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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

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…

Probability · Mathematics 2007-05-23 David Nualart , Giovanni Peccati

We extend the notion of matching for one-dimensional dynamical systems to random matching for random dynamical systems on an interval. We prove that for a large family of piecewise affine random systems of the interval the property of…

Dynamical Systems · Mathematics 2021-08-11 Karma Dajani , Charlene Kalle , Marta Maggioni

In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…

Probability · Mathematics 2026-04-02 Lorick Huang , Laurent Decreusefond , Laure Coutin

We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density…

Probability · Mathematics 2012-10-19 Christophe Cuny , Florence Merlevède , Magda Peligrad

We establish arithmetical properties and provide essential bounds for bi-sequences of approximation coefficients associated with the natural extension of maps, leading to continued fraction-like expansions. These maps are realized as the…

Number Theory · Mathematics 2012-11-22 Avraham Bourla

We statistically compare the relationships between frequencies of digits in continued fraction expansions of typical rational points in the unit interval and higher dimensional generalisations. This takes the form of a Large Deviation and…

Dynamical Systems · Mathematics 2025-07-16 Valérie Berthé , Stephen Cantrell , Jungwon Lee , Mark Pollicott

The Newcomb-Benford law, also known as the first-digit law, gives the probability distribution associated with the first digit of a dataset, so that, for example, the first significant digit has a probability of $30.1$ % of being $1$ and…

Popular Physics · Physics 2021-08-25 Andrea Burgos , Andrés Santos

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin

This paper is dedicated to the study of the semilinear fractional diffusion-wave equation. We provide estimates on the families of linear operators related to the problem in the fractional power scale associated with the Laplace operator.…

Analysis of PDEs · Mathematics 2025-09-09 Bruno de Andrade , Naldisson Santos

Products between phase-type distributed random variables and any independent, positive and continuous random variable are studied. Their asymptotic properties are established, and an expectation-maximization algorithm for their effective…

Probability · Mathematics 2021-11-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt , Jorge Yslas

We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…

Probability · Mathematics 2021-04-21 Michael Röckner , Longjie Xie

We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean $\alpha=1$-stable law. The focus of this work is on the method of proof via analytic…

Probability · Mathematics 2025-06-17 Jonny Imbierski , Dalia Terhesiu

Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…

In this paper, we introduce a new technique to study the distribution in residue classes of sets of integers with digit and sum-of-digits restrictions. From our main theorem, we derive a necessary and sufficient condition for integers with…

Dynamical Systems · Mathematics 2026-02-11 Vicente Saavedra-Araya

Given an observation of the uniform empirical process $\alp_n$, its functional increments $\alp_n(u+a_n\cdot)-\alp_n(u)$ can be viewed as a single random process, when $u$ is distributed under the Lebesgue measure. We investigate the almost…

Statistics Theory · Mathematics 2012-01-27 Davit Varron

In this paper, we study the sum of the divisor function over sets with digit restrictions.

Number Theory · Mathematics 2024-11-26 Jiseong Kim

To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law…

Probability · Mathematics 2008-05-18 Rudolf Gorenflo , Francesco Mainardi

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

Properties of the set $T_s$ of "particularly non-normal numbers" of the unit interval are studied in details ($T_s$ consists of real numbers $x$, some of whose s-adic digits have the asymptotic frequencies in the nonterminating $s-$ adic…

Number Theory · Mathematics 2007-05-23 S. Albeverio , M. Pratsiovytyi , G. Torbin
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