Related papers: Esscher Transform and the Central Limit Theorem
We prove a central limit theorem concerning the number of critical points in large cubes of an isotropic Gaussian random function on a Euclidean space.
We consider a class of non-conformal expanding maps on the $d$-dimensional torus. For an equilibrium measure of an H\"older potential, we prove an analogue of the Central Limit Theorem for the fluctuations of the logarithm of the measure of…
The Hausdorff-Young inequality for Euclidean space, in its sharp form due to Beckner, gives an upper bound for the Fourier transform in terms of Lebesgue space norms, with an optimal constant. The extremizers have been identified by Lieb to…
We consider the cardinality of supercritical oriented bond percolation in two dimensions. We show that, whenever the origin is conditioned to percolate, the process appropriately normalized converges asymptotically in distribution to the…
We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…
Hambly, Keevash, O'Connell and Stark have proven a central limit theorem for the characteristic polynomial of a permutation matrix with respect to the uniform measure on the symmetric group. We generalize this result in several ways. We…
The Radon transform and its dual are central objects in geometric analysis on Riemannian symmetric spaces of the noncompact type. In this article we study algebraic versions of those transforms on inductive limits of symmetric spaces. In…
In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…
We address the question of a Berry-Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial…
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…
The Rotar central limit theorem is a remarkable theorem in the non-classical version since it does not use the condition of asymptotic infinitesimality for the independent individual summands, unlike the theorems named Lindeberg's and…
For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…
In this paper we present the theory of lacunary trigonometric sums and lacunary sums of dilated functions, from the origins of the subject up to recent developments. We describe the connections with mathematical topics such as…
We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…
The question of whether the central limit theorem (CLT) holds for the total number of edges in exponential random graph models (ERGMs) in the subcritical region of parameters has remained an open problem. In this paper, we establish the…
We give a constructive, metastable formulation of a theorem about the exchange of limits for convergent sequence $L^1$ functions. A crucial tool is a one-dimensional version of Szemeredi's regularity lemma for $L^1$ functions.
In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…
In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…
Under Poincar\'e-type conditions, upper bounds are explored for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. Based on improved concentration inequalities on high-dimensional…