over finite fields). It addresses global function fields with many rational…
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…
Strongly coupled quantum field theories in $(1+1)$ dimensions are notoriously hard to solve non-perturbatively. Variational methods, despite their success for quantum many-body physics on the lattice, have long lacked a natural ansatz…
We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
This paper studies the asymptotic properties of weighted sums of the form $Z_n=\sum_{i=1}^n a_i X_i$, in which $X_1, X_2, \ldots, X_n$ are i.i.d.~random variables and $a_1, a_2, \ldots, a_n$ correspond to either eigenvalues or singular…
In this paper we study the asymptotic theory for spectral analysis of stationary random fields, including linear and nonlinear fields. Asymptotic properties of Fourier coefficients and periodograms, including limiting distributions of…
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…
We derive novel sufficient conditions for convergence of Loopy Belief Propagation (also known as the Sum-Product algorithm) to a unique fixed point. Our results improve upon previously known conditions. For binary variables with…
We investigate the realizations of a random Gaussian field on a finite domain of ${\mathbb R}^d$ in the limit where a given linear functional of the field is large. We prove that if its variance is bounded, the field converges uniformly and…
We give asymptotic expressions for the number of commuting matrices over finite fields. For this, we use product expansions for the corresponding generating functions.
We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…
The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values.…