Related papers: Central limits from generating functions

We extend the Matom\"{a}ki-Radziwi\l\l{} theorem to a large collection of unbounded multiplicative functions that are uniformly bounded, but not necessarily bounded by 1, on the primes. Our result allows us to estimate averages of such a…

We consider the central limit theorem for stable laws in the case of the standardized sum of independent and identically distributed random variables with regular probability density function. By showing decay of different entropy…

We give a new, self-contained proof of the multidimensional central limit theorem using the technique of ``doubling variables," which is traditionally used to prove uniqueness of solutions of partial differential equations (PDEs). Our…

We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…

A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…

We consider a critical superprocess $\{X;\mathbf P_\mu\}$ with general spatial motion and spatially dependent stable branching mechanism with lowest stable index $\gamma_0 > 1$. We first show that, under some conditions, $\mathbf…

Let $\{X_k:k\ge1\}$ be a linear process with values in the separable Hilbert space $L_2(\mu)$ given by $X_k=\sum_{j=0}^\infty(j+1)^{-D}\varepsilon_{k-j}$ for each $k\ge1$, where $D$ is defined by $Df=\{d(s)f(s):s\in\mathbb S\}$ for each…

A bound for functional $\Delta(F)=\sup_{x\in\mathbb R}|F(x)-\Phi(x)|$ is obtained, which is uniform for all distribution functions $F$ of random variables with zero mean-value and unity variance. Moreover, a two-point distribution is found,…

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

We study the linear eigenvalue statistics of large random graphs in the regimes when the mean number of edges for each vertex tends to infinity. We prove that for a rather wide class of test functions the fluctuations of linear eigenvalue…

The binary sum-of-digits function $\mathsf{s}$ returns the number of ones in the binary expansion of a nonnegative integer. Cusick's Hamming weight conjecture states that, for all integers $t\geq 0$, the set of nonnegative integers $n$ such…

We establish a central limit theorem for the central values of Dirichlet $L$-functions with respect to a weighted measure on the set of primitive characters modulo $q$ as $q \rightarrow \infty$. Under the Generalized Riemann Hypothesis…

We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…

We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We extend…

Let $f$ be a Rademacher or Steinhaus random multiplicative function. For various arithmetically interesting subsets $\mathcal A\subseteq [1, N]\cap\mathbb N$ such that the distribution of $\sum_{n\in \mathcal A} f(n)$ is approximately…

We study the recovery of the distribution function $F_X$ of a random variable $X$ that is subject to an independent additive random error $\varepsilon$. To be precise, it is assumed that the target variable $X$ is available only in the form…

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

We establish a central limit theorem (CLT) for families of products of $\epsilon$-independent random variables. We utilize graphon limits to encode the evolution of independence and characterize the limiting distribution. Our framework…

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

We establish a central limit theorem for counting large continued fraction digits $(a_n)$, i.e. we count occurrences $\{a_n>b_n\}$, where $(b_n)$ is a sequence of positive integers. Our result improves a similar result by Philipp which…