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In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.

Statistics Theory · Mathematics 2020-11-12 Dimbihery Rabenoro

Convergence rate estimates in limit theorems for sums of independent random variables are considered.

History and Overview · Mathematics 2021-10-22 Irina Shevtsova

We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.

Probability · Mathematics 2016-01-07 Luísa Pereira , Zhongquan Tan

We discuss some classical and recent results and open problems on the statistical behavior of ergodic sums above toral translations, and their applications to Diophantine approximations and to ergodic properties of systems related to…

Dynamical Systems · Mathematics 2020-06-23 Dmitry Dolgopyat , Bassam Fayad

In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem for sums of (independent) random variables. However, it is…

Probability · Mathematics 2020-10-27 Alexandra Dorofeeva , Victor Korolev , Alexander Zeifman

We consider a natural variant of the Erd\H{o}s-R\'enyi random graph process in which $k$ vertices are special and are never put into the same connected component. The model is natural and interesting on its own, but is actually inspired by…

Combinatorics · Mathematics 2018-06-29 Adam Logan , Mike Molloy , Pawel Pralat

We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…

Probability · Mathematics 2017-04-28 Aneta Buraczyńska , Anna Dembińska

In this paper we consider a dynamic Erd\H{o}s-R\'{e}nyi random graph with independent identically distributed edge processes. Our aim is to describe the joint evolution of the entries of a subgraph count vector. The main result of this…

Probability · Mathematics 2025-12-01 Rajat Subhra Hazra , Nikolai Kriukov , Michel Mandjes

The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…

Probability · Mathematics 2012-04-20 Sandra Fortini , Lucia Ladelli , Eugenio Regazzini

In this paper we prove a quantiative local limit theorem for the distribution of the number of triangles in the Erd\H{o}s-Renyi random graph $G(n,p)$, for a fixed $p\in (0,1)$. This proof is an extension of the previous work of Gilmer and…

Combinatorics · Mathematics 2017-03-22 Ross Berkowitz

We find the value of constants related to constraints in characterization of some known statistical distributions and then we proceed to use the idea behind maximum entropy principle to derive generalized version of this distributions using…

Statistical Mechanics · Physics 2007-05-23 Oscar Sotolongo-Costa , Alejandro Gonzalez Gonzalez , Francois Brouers

The aim of the paper is to study the limit distributions and the asymptotic behavior of summation arithmetic functions. A probabilistic approach based on the use of the axioms of probability theory is used for these purposes. Sufficient…

Number Theory · Mathematics 2018-04-23 Victor Volfson

Under natural assumptions on the observable, we prove a Central Limit Theorem, a Berry-Esseen Theorem, and a quantitative Local Limit Theorem for a broad class of partially hyperbolic endomorphisms of the two-dimensional torus. Our results…

Dynamical Systems · Mathematics 2025-07-21 Roberto Castorrini , Kasun Fernando

We consider supercritical branching random walks on transitive graphs and we prove a law of large numbers for the mean displacement of the ensemble of particles, and a Stam-type central limit theorem for the empirical distributions, thus…

Probability · Mathematics 2026-02-12 Robin Kaiser , Martin Klötzer , Ecaterina Sava-Huss

For a large class of expanding maps of the interval, we prove that partial sums of Lipschitz observables satisfy an almost sure central limit theorem (ASCLT). In fact, we provide a speed of convergence in the Kantorovich metric. Maxima of…

Probability · Mathematics 2008-05-15 J. -R. Chazottes , P. Collet

We introduce the notion of a random mean generated by a random variable and give a construction of its expected value. We derive some sufficient conditions under which strong laws of large numbers and some limit theorems hold for random…

Probability · Mathematics 2022-07-11 Matyas Barczy , Pál Burai

We prove a central limit theorem applicable to one dimensional stochastic approximation algorithms that converge to a point where the error terms of the algorithm do not vanish. We show how this applies to a certain class of these…

Probability · Mathematics 2011-02-24 Henrik Renlund

We model the transmission of a message on the complete graph with n vertices and limited resources. The vertices of the graph represent servers that may broadcast the message at random. Each server has a random emission capital that…

Probability · Mathematics 2019-02-20 Francis Comets , François Delarue , René Schott

The quasi likelihood analysis is generalized to the partial quasi likelihood analysis. Limit theorems for the quasi likelihood estimators, especially the quasi Bayesian estimator, are derived in the situation where existence of a slow…

Statistics Theory · Mathematics 2018-01-03 Nakahiro Yoshida

We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

Statistical Mechanics · Physics 2014-01-08 Florian Angeletti , Eric Bertin , Patrice Abry