Related papers: Classical and Almost Sure Local Limit Theorems

We give a sufficient condition for the local limit theorem. To construct it, we employ infinite times of convolutions of probability density functions.

In this paper we present a new correlation inequality and use it for proving an Almost Sure Local Limit Theorem for the so-called Dickman distribution. Several related results are also proved

Let $\{Z_k\}_{k\geqslant 1}$ denote a sequence of independent Bernoulli random variables defined by ${\mathbb P}(Z_k=1)=1/k=1-{\mathbb P}(Z_k=0)$ $(k\geqslant 1)$ and put $T_n:=\sum_{1\leqslant k\leqslant n}kZ_k$. It is then known that…

In this paper we present a new proof of the sufficiency theorem for strong local minimizers concerning $C^1$-extremals at which the second variation is strictly positive. The results are presented in the quasiconvex setting, in accordance…

Mukhin found in 1984 an important necessary and sufficient condition for the validity of the local limit theorem. Revisiting the succint proof given in \cite{Mu2}, we could only prove rigorously a weaker necessary and sufficient condition,…

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…

We give a detailed exposition of the proof of Richter's local limit theorem in a refined form, and establish the stability of the remainder term in this theorem under small perturbations of the underlying distribution (including smoothing).…

We show that the Bernoulli part extraction method can be used to obtain approximate forms of the local limit theorem for sums of independent lattice valued random variables, with effective error term, that is with explicit parameters and…

The Lov\'{a}sz Local Lemma is a central tool in probabilistic combinatorics, providing a sufficient condition under which a finite collection of undesirable events with limited dependencies can be simultaneously avoided with positive…

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…

We prove a new sharp correlation inequality for sums of i.i.d. square integrable lattice distributed random variables. We also apply it to establish an almost sure local limit theorem for iid square integrable random variables taking values…

A local limit theorem is proven on connected, simply connected nilpotent Lie groups, for a class of generating measures satisfying a moment condition and a condition on the characteristic function of the abelianization. The result extends…

Let $ V_{n} = X_{1,n} + X_{2,n} + \cdots + X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $\lambda_{n} = \sum\limits_{i=1}^{n} b(i;n) $, $\lambda = \lim\limits_{n \to \infty}…

The purpose of this article is to construct a toolbox, in Dynamical Systems, to support the idea that ``whenever we can prove a limit theorem in the classical sense for a dynamical system, we can prove a suitable almost-sure version based…

This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.

Motivated by a recent work of Benoist and Quint and extending results from the PhD thesis of the third author, we obtain limit theorems for products of independent and identically distributed elements of GLd (R), such as the…

We derive equivalent conditions for the (local) absolute continuity of two laws of semimartingales on random sets. Our result generalizes previous results for classical semimartingales by replacing a strong uniqueness assumption by a weaker…

The celebrated theorem of Komlos asserts that L1-boundedness is sufficient for a given sequence of functions to contain a subsequence along which (in a "lacunary" manner), and along whose every further subsequence ("hereditarily"), a strong…

The Lov\'asz Local Lemma is a seminal result in probabilistic combinatorics. It gives a sufficient condition on a probability space and a collection of events for the existence of an outcome that simultaneously avoids all of those events.…

For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…