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We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

Probability · Mathematics 2020-07-01 Zengjing Chen , Larry G. Epstein

We prove a central limit theorem with speed $n^{-1/2}$ for stationary processes satisfying a strong decorrelation hypothesis. The proof is a modification of the proof of a theorem of Rio. It is elementary but quite long and technical.

Probability · Mathematics 2007-05-23 Stephane Le Borgne , Francoise Pene

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

Probability · Mathematics 2020-06-22 Ilya Soloveychik

There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…

Probability · Mathematics 2023-08-24 Rafael Chiclana , Yuval Peres

The semi-classical limit of ground states of large systems of fermions was studied by Fournais, Lewin and Solovej in (Calc. Var. Partial Differ. Equ., 2018). In particular, the authors prove weak convergence towards classical states…

Mathematical Physics · Physics 2024-02-12 Esteban Cárdenas

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.…

Probability · Mathematics 2010-10-22 Julien Barral , Xiong Jin , Beno\^{ı}t Mandelbrot

A statistical model for the fragmentation of a conserved quantity is analyzed, using the principle of maximum entropy and the theory of partitions. Upper and lower bounds for the restricted partitioning problem are derived and applied to…

Data Analysis, Statistics and Probability · Physics 2015-03-31 Joseph R. Iafrate , Steven J. Miller , Frederick W. Strauch

A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…

Probability · Mathematics 2014-10-02 Richard C. Bradley , Zbigniew J. Jurek

We introduce and study a model of percolation with constant freezing (PCF) where edges open at constant rate 1, and clusters freeze at rate \alpha independently of their size. Our main result is that the infinite volume process can be…

Probability · Mathematics 2014-11-26 Edward Mottram

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

Probability · Mathematics 2018-04-24 Christoph Börgers , Claude Greengard

Let (Zn) be a branching process with immigration in an independent and identically distributed random environment. Under necessary moment conditions, we show the exact convergence rate in the central limit theorem on logZn by using the…

Probability · Mathematics 2022-03-30 C. Huang , R. Zhang , Z. Gao

Let (Z n) n$\ge$0 with Z n = (Z n (i, j)) 1$\le$i,j$\le$p be a p multi-type critical branching process in random environment, and let M n be the expectation of Z n given a fixed environment. We prove theorems on convergence in distribution…

Probability · Mathematics 2021-10-27 E. Le Page , M. Peigné , C. Pham

In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…

Probability · Mathematics 2007-05-23 L. V. Bogachev , Z. G. Su

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

Probability · Mathematics 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic

In this paper, we derive a central limit theorem for collections of weakly correlated random variables indexed by discrete metric spaces, where the correlation decays in the distance of the indices. The correlation structure we study…

Probability · Mathematics 2022-02-11 Michael Fleermann , Werner Kirsch

In this paper we prove a strong law of large numbers and its L^1-convergence counterpart for the process counted with a random characteristic in the context of self-similar fragmentation processes. This result extends a somewhat analogical…

Probability · Mathematics 2012-03-20 Robert Knobloch

In this paper we establish lower bounds on information divergence of a distribution on the integers from a Poisson distribution. These lower bounds are tight and in the cases where a rate of convergence in the Law of Thin Numbers can be…

Probability · Mathematics 2016-01-19 Peter Harremoës , Oliver Johnson , Ioannis Kontoyiannis

In this paper is proved the limit theorem for randomly indexed sequence of random processes in the case where sequences of random index and random processes are independent, also the estimation of convergence rate is obtained.

Probability · Mathematics 2010-01-22 Elena Permyakova

In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…

Probability · Mathematics 2024-07-08 Zhishui Hua , Wei Wanga , Liang Dong

We prove the conjectured limiting normality for the number of crossings of a uniformly chosen set partition of [n] = {1,2,...,n}. The arguments use a novel stochastic representation and are also used to prove central limit theorems for the…

Combinatorics · Mathematics 2015-02-04 Bobbie Chern , Persi Diaconis , Daniel M. Kane , Robert C. Rhoades