Related papers: Central limit theorems for random multiplicative f…

\noindent The paper establishes weak convergence in $C[0,1]$ of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence. Both…

A consistent kernel estimator of the limiting spectral distribution of general sample covariance matrices was introduced in Jing, Pan, Shao and Zhou (2010). The central limit theorem of the kernel estimator is proved in this paper.

In this paper we study non-central almost subnormal subgroups of the multiplicative group of a division ring satisfying a non-zero generalized rational identity. The main result generalizes Chiba's theorem on subnormal subgroups. As an…

Estimates are constructed for the deviation of the concentration functions of sums of independent random variables with finite variances from the folded normal distribution function without any assumptions concerning the existence of the…

In this talk I first review at an elementary level a selection of central limit theorems, including some lesser known cases, for sums and maxima of uncorrelated and correlated random variables. I recall why several of them appear in…

We derive some inequalities involving first four central moments of discrete and continuous distributions. Bounds for the eigenvalues and spread of a matrix are obtained when all its eigenvalues are real. Likewise, we discuss bounds for the…

This paper considers functional central limit theorems for stationary absolutely regular mixing processes. Bounds for the entropy with bracketing are derived using recent results in Nickl and P\"otscher (2007). More specifically, their…

We provide rates of convergence in the central limit theorem in terms of projective criteria for adapted stationary sequences of centered random variables taking values in Banach spaces, with finite moment of order $p \in ]2,3]$ as soon as…

This paper deals with the numerical approximation of normalizing constants produced by particle methods, in the general framework of Feynman-Kac sequences of measures. It is well-known that the corresponding estimates satisfy a central…

Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. We pay special attention to the case of trigonometric polynomials with frequencies from an arbitrary finite set…

Let $W_{\infty}(\beta)$ be the limit of the Biggins martingale $W_n(\beta)$ associated to a supercritical branching random walk with mean number of offspring $m$. We prove a functional central limit theorem stating that as $n\to\infty$ the…

Let $X$ be a real separable normed space $X$ admitting a separating polynomial. We prove that each continuous function from a subset $A$ of $X$ to a real Banach space can be uniformly approximated by restrictions to $A$ of functions which…

We establish a central limit theorem for the eigenvalue counting function of a matrix of real Gaussian random variables.

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…

We present precise bit and degree estimates for the optimal value of the polynomial optimization problem $f^*:=\text{inf}_{x\in \mathscr{X}}~f(x)$, where $\mathscr{X}$ is a semi-algebraic set satisfying some non-degeneracy conditions. Our…

We study the fundamental challenge of exhibiting explicit functions that have small correlation with low-degree polynomials over $\mathbb{F}_{2}$. Our main contributions include: 1. In STOC 2020, CHHLZ introduced a new technique to prove…

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.

Under certain hypotheses on the Banach space $X$, we prove that the set of analytic functions in $\mathcal{A}_u(X)$ (the algebra of all holomorphic and uniformly continuous functions in the ball of $X$) whose Aron-Berner extensions attain…

We introduce a new basic model for independent and identical distributed sequence on the canonical space $(\mathbb{R}^\mathbb{N},\mathcal{B}(\mathbb{R}^\mathbb{N}))$ via probability kernels with model uncertainty. Thanks to the well-defined…

Consider the map $(x, y) \mapsto (x + \epsilon^{-\alpha} \sin (2\pi x) + \epsilon^{-1-\alpha}z, z + \epsilon \sin(2\pi x))$, which is conjugate to the Chirikov standard map with a large parameter. The parameter value $\alpha = 1$ is related…