Related papers: Martingale central limit theorem for random multip…

We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…

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…

In this work, we prove the joint convergence in distribution of $q$ variables modulo one obtained as partial sums of a sequence of i.i.d. square integrable random variables multiplied by a common factor given by some function of an…

Assuming the generalized Riemann hypothesis and a bound for the negative discrete moments of the Riemann zeta function (resp. Dirichlet $L$-functions), we prove the existence of a logarithmic limiting distribution for the normalized partial…

A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy…

We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…

The Rotar central limit theorem is a remarkable theorem in the non-classical version since it does not use the condition of asymptotic infinitesimality for the independent individual summands, unlike the theorems named Lindeberg's and…

In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…

We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly reinforced generalized Polya urns.

We investigate the number of integer solutions to a multiplicative Diophantine approximation problem and show that the associated counting function converges in distribution to a normal law. Our approach relies on the analysis of…

The central limit for the product of free random variables are studied by evaluating all the moments of the limit distribution. The logarithm of the central limit is found to be the same as the sum of two independent free random variables:…

This paper establishes a combinatorial central limit theorem for stratified randomization, which holds under a Lindeberg-type condition. The theorem allows for an arbitrary number or sizes of strata, with the sole requirement being that…

In this paper we study counting functions representing the number of solutions of systems of linear inequalities which arise in the theory of Diophantine approximation. We develop a method that allows us to explain the random-like behavior…

Let $\mathbb{F}_q$ be the finite field of order $q$, and $\mathcal{A}$ a non-empty proper subset of $\mathbb{F}_q$. Let $\mathbf{M}$ be a random $m \times n$ matrix of rank $r$ over $\mathbb{F}_q$ taken with uniform distribution. It was…

Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…

Let $f$ be a Rademacher random multiplicative function. Let $$M_f(u):=\sum_{n \leq u} f(n)$$ be the partial sum of $f$. Let $V_f(x)$ denote the number of sign changes of $M_f(u)$ up to $x$. We show that for any constant $c > 2$, $$V_f(x) =…

For each $\alpha \in (0, 1)$, we construct a bounded monotone deterministic sequence $(c_k)_{k \geq 0}$ of real numbers so that the number of real roots of the random polynomial $f_n(z) = \sum_{k=0}^n c_k \varepsilon_k z^k$ is $n^{\alpha +…

We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…

Let $F_n$ denote the distribution function of the normalized sum $Z_n = (X_1 + \dots + X_n)/\sigma\sqrt{n}$ of i.i.d. random variables with finite fourth absolute moment. In this paper, polynomial rates of convergence of $F_n$ to the normal…

The de Moivre-Laplace theorem is a special case of the central limit theorem for Bernoulli random variables, and can be proved by direct computation. We deduce the central limit theorem for any random variable with finite variance from the…