Related papers: Stochastic version of the Erdos-Renyi limit theore…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
We obtain the distribution of the maximal average in a sequence of independent identically distributed exponential random variables. Surprisingly enough, it turns out that the inverse distribution admits a simple closed form. An application…
This paper investigates asymptotic properties of multifractal products of random fields. The obtained limit theorems provide sufficient conditions for the convergence of cumulative fields in the spaces $L_q.$ New results on the rate of…
The central limit theorem ensures that a sum of random variables tends to a Gaussian distribution as their total number tends to infinity. However, for a class of positive random variables, we find that the sum tends faster to a log-normal…
We consider the limiting distribution of the quantity $X^s/(X+Y)^r$, where $X$ and $Y$ are two independent Binomial random variables with a common success probability and a number of trials $n$ and $m$, respectively, and $r,s$ are positive…
The properties of eigenvalues of large dimensional random matrices have received considerable attention. One important achievement is the existence and identification of the limiting spectral distribution of the empirical spectral…
We consider random fields indexed by finite subsets of an amenable discrete group, taking values in the Banach-space of bounded right-continuous functions. The field is assumed to be equivariant, local, coordinate-wise monotone, and almost…
We consider a stochastic directed graph on the integers whereby a directed edge between $i$ and a larger integer $j$ exists with probability $p_{j-i}$ depending solely on the distance between the two integers. Under broad conditions, we…
We study the limit of a kinetic evolution equation involving a small parameter and perturbed by a smooth random term which also involves the small parameter. Generalizing the classical method of perturbed test functions, we show the…
We prove an extension of the Regularity Lemma with vertex and edge weights which can be applied for a large class of graphs. The applications involve random graphs and a weighted version of the Erd\H{o}s-Stone theorem. We also provide means…
The paper is devoted to the investigation of Esscher's transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal…
Let $H_d(n,p)$ signify a random $d$-uniform hypergraph with $n$ vertices in which each of the ${n}\choose{d}$ possible edges is present with probability $p=p(n)$ independently, and let $H_d(n,m)$ denote a uniformly distributed with $n$…
We consider an Erdos-Renyi random graph consisting of N vertices connected by randomly and independently drawing an edge between every pair of them with probability c/N so that at N->infinity one obtains a graph of finite mean degree c. In…
Correlation analysis is a fundamental problem in statistics. In this paper, we consider the correlation detection problem between a pair of Erdos-Renyi graphs. Specifically, the problem is formulated as a hypothesis testing problem: under…
We present some product representations for random variables with the Linnik, Mittag-Leffler and Weibull distributions and establish the relationship between the mixing distributions in these representations. Based on these representations,…
In this paper, we investigate annealed and quenched limit theorems for random expanding dynamical systems. Making use of functional analytic techniques and more probabilistic arguments with martingales, we prove annealed versions of a…
We modify the usual Erdos-Renyi random graph evolution by letting connected clusters 'burn down' (i.e. fall apart to disconnected single sites) due to a Poisson flow of lightnings. In a range of the intensity of rate of lightnings the…
We consider asymptotics of ratios of random characteristic polynomials associated with orthogonal polynomial ensembles. Under some natural conditions on the measure in the definition of the orthogonal polynomial ensemble we establish a…
We study models of weighted exponential random graphs in the large network limit. These models have recently been proposed to model weighted network data arising from a host of applications including socio-econometric data such as migration…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…