Related papers: Quantitative Strong Laws of Large Numbers
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…
We propose a novel modular debiasing technique applicable to any discrete random source, addressing the fundamental challenge of reliably extracting high-quality randomness from inherently imperfect physical processes. The method involves…
We consider random polynomials $p_n(x)=\xi_0+\xi_1+\dots+\xi_n x^n$ whose coefficients are independent and identically distributed with zero mean, unit variance, and bounded $(2+\epsilon)^{th}$ moment (for some $\epsilon>0$), also known as…
Using Stein's method, we prove an abstract result that yields multivariate central limit theorems with a rate of convergence for time-dependent dynamical systems. As examples we study a model of expanding circle maps and a quasistatic…
We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…
We establish weak and strong law of large numbers for a class of branching symmetric Hunt processes with the branching rate being a smooth measure with respect to the underlying Hunt process, and the branching mechanism being general and…
We prove a strong law of large numbers for simultaneously testing parameters of a large number of dependent, Lancaster bivariate random variables with infinite supports, and discuss its implications.
The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for a sequence of these equations, when their coefficients…
We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…
We study the impact of finite-size effect on continuous variable source-independent quantum random number generation. The central-limit theorem and maximum likelihood estimation theorem are used to derive the formula which could output the…
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…
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 study some basic properties of strong {\lambda}- statistical convergence of sequences in probabilistic metric (PM) spaces. We also introduce and study the notion of strong {\lambda}-statistically Cauchyness. Further…
The first paper in this series introduced a new approach to strong convergence of random matrices that is based primarily on soft arguments. This method was applied to achieve a refined qualitative and quantitative understanding of strong…
We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…
Chang's Lemma is a widely employed result in additive combinatorics. It gives bounds on the dimension of the large spectrum of probability distributions on finite abelian groups. Recently, Bloom (2016) presented a powerful variant of…
It is shown that the Marcinkiewicz-Zygmund strong law of large numbers holds for pairwise independent identically distributed random variables. It is proved that if $X_{1}, X_{2}, \ldots$ are pairwise independent identically distributed…
We consider the size of large character sums, proving new lower bounds for the quantity $\Delta(N,q) = \sup_{\chi\neq \chi_0 mod q} |\sum_{n < N} \chi(n)|$ for almost all ranges of $N$. The results are proven using the resonance method and…
We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…
We derive simplified sphere-packing and Gilbert--Varshamov bounds for codes in the sum-rank metric, which can be computed more efficiently than previous ones. They give rise to asymptotic bounds that cover the asymptotic setting that has…