Related papers: Central Limit Theorem for a P\'olya-Friedman Mixed…
We consider P\'olya urns with infinitely many colours that are of a random walk type, in two related version. We show that the colour distribution a.s., after rescaling, converges to a normal distribution, assuming only second moments on…
Consider a balanced non triangular two-color P\'olya-Eggenberger urn process, assumed to be large which means that the ratio sigma of the replacement matrix eigenvalues satisfies 1/2<sigma <1. The composition vector of both discrete time…
Competing urns refers to the random experiment where m balls are dropped, randomly and independently, into urns 1,...,n. Formally, we have a random map $\sigma$ from {1,...,m} to {1,...,n} with the $\sigma(i)$'s i.i.d. With $x_j$ the…
For the most general Polya urn schemes, we establish the almost sure convergence of its composition. The only requirement is that there are always enough balls of both colors, so that the extractions can be indefinitely pursued according to…
A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…
We consider a system of urns of Polya-type, with balls of two colors; the reinforcement of each urn depends both on the content of the same urn and on the average content of all urns. We show that the urns synchronize almost surely, in the…
In the context of voting with ranked ballots, an important class of voting rules is the class of margin-based rules (also called pairwise rules). A voting rule is margin-based if whenever two elections generate the same head-to-head margins…
We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…
We prove a Central Limit Theorem for probability measures defined via the variation of the sum-of-digits function, in base $b\ge 2$. For $r\ge 0$ and $d \in \mathbb{Z}$, we consider $\mu^{(r)}(d)$ as the density of integers $n\in…
We consider a game with two players, consisting of a number of rounds, where the first player to win $n$ rounds becomes the overall winner. Who wins each individual round is governed by a certain urn having two types of balls (type 1 and…
In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…
Lacunary function systems of type $(f(M_nx))_{n\geq 1}$ for periodic functions $f$ and sequences of fast-growing matrices $(M_n)_{n\geq 1}$ exhibit many properties of independent random variables like satisfying the Central Limit Theorem or…
We consider a Polya urn, started with b black and w white balls, where b>w. We compute the probability that there are ever the same number of black and white balls in the urn, and show that it is twice the probability of getting no more…
We present a multiple colour generalisation of the model of graph interacting urns studied by Benaim et. al., Random Struct. Alg., 46: 614-634, 2015. We show that for complete graphs and for a broad class of reinforcement functions…
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…
Intransitive dice $D^{(1)}, \ldots, D^{(\ell)}$ are dice such that $D^{(1)}$ has advantage when played against $D^{(2)}$, dice $D^{(2)}$ has advantage when played against $D^{(3)}$ and so on, up to $D^{(\ell)}$, which has advantage over…
We study survival among two competing types in two settings: a planar growth model related to two-neighbour bootstrap percolation, and a system of urns with graph-based interactions. In the planar growth model, uncoloured sites are given a…
In this paper we show how to extend the Sample-Path Large Deviation Principle for the urn model of Hill, Lane and Sudderth to the case in which the increment of the urn is not a binary variable. In particular, we sketch how to modify the…
In this paper, we study the complex Wigner matrices $M_n=\frac{1}{\sqrt{n}}W_n$ whose eigenvalues are typically in the interval $[-2,2]$. Let $\lambda_1\leq \lambda_2...\leq\lambda_n$ be the ordered eigenvalues of $M_n$. Under the…
The discounted central limit theorem concerns the convergence of an infinite discounted sum of i.i.d. random variables to normality as the discount factor approaches $1$. We show that, using the Fourier metric on probability distributions,…