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We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than $\epsilon$ ($\epsilon$ > 0). Is is known ([BM05]) that the empirical measure of these fragments converges in law, under some…

Probability · Mathematics 2019-07-30 Sylvain Rubenthaler

We established the rate of convergence in the central limit theorem for stopped sums of a class of martingale difference sequences.

Probability · Mathematics 2015-06-26 Lahcen Ouchti

We give optimal convergence rates in the central limit theorem for a large class of martingale difference sequences with bounded third moments. The rates depend on the behaviour of the conditional variances and for stationary sequences the…

Probability · Mathematics 2007-05-23 Mohamed El Machkouri , Lahcen Ouchti

In the spirit of a classical results for Crump-Mode-Jagers processes, we prove a strong law of large numbers for homogenous fragmentation processes. Specifically, for self-similar fragmentation processes, including homogenous processes, we…

Probability · Mathematics 2008-09-18 S. C. Harris , R. Knobloch , A. E. Kyprianou

In this paper we extend two limit theorems which were recently obtained for fragmentation processes to such processes with immigration. More precisely, in the setting with immigration we consider a limit theorem for the process counted with…

Probability · Mathematics 2012-04-24 Robert Knobloch

We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…

Dynamical Systems · Mathematics 2020-01-08 Olli Hella , Mikko Stenlund

Under certain general conditions, we prove that the stable central limit theorem holds in the total variation distance and get its optimal convergence rate for all $\alpha \in (0,2)$. Our method is by two measure decompositions, one step…

Probability · Mathematics 2023-12-08 Xiang Li , Lihu Xu , Haoran Yang

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…

Statistics Theory · Mathematics 2008-12-18 François Roueff , Murad S. Taqqu

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

Probability · Mathematics 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…

Probability · Mathematics 2007-05-23 David Nualart , Giovanni Peccati

We consider block codes whose rate converges to the channel capacity with increasing block length at a certain speed and examine the best possible decay of the probability of error. We prove that a moderate deviation principle holds for all…

Information Theory · Computer Science 2015-03-20 Yucel Altug , Aaron B. Wagner

We investigate the rate of convergence in the central limit theorem for convex sets. We obtain bounds with a power-law dependence on the dimension. These bounds are asymptotically better than the logarithmic estimates which follow from the…

Metric Geometry · Mathematics 2007-05-23 B. Klartag

We establish the central limit theorem for the number of groups at the equilibrium of a coagulation-fragmentation process given by a parameter function with polynomial rate of growth. The result obtained is compared with the one for random…

Probability · Mathematics 2007-05-23 Michael Erlihson , Boris Granovsky

The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…

Probability · Mathematics 2016-10-07 Behzad Mehrdad , Lingjiong Zhu

We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…

Combinatorics · Mathematics 2024-09-25 Aaron Abrams , Eric Babson , Henry Landau , Zeph Landau , James Pommersheim

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

This paper provides central limit theorems for the wavelet packet decomposition of stationary band-limited random processes. The asymptotic analysis is performed for the sequences of the wavelet packet coefficients returned at the nodes of…

Information Theory · Computer Science 2009-10-26 Abdourrahmane Atto , Dominique Pastor

In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…

Probability · Mathematics 2026-04-02 Lorick Huang , Laurent Decreusefond , Laure Coutin

Various quantum analogues of the central limit theorem, which is one of the cornerstones of probability theory, are known in the literature. One such analogue, due to Cushen and Hudson, is of particular relevance for quantum optics. It…

Quantum Physics · Physics 2021-04-05 Simon Becker , Nilanjana Datta , Ludovico Lami , Cambyse Rouzé

We provide rates of convergence in the central limit theorem in terms of projective criteria for adapted stationary sequences of centered random variables taking values in Banach spaces, with finite moment of order $p \in ]2,3]$ as soon as…

Probability · Mathematics 2025-02-21 Aurélie Bigot
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