English
Related papers

Related papers: Limit theorems for the hierarchy of freeness

200 papers

The hierarchical Pitman-Yor process is a discrete random measure used as a prior in Bayesian nonparametrics. It is motivated by the study of groups of clustered data exhibiting power law behavior. Our focus in this paper is on the Gaussian…

Probability · Mathematics 2026-05-13 Shui Feng , J. E. Paguyo

We introduce a category composed of all quantizations of all Poisson algebras. By the category, we can treat in a unified way the various quantizations for all Poisson algebras and develop a new classical limit formulation. This formulation…

Mathematical Physics · Physics 2023-04-05 Akifumi Sako

In this paper, we give the explicit bounds for the data of objects involved in some basic theorems of Singularity theory: the Inverse, Implicit and Rank Theorems for Lipschitz mappings, Splitting Lemma and Morse Lemma, the density and…

Numerical Analysis · Mathematics 2012-08-28 Ta Le Loi , Phan Phien

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

Probability · Mathematics 2020-07-01 Zengjing Chen , Larry G. Epstein

We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…

Dynamical Systems · Mathematics 2020-01-08 Olli Hella , Mikko Stenlund

We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…

Probability · Mathematics 2013-01-11 Hsien-Kuei Hwang , Vytas Zacharovas

Inspired by R. Speicher's multidimensional free central limit theorem and semicircle families, we prove an infinite dimensional compound Poisson limit theorem in free probability, and define infinite dimensional compound free Poisson…

Operator Algebras · Mathematics 2017-12-19 Guimei An , Mingchu Gao

We study limit cycles in piecewise complex systems with switching manifold $\mathbb{S}^1$. Using M\"obius transformations we establish an equivalence between circular and straight-line discontinuities that preserves periods, stability, and…

Dynamical Systems · Mathematics 2026-04-30 Gabriel Rondón , Paulo R. da Silva , Jaume Llibre

We establish self-norming central limit theorems for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations are obtained by perturbing the slope in the…

Dynamical Systems · Mathematics 2016-09-28 Matthew Nicol , Andrew Török , Sandro Vaienti

In this paper we establish lower bounds on information divergence of a distribution on the integers from a Poisson distribution. These lower bounds are tight and in the cases where a rate of convergence in the Law of Thin Numbers can be…

Probability · Mathematics 2016-01-19 Peter Harremoës , Oliver Johnson , Ioannis Kontoyiannis

The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…

Probability · Mathematics 2016-10-07 Behzad Mehrdad , Lingjiong Zhu

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…

Information Theory · Computer Science 2012-04-13 Guangyue Han

Asymptotic behavior of the point process of high and medium values of a Gaussian stationary process with discrete time is considered. An approximation by a Poisson cluster point process is given for the point process.

Probability · Mathematics 2023-09-06 Vladimir I. Piterbarg

In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their…

Probability · Mathematics 2010-10-19 Jiun-Chau Wang

We establish a central limit theorem for tensor product random variables $c_k:=a_k \otimes a_k$, where $(a_k)_{k \in \mathbb{N}}$ is a free family of variables. We show that if the variables $a_k$ are centered, the limiting law is the…

Probability · Mathematics 2024-05-01 Cécilia Lancien , Patrick Oliveira Santos , Pierre Youssef

It is known that limit theorems for triangular arrays with identically distributed rows yields convergence of densities rather than just convergence in distribution. We show that this superconvergence result holds -- at least at points at…

Probability · Mathematics 2022-02-07 Hari Bercovici , Ching-Wei Ho , Jiun-Chau Wang , Ping Zhong

It is described how the standard Poisson bracket formulas should be modified in order to incorporate integrals of divergences into the Hamiltonian formalism and why this is necessary. Examples from Einstein gravity and Yang-Mills gauge…

High Energy Physics - Theory · Physics 2009-10-30 Vladimir O. Soloviev

Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…

Statistics Theory · Mathematics 2008-12-18 François Roueff , Murad S. Taqqu

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

Probability · Mathematics 2009-11-11 V. Shcherbakov

Since the appearance of H. Robbins article (1948), the central limit theorems for random sums have been studied for about 70 years. The central limit theorems for random sums of independent random variables play a very important role in…

Probability · Mathematics 2023-08-01 Tran Loc Hung