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Related papers: On limit theorems for functional autoregressive pr…

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We extend the central limit theorem under the Dedecker-Rio condition to adapted stationary and ergodic sequences of random variables taking values in a class of smooth Banach spaces. This result applies to the case of random variables…

Probability · Mathematics 2024-07-12 Aurélie Bigot

This article presents a weak law of large numbers and a central limit theorem for the scaled realised covariation of a bivariate Brownian semistationary process. The novelty of our results lies in the fact that we derive the suitable…

Probability · Mathematics 2017-07-27 Andrea Granelli , Almut E. D. Veraart

The random coefficient integer-valued autoregressive process was introduced by Zheng, Basawa, and Datta. In this paper we study the asymptotic behavior of this model (in particular, weak limits of extreme values and the growth rate of…

Probability · Mathematics 2012-04-17 Zheng Zhong , Alexander Roitershtein

We prove a strong law of large numbers for random sets with bounded and closed values contained in an arbitrary (not necessarily separable) Banach space. We make use of a notion of convergence of sets introduced by Fisher, which is stronger…

Probability · Mathematics 2011-10-31 Francesco S. de Blasi , Luca Tomassini

We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…

Probability · Mathematics 2023-04-24 Marco Zamparo

In this article we derive a self-normalized functional limit theorem for strictly stationary linear processes with i.i.d. heavy-tailed innovations and random coefficients under the condition that all partial sums of the series of…

Probability · Mathematics 2026-05-12 Danijel Krizmanic

In this paper, methods of second order and higher order reverse mathematics are applied to versions of a theorem of Banach that extends the Schroeder-Bernstein theorem. Some additional results address statements in higher order arithmetic…

Logic · Mathematics 2023-11-15 Jeffry L. Hirst , Carl Mummert

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

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

Probability · Mathematics 2024-01-22 Bruno Rémillard , Jean Vaillancourt

We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…

Dynamical Systems · Mathematics 2016-03-11 Ian Melbourne , Paulo Varandas

We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…

Probability · Mathematics 2023-11-07 Dalibor Volny

In this paper, we establish some functional central limit theorems for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. In the particular case when the…

Probability · Mathematics 2014-10-08 Yan-Xia Ren , Renming Song , Rui Zhang

Serfozo (2009, Theorem 2.65) gives a useful central limit theorem for processes with regenerative increments. Unfortunately, there is a gap in the proof. We fill this gap, and at the same time we weaken the assumptions. Furthermore, we give…

Probability · Mathematics 2023-05-23 Svante Janson

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

The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…

Dynamical Systems · Mathematics 2016-03-25 Peter Nandori , Domokos Szasz , Tamas Varju

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…

Probability · Mathematics 2014-09-22 Yan-Xia Ren , Renming Song , Rui Zhang

This paper focuses on limit theorems for linear Hawkes processes with random marks. We prove a large deviation principle, which answers the question raised by Bordenave and Torrisi. A central limit theorem is also obtained. We conclude with…

Probability · Mathematics 2015-09-15 Dmytro Karabash , Lingjiong Zhu

In continuation of the paper [3], we discuss various consequences of Hahn-Banach theorem for bounded b-linear functional in linear n-normed space and describe the notion of reflexivity of linear n-normed space with respect to bounded…

Functional Analysis · Mathematics 2024-10-29 Prasenjit Ghosh , Tapas Kumar Samanta

We provide a functional central limit theorem for a broad class of smooth functions for possibly noncausal multivariate linear processes with time-varying coefficients. Since the limiting processes depend on unknown quantities, we propose a…

Statistics Theory · Mathematics 2022-10-03 Carina Beering , Anne Leucht

In this paper, we introduced a three-step iterative process with errors for three multivalued mappings satisfying the condition (C) in uniformly convex Banach spaces and establish strong convergence theorems for the proposed process under…

Functional Analysis · Mathematics 2011-05-12 M. Eslamian , S. Homaeipour