Related papers: Esscher Transform and the Central Limit Theorem
We take a unified approach to central limit theorems for a class of irreducible urn models with constant replacement matrix. Depending on the eigenvalue, we consider appropriate linear combinations of the number of balls of different…
The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…
We study some sufficient conditions imposed on the sequence of martingale differences (m.d.) in the separable Banach spaces of continuous functions defined on the metric compact set for the Central Limit Theorem in this space. We taking…
In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the…
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…
Motivated by the Central Limit Theorem, in this paper, we study both universal and non-universal simulations of random variables with an arbitrary target distribution $Q_{Y}$ by general mappings, not limited to linear ones (as in the…
For a $d\times d$ expanding matrix $A$, we investigate randomness of the sequence $\{A^k x\}$ and prove the central limit theorem for $\sum f(A^k x)$ where $f$ is a periodic function with a mild regularity condition.
We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…
Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…
Definition. A symmetric with respect to 0 bounded closed convex set A in a finite dimensional normed space X is called a sufficient enlargement for X (or of B(X)) if for arbitrary isometric embedding of X into a Banach space Y there exists…
Extreme value theory for univariate and low-dimensional observations has been explored in considerable detail, but the field is still in an early stage regarding high-dimensional settings. This paper focuses on H\"usler-Reiss models, a…
We investigate the Schr\"odinger representations of certain infinite-dimensional Heisenberg groups, using their corresponding Wigner transforms.
We describe the shrinking target problem for random iterated function systems which semi-conjugate to a random subshifts of finite type. We get the Hausdorff dimension of the set based on shrinking target problems with given targets. The…
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 prove results about uniform convergence of densities in the free central limit theorem without assumptions of boundedness on the support.
The infinite dimensional generalization of the quantum mechanics of extended objects, namely, the quantum field theory of extended objects is presented. The paradigm example studied in this paper is the Euclidean scalar field with a…
We prove that the solution of the Kac analogue of Boltzmann's equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of a few…
We derive novel anti-concentration bounds for the difference between the maximal values of two Gaussian random vectors across various settings. Our bounds are dimension-free, scaling with the dimension of the Gaussian vectors only through…
We analyze the one-dimensional semi-classical Schr\"odinger equation on the half-line with a linear potential and Dirichlet boundary conditions. Our main focus is on establishing improved dispersive and Strichartz estimates for this model,…
Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…