Related papers: Refined distributional limit theorems for compound…
We give a generalization of the ergodic theorem for semi-Markov linear-type processes. This generalization is proved for the case when a common support of distributions defining this process is not arithmetic. Also we give an uniform…
We generalise the Erdos-Renyi limit theorem on the maximum of the partial sums of random variables to the case when the number of terms in these sums is randomly distributed. Certain relations between the limiting theorems of this type and…
This paper proves several weak limit theorems for the joint version of extreme order statistics and partial sums of independently and identically distributed random variables. The results are also extended to almost sure limit version.
We prove limit theorems for sums of randomly chosen random variables conditioned on the summands. We consider several versions of the corner growth setting, including specific cases of dependence amongst the summands and summands with heavy…
In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations for a class of time-homogeneous Markov processes, by…
In this article we introduce associative Look-Up Tables. With their help, pseudo sums are correctly determined. The set of limit distributions in a pseudo-summation scheme of i.i.d. random variables is described. Also, two special cases…
The general limit distributions of the sum of random variables described by a finite matrix product ansatz are characterized. Using a mapping to a Hidden Markov Chain formalism, non-standard limit distributions are obtained, and related to…
We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…
Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…
We study a generalization of the Random Energy Model to the case when the number of exponential factors varies at random. Also a relation between REM and the Erd"os-R'enyi limit theorem for maximums of partial sums is considered.
We study p-adic counterparts of stable distributions, that is limit distributions for sequences of normalized sums of independent identically distributed p-adic-valued random variables. In contrast to the classical case, non-degenerate…
We present an analytic method for computing the moments of a sum of independent and identically distributed random variables. The limiting behavior of these sums is very important to statistical theory, and the moment expressions that we…
In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…
Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…
We discuss some classical and recent results and open problems on the statistical behavior of ergodic sums above toral translations, and their applications to Diophantine approximations and to ergodic properties of systems related to…
We study deviation of ergodic averages for dynamical systems given by self-similar tilings on the plane and in higher dimensions. The main object of our paper is a special family of finitely-additive measures for our systems. An asymptotic…
Based on a new analytical approach to the definition of additive free convolution on probability measures on the real line we prove free analogs of limit theorems for sums for non-identically distributed random variables in classical…
The Birkhoff Ergodic Theorem establishes pointwise convergence for integrable observables, but for $f\notin L^1$, no normalization yields almost sure convergence. This paper investigates trimmed ergodic sums, where the largest observations…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
Since the appearance of H. Robbins article (1948), the central limit theorems for random sums have been studied for about 70 years. The central limit theorems for random sums of independent random variables play a very important role in…