Related papers: Lacunary sequences in analysis, probability and nu…
By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we…
By a classical principle of probability theory, sufficiently thin subsequences of general sequences of random variables behave like i.i.d.\ sequences. This observation not only explains the remarkable properties of lacunary trigonometric…
By a classical principle of analysis, sufficiently thin subsequences of general sequences of functions behave like sequences of independent random variables. This observation not only explains the remarkable properties of lacunary…
We investigate in this paper the distribution of the discrepancy of various lattice counting functions. In particular, we prove that the number of lattice points contained in certain domains defined by products of linear forms satisfies a…
In this paper we study counting functions representing the number of solutions of systems of linear inequalities which arise in the theory of Diophantine approximation. We develop a method that allows us to explain the random-like behavior…
Lacunary trigonometric and Walsh series satisfy limiting results that are typical for i.i.d. random variables such as the central limit theorem (Salem, Zygmund 1947), the law of the iterated logarithm (Weiss 1959) and several probability…
This work is a study of polynomial compositions having a fixed number of terms. We outline a recursive method to describe these characterizations, give some particular results and discuss the general case. In the final sections, some…
Disproving a conjecture of Bleicher and Erd\H{o}s, we show that there exists a lacunary sequence of positive integers such that finite sums of reciprocals of its terms attain all rational numbers from a non-empty open interval. We also…
Classical works of Kac, Salem and Zygmund, and Erd\H{o}s and G\'{a}l have shown that lacunary trigonometric sums despite their dependency structure behave in various ways like sums of independent and identically distributed random…
The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…
Lacunary function systems of type $(f(M_nx))_{n\geq 1}$ for periodic functions $f$ and sequences of fast-growing matrices $(M_n)_{n\geq 1}$ exhibit many properties of independent random variables like satisfying the Central Limit Theorem or…
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…
A classical observation in analysis asserts that lacunary systems of dilated functions show many properties which are also typical for systems of independent random variables. For example, if $(n_k)_{k \ge 1}$ is a sequence of integers…
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…
In this paper, on the sublinear expectation space, we establish a comparison theorem between independent and convolutionary random vectors, which states that the partial sums of those two sequences of random vectors are identically…
In this talk I first review at an elementary level a selection of central limit theorems, including some lesser known cases, for sums and maxima of uncorrelated and correlated random variables. I recall why several of them appear in…
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 $Z_n$,…
This paper is concerned with the study of the fractional finite sums theory. We present the classes of functions for which it is possible to characterize the constant related to the derivative of fractional sums (denominated by essence of a…
We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that…
The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…