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Related papers: Central limit measure for V-monotone independence

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We consider a class of probability measures $\mu_{s,r}^{\alpha}$ which have explicit Cauchy-Stieltjes transforms. This class includes a symmetric beta distribution, a free Poisson law and some beta distributions as special cases. Also, we…

Probability · Mathematics 2013-12-20 Octavio Arizmendi , Takahiro Hasebe

We introduce and study a new notion of non-commutative independence, called V-monotone independence, which can be viewed as an extension of the monotone independence of Muraki. We investigate the combinatorics of mixed moments of V-monotone…

Functional Analysis · Mathematics 2019-01-21 Adrian Dacko

In this paper we show a central limit theorem for Lebesgue integrals of stationary $BL(\theta)$-dependent random fields as the integration domain grows in Van Hove-sense. Our method is to use the (known) analogue result for discrete sums.…

Probability · Mathematics 2016-01-05 Jürgen Kampf

We construct a Lebesgue measure preserving natural extension of the random beta-transformation. This allows us to give a formula for the density of the absolutely continuous invariant probability measure, answering a question of Dajani and…

Dynamical Systems · Mathematics 2013-03-06 Tom Kempton

In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…

Probability · Mathematics 2017-08-29 Magda Peligrad , Na Zhang

In this paper free harmonic analysis tools are used to study parabolic iteration in the complex upper half-plane. The main result here is a complete characterization for the norming constants in the monotonic central limit theorem. This…

Functional Analysis · Mathematics 2013-06-04 Jiun-Chau Wang

We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…

Probability · Mathematics 2024-06-26 Wai-Kit Lam , Arnab Sen

We analyze certain parametrized families of one-dimensional maps with infinitely many critical points from the measure-theoretical point of view. We prove that such families have absolutely continuous invariant probability measures for a…

Dynamical Systems · Mathematics 2010-08-30 Vitor Araujo , Maria Jose Pacifico

Let $(\Omega, \A, \mu)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $\Omega$ with positive entropy. We show that there is a bounded and strictly stationary martingale difference sequence defined on $\Omega$…

Probability · Mathematics 2007-05-23 Mohamed El Machkouri , Dalibor Volny

We consider infinitely divisible distributions with symmetric L\'evy measure and study the absolute continuity of them with respect to the Lebesgue measure. We prove that if $\eta(r)=\int_{|x|\le r} x^2 \nu(dx)$ where $\nu$ is the L\'evy…

Probability · Mathematics 2016-06-24 Kasra Alishahi , Erfan Salavati

Properties of the law $\mu$ of the integral $\int_0^{\infty}c^{-N_{t-}}\,dY_t$ are studied, where $c>1$ and $\{(N_t,Y_t),t\geq0\}$ is a bivariate L\'{e}vy process such that $\{N_t\}$ and $\{Y_t\}$ are Poisson processes with parameters $a$…

Probability · Mathematics 2011-02-25 Alexander Lindner , Ken-iti Sato

This paper contributes to the study of the free additive convolution of probability measures. It shows that under some conditions, if measures $\mu_i$ and $\nu_i, i=1,2$, are close to each other in terms of the L\'{e}vy metric and if the…

Probability · Mathematics 2013-10-04 V. Kargin

We study the logarithmic equilibrium problem on the interval $[-1,1]$ in the presence of an external field generated by a uniform background charge supported on the same interval. For a real parameter $\tau$, the external field is taken to…

Classical Analysis and ODEs · Mathematics 2026-03-19 James Kessinger , Andrei Martinez-Finkelshtein

We give a new proof of the classical Central Limit Theorem, in the Mallows ($L^r$-Wasserstein) distance. Our proof is elementary in the sense that it does not require complex analysis, but rather makes use of a simple subadditive inequality…

Probability · Mathematics 2007-06-13 Oliver Johnson , Richard Samworth

We propose a novel statistical test to assess the mutual independence of multidimensional random vectors. Our approach is based on the $L_1$-distance between the joint density function and the product of the marginal densities associated…

Statistics Theory · Mathematics 2024-04-19 Nour-Eddine Berrahou , Salim Bouzebda , Lahcen Douge

If $\mu$ is a finite complex measure in the complex plane $\C$ we denote by $C^\mu$ its Cauchy integral defined in the sense of principal value. The measure $\mu$ is called reflectionless if it is continuous (has no atoms) and $C^\mu=0$ at…

Complex Variables · Mathematics 2007-05-23 Mark Melnikov , Alexei Poltoratski , Alexander Volberg

We investigate the dependence of the center-of-mass tomogram of a system with many degrees of freedom $N$ on the Planck constant $\hbar $. It is shown that to use the central limit theorem under taking the limit $N\to +\infty $ one should…

Quantum Physics · Physics 2009-09-05 Grigori G. Amosov , Vladimir I. Man'ko

The aim of this paper is to study the asymptotic expansion in total variation in the Central Limit Theorem when the law of the basic random variable is locally lower-bounded by the Lebesgue measure (or equivalently, has an absolutely…

Probability · Mathematics 2016-07-18 Vlad Bally , Lucia Caramellino

In this paper, we study the distribution of multiplicatively dependent vectors. For example, although they have zero Lebesgue measure, they are everywhere dense both in $\mathbb{R}^n$ and $\mathbb{C}^n$. We also study this property in a…

Number Theory · Mathematics 2023-01-31 Sergei V. Konyagin , Min Sha , Igor E. Shparlinski , Cameron L. Stewart

We study the absolute continuity with respect to the Lebesgue measure of the distribution of the nodal volume associated with a smooth, non-degenerated and stationary Gaussian field $(f(x), {x \in \mathbb R^d})$. Under mild conditions, we…

Probability · Mathematics 2018-11-13 Jürgen Angst , Guillaume Poly
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