Related papers: Martingale central limit theorem for random multip…

The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…

We consider a class of self-similar, continuous Gaussian processes that do not necessarily have stationary increments. We prove a version of the Breuer-Major theorem for this class, that is, subject to conditions on the covariance function,…

Given a bounded operator $T$ on a Banach space $X$, we study the existence of a probability measure $\mu$ on $X$ such that, for many functions $f:X\to\mathbb K$, the sequence $(f+\dots+f\circ T^{n-1})/\sqrt n$ converges in distribution to a…

We consider random analytic functions given by a Taylor series with independent, centered complex Gaussian coefficients. We give a new sufficient condition for such a function to have bounded mean oscillations. Under a mild regularity…

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…

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

The Ewens-Pitman model defines a distribution on random partitions of $\{1,\ldots,n\}$, with parameters $\alpha \in [0,1)$ and $\theta > -\alpha$; the case $\alpha=0$ reduces to the classical Ewens model from population genetics. We…

Denote by $\lambda(n)$ Liouville's function concerning the parity of the number of prime divisors of $n$. Using a theorem of Allouche, Mend\`es France, and Peyri\`ere and many classical results from the theory of the distribution of prime…

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

We refine the classical Lindeberg-Feller central limit theorem by obtaining asymptotic bounds on the Kolmogorov distance, the Wasserstein distance, and the parametrized Prokhorov distances in terms of a Lindeberg index. We thus obtain more…

The one parameter family of Jack(alpha) measures on partitions is an important discrete analog of Dyson's beta ensembles of random matrix theory. Except for special values of alpha=1/2,1,2 which have group theoretic interpretations, the…

In a work of Heath-Brown, it is proved that in the Pilz divisor problem, the normalized error term $\Delta_3(x)$ has a distribution function. In this paper, we prove an analogue of this result in the setting of GL(3). For a given self-dual…

We continue investigations of our previous papers, in which there were proved central limit theorems (CLT) for linear eigenvalue statistics Tr f(M_n) and there were found the limiting probability laws for the normalised matrix elements of…

We consider the number of crossings in a random embedding of a graph, $G$, with vertices in convex position. We give explicit formulas for the mean and variance of the number of crossings as a function of various subgraph counts of $G$.…

Consider a multiplicative function f(n) taking values on the unit circle. Is it possible that the partial sums of this function are bounded? We show that if we weaken the notion of multiplicativity so that f(pn)=f(p)f(n) for all primes p in…

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

The martingale posterior framework is a generalization of Bayesian inference where one elicits a sequence of one-step ahead predictive densities instead of the likelihood and prior. Posterior sampling then involves the imputation of unseen…

We construct a $1$-bounded completely multiplicative function $f$ whose logarithmically-averaged partial sums satisfy $$ \limsup_{x \rightarrow \infty} \frac{\left|\sum_{n \leq x} \frac{f(n)}{n}\right|}{1+\exp\left(\sum_{p \leq x}…

We prove a central limit theorem for the volume of projections of the N-cube onto a random subspace of dimension n, when n is fixed and N tends to infinity. Randomness in this case is with respect to the Haar measure on the Grassmannian…

In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…