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M-dependence is a commonly used assumption in the study of dependent sequences. In this paper, central limit theorems for m-dependent random variables under the sub-linear expectations are established based mainly on the conditions of…

Probability · Mathematics 2023-09-12 Wang-Yun Gu , Li-Xin Zhang

In this paper we study the central limit theorem and its functional form for random fields which are not started from their equilibrium, but rather under the measure conditioned by the past sigma field. The initial class considered is that…

Probability · Mathematics 2019-05-13 Magda Peligrad , Dalibor Volný

We investigate here the behaviour of a large typical meandric system, proving a central limit theorem for the number of components of given shape. Our main tool is a theorem of Gao and Wormald, that allows us to deduce a central limit…

Probability · Mathematics 2024-11-20 Svante Janson , Paul Thévenin

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

We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results…

Probability · Mathematics 2007-12-24 Nadine Guillotin-Plantard , Clémentine Prieur

The goal of this paper is to describe conditions which guarantee a central limit theorem for random variables, which distributions are controled by hidden Markov chains. We proved that when a Markov chain is ergodic and random variables…

Statistics Theory · Mathematics 2018-10-11 Anna Czapkiewicz , Antoni Dawidowicz

We give a concentration inequality based on the premise that random variables take values within a particular region. The concentration inequality guarantees that, for any sequence of correlated random variables, the difference between the…

Probability · Mathematics 2020-02-21 Go Kato

We study the probability distribution of the area and the number of vertices of random polygons in a convex set $K\subset\mathbb{R}^2$. The novel aspect of our approach is that it yields uniform estimates for all convex sets…

Probability · Mathematics 2015-03-13 John Pardon

We consider a variant of the randomly reinforced urn where more balls can be simultaneously drawn out and balls of different colors can be simultaneously added. More precisely, at each time-step, the conditional distribution of the number…

Probability · Mathematics 2015-07-09 Irene Crimaldi

Confidence intervals based on the central limit theorem (CLT) are a cornerstone of classical statistics. Despite being only asymptotically valid, they are ubiquitous because they permit statistical inference under weak assumptions and can…

Statistics Theory · Mathematics 2024-03-15 Ian Waudby-Smith , David Arbour , Ritwik Sinha , Edward H. Kennedy , Aaditya Ramdas

We prove a central limit theorem for random walks with finite variance on linear groups.

Probability · Mathematics 2016-05-25 Yves Benoist , Jean-François Quint

We discuss the spectral asymptotics of some open subsets of the real line with random fractal boundary and of a random fractal, the continuum random tree. In the case of open subsets with random fractal boundary we establish the existence…

Probability · Mathematics 2016-12-08 Philippe H. A. Charmoy , David A. Croydon , Ben M. Hambly

We derive some Quantum Central Limit Theorems for expectation values of macroscopically coarse-grained observables, which are functions of coarse-grained hermitean operators. Thanks to the hermicity constraints, we obtain positive-definite…

Quantum Physics · Physics 2023-12-06 Tien D. Kieu

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

The first aim of this paper is to wonder to what extent we can generalize the central limit theorem of Gordin [5] under the so-called L 1-projective criteria to ergodic stationary random fields when completely commuting filtrations are…

Probability · Mathematics 2022-01-19 Han-Mai Lin , Florence Merlevède , Dalibor Voln{ý}

We prove a central limit theorem for network formation models with strategic interactions and homophilous agents. Since data often consists of observations on a single large network, we consider an asymptotic framework in which the network…

Econometrics · Economics 2026-03-11 Michael P. Leung , Hyungsik Roger Moon

We give a simple and general central limit theorem for a triangular array of m-dependent variables. The result requires only a Lindeberg condition and avoids unnecessary extra conditions that have been used earlier. The result applies also…

Probability · Mathematics 2021-08-30 Svante Janson

We study some sufficient conditions imposed on the sequence of martingale differences (m.d.) in the separable Banach spaces of continuous functions defined on the metric compact set for the Central Limit Theorem in this space. We taking…

Probability · Mathematics 2014-11-11 L. Sirota

Approximations to sums of stationary and ergodic sequences by martingales are investigated. Necessary and sufficient conditions for such sums to be asymptotically normal conditionally given the past up to time 0 are obtained. It is first…

Probability · Mathematics 2007-05-23 Wei Biao Wu , Michael Woodroofe

In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…

Statistics Theory · Mathematics 2018-04-18 Masaru Shintani , Ken Umeno
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