Related papers: Stochastic version of the Erdos-Renyi limit theore…
A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…
We give a bound on the spectral radius of a graph implying a quantitative version of the Erdos-Stone theorem.
We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…
An example due to Erdos and Fortet shows that, for a lacunary sequence of integers (q_n) and a trigonometric polynomial f, the asymptotic distribution of normalized sums of f(q_k x) can be a mixture of gaussian laws. Here we give a…
In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…
We consider the Erdos-Renyi random graph G(n,p) inside the critical window, that is when p=1/n+ lambda*n^{-4/3}, for some fixed lambda in R. Then, as a metric space with the graph distance rescaled by n^{-1/3}, the sequence of connected…
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…
For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…
We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…
We establish functional limit theorems for ergodic sums of observables with power singularities for expanding circle maps. In the regime where the observables have infinite variance, we show that when rescaled by $N^{1/s}(\ln N)^\alpha$,…
The argmax theorem is a useful result for deriving the limiting distribution of estimators in many applications. The conclusion of the argmax theorem states that the argmax of a sequence of stochastic processes converges in distribution to…
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…
In this note, we give a precise description of the limiting empirical spectral distribution (ESD) for the non-backtracking matrices for an Erd\H{o}s-R\'{e}nyi graph assuming $np/\log n$ tends to infinity. We show that derandomizing part of…
We consider the problem of extinction processes on random networks with a given structure. For sufficiently large well-mixed populations, the process of extinction of one or more state variable components occurs in the tail of the…
We consider spectral properties of sparse sample covariance matrices, which includes biadjacency matrices of the bipartite Erd\H{o}s-R\'enyi graph model. We prove a local law for the eigenvalue density up to the upper spectral edge. Under a…
Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…
In this paper, we prove a local limit theorem for the distribution of the number of triangles in the Erdos-Renyi random graph $G(n,p)$, where $p \in (0,1)$ is a fixed constant. Our proof is based on bounding the characteristic function…
Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…
Consider a `dense' Erd\H{o}s--R\'enyi random graph model $G=G_{n,M}$ with $n$ vertices and $M$ edges, where we assume the edge density $M/\binom{n}{2}$ is bounded away from 0 and 1. Fix $k=k(n)$ with $k/n$ bounded away from 0 and~1, and let…
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…