Related papers: Central limit theorems for random multiplicative f…
This paper establishes central limit theorems for Polyak-Ruppert averaged Q-learning under asynchronous updates. We prove a non-asymptotic central limit theorem, where the convergence rate in Wasserstein distance explicitly reflects the…
We study the arithmetic (real) function, with f 'essentially bounded'. In particular, we obtain non-trivial bounds, through f 'correlations', for the 'Selberg integral' and the 'symmetry integral' of f in almost all short intervals…
The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under…
For $f$ a Steinhaus random multiplicative function, we prove convergence in distribution of the appropriately normalised partial sums \[ \frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{\substack{n \leq x \\ P(n) > \sqrt{x}}} f(n), \] where…
We prove the Central Limit Theorem and superpolynomial mixing for environment viewed for the particle process in quasi periodic Diophantine random environment. The main ingredients are smoothness estimates for the solution of the Poisson…
Inspired by the work of Bourgain and Garaev (2013), we provide new bounds for certain weighted bilinear Kloosterman sums in polynomial rings over a finite field. As an application, we build upon and extend some results of Sawin and…
In this paper we prove a quantitative central limit theorem for the area of uniform random disc-polygons in smooth convex discs whose boundary is $C^2_+$. We use Stein's method and the asymptotic lower bound for the variance of the area…
In this paper, we focus on studying central limit theorems for functionals of some specific stationary random processes. In classical probability theory, it is well-known that for non-linear functionals of stationary Gaussian sequences, we…
The paper deals with different properties of polynomials in random elements: bounds for characteristics functionals of polynomials, stochastic generalization of the Vinogradov mean value theorem, characterization problem, bounds for…
We study the number and distribution of the limit cycles of a planar vector field whose component functions are random polynomials. We prove a lower bound on the average number of limit cycles when the random polynomials are sampled from…
A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…
For each $n$, let $X_n \in \{0,\ldots,n\}$ be a random variable with mean $\mu_n$, standard deviation $\sigma_n$, and let \[ P_n(z) = \sum_{k=0}^n \mathbb{P}( X_n = k) z^k ,\] be its probability generating function. We show that if none of…
We investigate the number of integer solutions to a multiplicative Diophantine approximation problem and show that the associated counting function converges in distribution to a normal law. Our approach relies on the analysis of…
We study the variance of sums of the indicator function of square-full polynomials in both arithmetic progressions and short intervals. Our work is in the context of the ring $F_{q}[T]$ of polynomials over a finite field $F_{q}$ of $q$…
Recently a new type of central limit theorem for belief functions was given in Epstein et al. [9]. In this paper, we generalize the central limit theorem in Epstein et al. [9] to accommodate general bounded random variables. These results…
We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…
We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We extend…
We extend the methods and results of [arXiv 1603.04896] to the setting of multinomial distributions satisfying certain properties. These include all the multinomial distributions arising from the direct proof of the Central Limit Theorem…
We obtain almost sure bounds for the weighted sum $\sum_{n \leq t} \frac{f(n)}{\sqrt{n}}$, where $f(n)$ is a Steinhaus random multiplicative function. Specifically, we obtain the bounds predicted by exponentiating the law of the iterated…
We refine the classical Lindeberg-Feller central limit theorem by obtaining asymptotic bounds on the Kolmogorov distance, the Wasserstein distance, and the parametrized Prokhorov distances in terms of a Lindeberg index. We thus obtain more…