Related papers: Uniform central limit theorems for non-stationary …
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
We present a general methodology to construct triplewise independent sequences of random variables having a common but arbitrary marginal distribution $F$ (satisfying very mild conditions). For two specific sequences, we obtain in closed…
We establish common fixed point theorems for two pairs of weakly compatible self-mappings using an auxiliary function of two variables. Unlike classical results, our theorems do not assume continuity of the mappings and require completeness…
Under reasonable algebraic assumptions and under an infinite second order moment assumption, we show that the logarithm of the norm (log-norm) of a product of random i.i.d. matrices with entries in $\mathbb{R}$ or in any other local field…
Under the high-dimensional setting that data dimension and sample size tend to infinity proportionally, we derive the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix. Different…
We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…
We deduce sufficient conditions for the Central Limit Theorem (CLT) in the Lebesgue-Riesz space L(p) defined on some measure space for the sequence of centered random variables satisfying the strong mixing (Rosenblatt) condition. We…
We derive some Quantum Central Limit Theorems for expectation values of macroscopically coarse-grained observables, which are functions of coarse-grained hermitean operators. Thanks to the hermicity constraints, we obtain positive-definite…
We consider "randomized" statistics constructed by using a finite number of observations a random field at randomly chosen points. We generalize the invariance principle (the functional CLT), the Glivenko--Cantelli theorem, the theorem…
We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…
Let $\{X, X_n, n\geq 1\}$ be a sequence of independent identically distributed non-degenerate random variables. Put $S_0=0, S_n = \sum^n_{i=1} X_i$ and $V_n^2=\sum^n_{i=1} X_i^2, n\ge 1.$ A weak convergence theorem is established for the…
We study the simplifications occurring in any likelihood function in the presence of a large number of small systematic uncertainties. We find that the marginalisation of these uncertainties can be done analytically by means of second-order…
A restrictive assumption in change point analysis is "stationarity under the null hypothesis of no change-point", which is crucial for asymptotic theory but not very realistic from a practical point of view. For example, if change point…
Define the non-overlapping return time of a random process to be the number of blocks that we wait before a particular block reappears. We prove a Central Limit Theorem based on these return times. This result has applications to entropy…
We derive in this preprint the moment and exponential tail estimates, sufficient conditions for the Non-Central Limit Theorem (NCLT) in the ordinary one-dimensional space as well as in the space of continuous functions for the properly…
We prove non-convergence theorems towards an unstable equilibrium (or a trap) for stochastic processes. The processes we consider are continuous-time or discrete-time processes and can be pertubations of the flow generated by a vector…
The non-commutative Central Limit Theorem (CLT) introduced by Speicher in 1992 states that given almost any sequence of non-commutative random variables that commute or anti-commute pair-wise, the *-moments of the normalized partial sum…
In this article we establish two fundamental results for the sublevel set persistent homology for stationary processes indexed by the positive integers. The first is a strong law of large numbers for the persistence diagram (treated as a…
We propose a method for setting limits that avoids excluding parameter values for which the sensitivity falls below a specified threshold. These "power-constrained" limits (PCL) address the issue that motivated the widely used CLs…
We introduce a new extragradient iterative process, motivated and inspired by [S. H. Khan, A Picard-Mann Hybrid Iterative Process, Fixed Point Theory and Applications, doi:10.1186/1687-1812-2013-69], for finding a common element of the set…