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We consider systems of interacting Generalized Friedman's Urns (GFUs) having irreducible mean replacement matrices. The interaction is modeled through the probability to sample the colors from each urn, that is defined as convex combination…

Probability · Mathematics 2018-01-09 Giacomo Aletti , Andrea Ghiglietti

The central limit theorem is, with the strong law of large numbers, one of the two fundamental limit theorems in probability theory. Benjamin Jourdain and Alvin Tse have extended to non-linear functionals of the empirical measure of…

Probability · Mathematics 2022-04-14 Roberta Flenghi , Benjamin Jourdain

In the present paper, we consider the two-color nonlinear unbalanced urn model, under a drawing rule reinforced by an $\mathbb{R}^+$-valued concave function and an unbalanced replacement matrix. The large deviation inequalities for the…

Probability · Mathematics 2024-09-13 Jianan Shi , Zhenhong Yu , Yu Miao

We establish central limit theorems for general functionals on binomial point processes and their Poissonized version. As an application, a central limit theorem for Betti numbers of random geometric complexes in the thermodynamic regime is…

Probability · Mathematics 2018-04-10 Khanh Duy Trinh

This short note is devoted to establishing the almost sure central limit theorem for the parabolic/hyperbolic Anderson models driven by colored-in-time Gaussian noises, completing recent results on quantitative central limit theorems for…

Probability · Mathematics 2025-04-01 Panqiu Xia , Guangqu Zheng

We consider a two-color P\'{o}lya urn in the case when a fixed number $S$ of balls is added at each step. Assume it is a large urn that is, the second eigenvalue $m$ of the replacement matrix satisfies $1/2<m/S\leq1$. After $n$ drawings,…

Probability · Mathematics 2010-12-30 Brigitte Chauvin , Nicolas Pouyanne , Reda Sahnoun

We provide complementary results for a family of models with dependence on their previous $k$-sum. Using a martingale-based approach, we establish a functional central limit theorem and analyze the limiting behavior of the center of mass.…

Probability · Mathematics 2025-06-17 Víctor Hugo Vázquez Guevara , Manuel González-Navarrete

Using generating function methods for diagonalizing the transition matrix in 2-Urn models, we provide a complete classification into solvable and unsolvable subclasses, with further division of the solvable models into the Martingale and…

Physics and Society · Physics 2015-07-10 William Pickering , Chjan Lim

Euler integrals of deterministic functions have recently been shown to have a wide variety of possible applications, including in signal processing, data aggregation and network sensing. Adding random noise to these scenarios, as is natural…

Probability · Mathematics 2015-06-30 Gregory Naitzat , Robert J. Adler

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

We introduce a dynamic random hypergraph model constructed from a bipartite graph. In this model, both vertex sets of the bipartite graph are generated by marked Poisson point processes. Vertices of both vertex sets are equipped with marks…

Probability · Mathematics 2025-07-23 Christian Hirsch , Benedikt Jahnel , Péter Juhász

Let $f:[0,1)^d \to {\mathbb R}$ be an integrable function. An objective of many computer experiments is to estimate $\int_{[0,1)^d} f(x) dx$ by evaluating f at a finite number of points in [0,1)^d. There is a design issue in the choice of…

Statistics Theory · Mathematics 2007-08-07 Wei-Liem Loh

We prove a central limit theorem concerning the number of critical points in large cubes of an isotropic Gaussian random function on a Euclidean space.

Probability · Mathematics 2015-11-10 Liviu I. Nicolaescu

We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…

Probability · Mathematics 2012-08-14 John Pardon

We study microscopic observables of the Discrete Gaussian model (i.e., the Gaussian free field restricted to take integer values) at high temperature using the renormalisation group method. In particular, we show the central limit theorem…

Probability · Mathematics 2024-04-16 Jiwoon Park

The paper establishes a functional version of the Hoeffding combinatorial central limit theorem. First, a pre-limiting Gaussian process approximation is defined, and is shown to be at a distance of the order of the Lyapounov ratio from the…

Probability · Mathematics 2009-07-03 A. D. Barbour , Svante Janson

We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…

Probability · Mathematics 2024-12-02 Guillaume Cébron , Patrick Oliveira Santos , Pierre Youssef

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

Probability · Mathematics 2025-01-29 Alexander Shmyrov , Vasily Shmyrov

We investigate a special case of infinite urn schemes first considered by Karlin (1967), especially its occupancy and odd-occupancy processes. We first propose a natural randomization of these two processes and their decompositions. We then…

Probability · Mathematics 2015-08-07 Olivier Durieu , Yizao Wang

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