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The random self-reinforcement mechanism, characterized by the principle of ``the rich get richer'', has demonstrated significant utility across various domains. One prominent model embodying this mechanism is the random reinforcement urn…

Statistics Theory · Mathematics 2024-06-18 Li Yang , Jiang Hu , Jianghao Li , Zhidong Bai

A central limit theorem for the integrated squared error of the directional-linear kernel density estimator is established. The result enables the construction and analysis of two testing procedures based on squared loss: a nonparametric…

We consider a version of the classical P\'olya urn scheme which incorporates innovations. The space $S$ of colors is an arbitrary measurable set. After each sampling of a ball in the urn, one returns $C$ balls of the same color and…

Probability · Mathematics 2022-11-17 Jean Bertoin

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

Consider a finite undirected graph and place an urn with balls of two colours at each vertex. At every discrete time step, for each urn, a fixed number of balls are drawn from that same urn with probability $p$, and from a randomly chosen…

Probability · Mathematics 2024-08-29 Yogesh Dahiya , Neeraja Sahasrabudhe

In this paper, a connection between bi-free probability and the asymptotics of random quantum channels and tensor products of random matrices is established. Using bi-free matrix models, it is demonstrated that the spectral distribution of…

Operator Algebras · Mathematics 2024-05-30 Paul Skoufranis

We present a general approach to establish the Central Limit Theorem with error bounds for sequential dynamical systems. The main tool we develop is the application to this setting of a projective metric on complex cones, following the…

Dynamical Systems · Mathematics 2025-07-21 Mark F. Demers , Carlangelo Liverani

In literature, the central limit theorems for the product of sums of various random variables have studied. The purpose of this note is to show that this kind of results are corollary of the invariance principle.

Probability · Mathematics 2008-12-19 Li-Xin Zhang , Wei Huang

We consider weighted negatively reinforced urn schemes with finitely many colours. An urn scheme is called negatively reinforced, if the selection probability for a colour is proportional to the weight $w$ of the colour proportion, where…

Probability · Mathematics 2019-05-28 Gursharn Kaur

The multitime multiple recurrences are common in analysis of algorithms, computational biology, information theory, queueing theory, filters theory, statistical physics etc. The theoretical part about them is little or not known. That is…

Dynamical Systems · Mathematics 2015-06-10 Cristian Ghiu , Raluca Tuliga , Constantin Udriste

We prove central limit theorems for the number of descents and the number of inversions after a shelf-shuffle. In particular, we bound the convergence rate for the number of inversions independently of the number of shelves. Along the way,…

Probability · Mathematics 2025-10-02 Alexander Clay

We estimate linear functionals in the classical deconvolution problem by kernel estimators. We obtain a uniform central limit theorem with $\sqrt{n}$-rate on the assumption that the smoothness of the functionals is larger than the…

Statistics Theory · Mathematics 2020-06-12 Jakob Söhl , Mathias Trabs

We prove a central limit theorem for the volume of projections of the N-cube onto a random subspace of dimension n, when n is fixed and N tends to infinity. Randomness in this case is with respect to the Haar measure on the Grassmannian…

Probability · Mathematics 2012-12-04 Grigoris Paouris , Peter Pivovarov , Joel Zinn

The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…

Mathematical Physics · Physics 2009-10-31 Michael K. -H. Kiessling , Herbert Spohn

An extended Polya urn Model with two colors, black and white, is studied with some SLLN and CLT on the proportion of white balls.

Probability · Mathematics 2021-09-17 Rafik Aguech , Wissem Jedidi , Olfa Selmi

We study the joint distribution of the input sum and the output sum of a deterministic transducer. Here, the input of this finite-state machine is a uniformly distributed random sequence. We give a simple combinatorial characterization of…

Combinatorics · Mathematics 2015-04-14 Clemens Heuberger , Sara Kropf , Stephan Wagner

We present here random distributions on $(D+1)$-edge-colored, bipartite graphs with a fixed number of vertices $2p$. These graphs are dual to $D$-dimensional orientable colored complexes. We investigate the behavior of quantities related to…

Probability · Mathematics 2018-12-04 Ariane Carrance

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

Statistics Theory · Mathematics 2011-11-10 Vladas Pipiras , Murad S. Taqqu , Patrice Abry

The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…

Probability · Mathematics 2024-09-05 Maximilian Engel , Peter K. Friz , Tal Orenshtein

In this article we study a class of generalised linear systems of difference equations with given non-consistent initial conditions and infinite many solutions. We take into consideration the case that the coefficients are square constant…

Dynamical Systems · Mathematics 2016-12-14 Nicholas Apostolopoulos , Fernando Ortega , Grigoris Kalogeropoulos