English
Related papers

Related papers: Limit Theorems Under Several Linear Constraints

200 papers

We apply ideas from the theory of limits of dense combinatorial structures to study order types, which are combinatorial encodings of finite point sets. Using flag algebras we obtain new numerical results on the Erd\H{o}s problem of finding…

In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…

Statistics Theory · Mathematics 2023-04-19 Taras Bodnar , Stepan Mazur , Nestor Parolya

This paper considers compressed sensing matrices and neighborliness of a centrally symmetric convex polytope generated by vectors $\pm X_1,...,\pm X_N\in\R^n$, ($N\ge n$). We introduce a class of random sampling matrices and show that they…

Probability · Mathematics 2009-05-01 Radosław Adamczak , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann

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…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

In this article, we study the pointwise asymptotic behavior of iterated convolutions on the one dimensional lattice Z. We generalize the so-called local limit theorem in probability theory to complex valued sequences. A sharp rate of…

Probability · Mathematics 2025-02-25 Lucas Coeuret

We study a generalization of the Random Energy Model to the case when the number of exponential factors varies at random. Also a relation between REM and the Erd"os-R'enyi limit theorem for maximums of partial sums is considered.

Probability · Mathematics 2007-05-23 O. Khorunzhiy

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…

Probability · Mathematics 2014-05-08 Andrei N. Frolov

In this paper we study the exponential decay of posterior probability of a set of sources and conditioning by rare sources for both uniform and general prior distributions of sources. The decay rate is determined by $L$-divergence and rare…

Statistics Theory · Mathematics 2007-06-13 M. Grendar

Random simplices and more general random convex bodies of dimension $p$ in $\mathbb{R}^n$ with $p\leq n$ are considered, which are generated by random vectors having an elliptical distribution. In the high-dimensional regime, that is, if…

Probability · Mathematics 2023-08-17 Anna Gusakova , Johannes Heiny , Christoph Thäle

We consider a random walk $(Y_N)_{N\geq 0}$ on $\mathbb{R}^2$ generated by successively applying independent random isometries, drawn from a fixed measure $\mu$, to the point $0$. When the support of $\mu$ is finite and includes an…

Probability · Mathematics 2026-01-26 Reuben Drogin , Felipe Hernández

Facets of the convex hull of $n$ independent random vectors chosen uniformly at random from the unit sphere in $\mathbb{R}^d$ are studied. A particular focus is given on the height of the facets as well as the expected number of facets as…

Probability · Mathematics 2019-08-13 Gilles Bonnet , Eliza O'Reilly

In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…

Probability · Mathematics 2020-08-06 Timothy Fortune , Magda Peligrad , Hailin Sang

We investigate symmetric edge polytopes generated by Erd\H{o}s--R\'enyi random graphs in a high-dimensional regime. These objects provide a natural and largely unexplored model of random lattice polytopes, in which geometric properties are…

Combinatorics · Mathematics 2026-03-12 Torben Donzelmann , Martina Juhnke , Benedikt Rednoß , Christoph Thäle

Convergence rate estimates in limit theorems for sums of independent random variables are considered.

History and Overview · Mathematics 2021-10-22 Irina Shevtsova

We consider the distribution of the major index on standard tableaux of arbitrary straight shape and certain skew shapes. We use cumulants to classify all possible limit laws for any sequence of such shapes in terms of a simple auxiliary…

Combinatorics · Mathematics 2019-05-06 Sara C. Billey , Matjaž Konvalinka , Joshua P. Swanson

Weak convergence of maxima of dependent sequences of identically distributed continuous random variables is studied under normalizing sequences arising as subsequences of the normalizing sequences from an associated iid sequence. This…

Probability · Mathematics 2024-05-07 Klaus Herrmann , Marius Hofert , Johanna G. Neslehova

In covariance matrix estimation, one of the challenges lies in finding a suitable model and an efficient estimation method. Two commonly used modelling approaches in the literature involve imposing linear restrictions on the covariance…

Statistics Theory · Mathematics 2024-05-09 Piotr Zwiernik

We consider random permutations on $\Sn$ with logarithmic growing cycles weights and study asymptotic behavior as the length $n$ tends to infinity. We show that the cycle count process converges to a vector of independent Poisson variables…

Probability · Mathematics 2018-06-14 Nicolas Robles , Dirk Zeindler

Motivated by open problems in applied and computational algebraic topology, we establish multivariate normal approximation theorems for three random vectors which arise organically in the study of random clique complexes. These are: (1) the…

Probability · Mathematics 2022-06-22 Tadas Temčinas , Vidit Nanda , Gesine Reinert

Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…

Probability · Mathematics 2019-09-25 Ioana Dumitriu , Tobias Johnson , Soumik Pal , Elliot Paquette