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Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…

For a sequence of nonnegative random variables, we provide simple necessary and sufficient conditions to ensure that each sequence of its forward convex combinations converges in probability to the same limit. These conditions correspond to…

We introduce a new natural notion of convergence for permutations at any specified scale, in terms of the density of patterns of restricted width. In this setting we prove that limits may be chosen independently at a countably infinite…

In this note we prove a large deviation bound on the sum of random variables with the following dependency structure: there is a dependency graph $G$ with a bounded chromatic number, in which each vertex represents a random variable.…

Let $(\Omega, \mathcal{A}, \mu)$ be a probability space. The classical Borel-Cantelli Lemma states that for any sequence of $\mu$-measurable sets $E_i$ ($i=1,2,3,\dots$), if the sum of their measures converges then the corresponding…

Suppose we are given two probability measures on the set of one-way infinite finite-alphabet sequences and consider the question when one of the measures predicts the other, that is, when conditional probabilities converge (in a certain…

Given a sequence $(X_n)$ of symmetrical random variables taking values in a Hilbert space, an interesting open problem is to determine the conditions under which the series $\sum_{n=1}^\infty X_n$ is almost surely convergent. For…

An equivalent condition for the product of elements of an independent random sample on a compact algebraic group converging in distribution to some random variable as the sample size increases is obtained. Namely, a limit distribution…

This paper develops an intuitive concept of perfect dependence between two variables of which at least one has a nominal scale. Perfect dependence is attainable for all marginal distributions. It furthermore proposes a set of dependence…

We prove that a self similar measure is absolutely continuous providing that it satisfies a condition depending on its Garsia entropy, contraction ratio, and the separation between different points in approximations of the self similar…

A collection of $n$ random events is said to be $(n - 1)$-wise independent if any $n - 1$ events among them are mutually independent. We characterise all probability measures with respect to which $n$ random events are $(n - 1)$-wise…

An important tool to quantify the likeness of two probability measures are f-divergences, which have seen widespread application in statistics and information theory. An example is the total variation, which plays an exceptional role among…

Given a measure preserving transformation $T$ on a Lebesgue $\sigma$ algebra, a complete $T$ invariant sub $\sigma$ algebra is said to split if there is another complete $T$ invariant sub $\sigma$ algebra on which $T$ is Bernoulli which is…

A permutation sequence $(\sigma_n)_{n \in \mathbb{N}}$ is said to be convergent if, for every fixed permutation $\tau$, the density of occurrences of $\tau$ in the elements of the sequence converges. We prove that such a convergent sequence…

We study the properties of algebraic independence and pointwise algebraic independence in a class of continuous theories, the randomizations $T^R$ of complete first order theories $T$. If algebraic and definable closure coincide in $T$,…

This paper deals with three major types of convergence of probability measures on metric spaces: weak convergence, setwise converges, and convergence in the total variation. First, it describes and compares necessary and sufficient…

We prove the Simons-Johnson theorem for the sums $S_n$ of $m$-dependent random variables, with exponential weights and limiting compound Poisson distribution $\CP(s,\lambda)$. More precisely, we give sufficient conditions for…

In this paper, we obtain an explicit total variation bound in the central limit theorem for the sums of non-i.i.d. random variables. Our results show that, under suitable assumptions, Lindeberg's condition is sufficient and necessary for…

Let $S$ be a Polish space and $(X_n:n\geq1)$ an exchangeable sequence of $S$-valued random variables. Let $\alpha_n(\cdot)=P(X_{n+1}\in \cdot\mid X_1,\...,X_n)$ be the predictive measure and $\alpha$ a random probability measure on $S$ such…

A probability measure $P_n$ on the symmetric group ${\mathfrak S}_n$ is said to be record-dependent if $P_n(\sigma)$ depends only on the set of records of a permutation $\sigma\in{\mathfrak S}_n$. A sequence $P=(P_n)_{n\in{\mathbb N}}$ of…