Related papers: Central limit measure for V-monotone independence

The Bohr-Jessen limit theorem is a probabilistic limit theorem on the value-distribution of the Riemann zeta-function in the critical strip. Moreover their limit measure can be written as an integral involving a certaindensity function. The…

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Let $\mu$ and $\nu$ be fixed probability measures on a filtered space $(\Omega, {\cal F}, ({\cal F}_t)_{t\in {\bf R}^{+}})$. Denote by $\mu_T $ and $\nu_T $ (respectively, $\mu_{T-} $ and $\nu_{T-} $) the restrictions of the measures $\mu$…

We obtain a formula for the density of the free convolution of an arbitrary probability measure on the unit circle of $\mathbb{C}$ with the free multiplicative analogues of the normal distribution on the unit circle. This description relies…

Let $P$ be a convex body containing the origin in its interior. We study a real Monge-Amp\`ere equation with singularities along $\del P$ which is Legendre dual to a certain free boundary Monge-Amp\`ere equation. This is motivated by the…

We consider a non-uniquely ergodic dynamical system given by a $\mathbb{Z}^{l}$-action (or $(\N\cup\{0\})^l$-action) $\tau$ on a non-empty compact metrisable space $\Omega$, for some $l\in\N$. Let (D) denote the following property: The…

We consider linear iterated function systems with a random multiplicative error on the real line. Our system is $\{x\mapsto d_i + \lambda_i Y x\}_{i=1}^m$, where $d_i\in \R$ and $\lambda_i>0$ are fixed and $Y> 0$ is a random variable with…

Let $T:[0,1]^d \rightarrow[0,1]^d$ be a piecewise expanding map with an absolutely continuous (with respect to the $d$-dimensional Lebesgue measure $m_d$) $T$-invariant probability measure $\mu$. Let $\left\{\mathbf{r}_n\right\}$ be a…

In this note we present a new short and direct proof of L\'{e}vy's continuity theorem in arbitrary dimension $d$, which does not rely on Prohorov's theorem, Helly's selection theorem or the uniqueness theorem for characteristic functions.…

A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…

We study mixtures of free, monotone, and Boolean independence described by a directed graph $G = (V,E)$ in the context of $\mathcal{T}$-free convolutions of Jekel and Liu. We prove general limit theorems for the associated additive…

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…

We prove a Central Limit Theorem for the empirical measure in the one-dimensional Totally Asymmetric Zero-Range Process in the hyperbolic scaling $N$, starting from the equilibrium measure $\nu_{\rho}$. We also show that when taking the…

We consider continuous-state branching processes (CB processes) which become extinct almost surely. First, we tackle the problem of describing the stationary measures on $(0,+\infty)$ for such CB processes. We give a representation of the…

In this note we construct a measure $\mu$ on a $\sigma$-algebra $\mathcal{M}$ of subsets of the positive real axis, $\mathbb{R}_{>0}$, with the following multiplicative property: \[ \mu \left( \bigcup_j E_j \right) = \prod_j \mu(E_j) \] for…

A result of H. Steinhaus states that any positive Lebesgue measurable set has a property that its difference set contains an open interval around the origin. Y. V. Mospan proved that this result is the characterization of absolutely…

We show that if $(X, \mu, T)$ is a probability measure-preserving dynamical system, and $\mathscr{P}$ is a countable partition of $(X, \mu)$, then the limit $$ \lim_{n, k \to \infty} \mathbb{E} \left[ \frac{1}{k} \sum_{j = 0}^{k - 1} f…

In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their…

In this note we study how a concentration phenomenon can be transmitted from one measure $\mu$ to a push-forward measure $\nu$. In the first part, we push forward $\mu$ by $\pi:supp(\mu)\rightarrow \Ren$, where $\pi…

We show that any self-conformal measure $\mu$ on $\mathbb{R}$ is uniformly scaling and generates an ergodic fractal distribution. This generalizes existing results by removing the need for any separation condition. We also obtain…