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Consider an urn containing balls labeled with integer values. Define a discrete-time random process by drawing two balls, one at a time and with replacement, and noting the labels. Add a new ball labeled with the sum of the two drawn…

Probability · Mathematics 2023-06-22 Mackenzie Simper

We introduce the notion of a Young generating function for a probability measure on integer partitions. We use this object to characterize probability distributions over integer partitions satisfying a law of large numbers and those that…

Probability · Mathematics 2025-09-12 Gabriel Raposo

We study the joint asymptotics of forward and backward processes of numbers of non-empty urns in an infinite urn scheme. The probabilities of balls hitting the urns are assumed to satisfy the conditions of regular decrease. We prove weak…

Probability · Mathematics 2022-11-10 Mikhail Chebunin , Artyom Kovalevskii

We prove a functional central limit theorem for integrals $\int_W f(X(t))\, dt$, where $(X(t))_{t\in\mathbb{R}^d}$ is a stationary mixing random field and the stochastic process is indexed by the function $f$, as the integration domain $W$…

Probability · Mathematics 2015-12-14 Jürgen Kampf , Evgeny Spodarev

We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…

Probability · Mathematics 2024-04-22 Anja Sturm , Moritz Wemheuer

We consider a limit theorem for a triangular array of point processes generated by non-identically distributed random variables, and apply the result for the analysis of the limiting behavior of the Argmaximum of independent random…

Probability · Mathematics 2025-03-05 Youri Davydov , Vladimir Rotar

Tensor models generalize random matrix models in yielding a theory of dynamical triangulations in arbitrary dimensions. Colored tensor models have been shown to admit a 1/N expansion and a continuum limit accessible analytically. In this…

High Energy Physics - Theory · Physics 2012-08-27 Valentin Bonzom , Razvan Gurau , Vincent Rivasseau

We introduce a modification of the generalized P\'olya urn model containing two urns and we study the number of balls $B_j(n)$ of a given color $j\in\{1,\ldots,J\}$, $J\in\mathbb{N}$ added to the urns after $n$ draws. We provide sufficient…

Probability · Mathematics 2024-08-13 Konrad Kolesko , Ecaterina Sava-Huss

Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…

Statistics Theory · Mathematics 2023-06-27 Arisina Banerjee , Arun K Kuchibhotla

We establish a functional central limit theorem for Ripley's K-function for two classes of point processes. One is the class of point processes having exponential decay of correlations and further satisfying a conditional m-dependence…

Statistics Theory · Mathematics 2021-09-29 Christophe A. N. Biscio , Anne Marie Svane

We prove central limit theorems (CLT) for empirical processes of extreme values cluster functionals as in Drees and Rootz\'en (2010). We use coupling properties enlightened for Dedecker \& Prieur's $\tau-$dependence coefficients in order to…

Probability · Mathematics 2016-02-29 Paul Doukhan , José Gregorio Gómez

In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.

Probability · Mathematics 2007-08-01 Yu Miao

Though widely used in applications, reinforced random walk on graphs have never been the subject of a valid statistical inference. We develop in this paper a statistical framework for a general two-colored urn model. The probability to draw…

Statistics Theory · Mathematics 2016-10-05 Line Chloé Le Goff , Philippe Soulier

The central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under…

Probability · Mathematics 2019-12-11 Li-Xin Zhang

We study survival among two competing types in two settings: a planar growth model related to two-neighbour bootstrap percolation, and a system of urns with graph-based interactions. In the planar growth model, uncoloured sites are given a…

Probability · Mathematics 2017-10-03 Daniel Ahlberg , Simon Griffiths , Svante Janson , Robert Morris

We establish Gaussian limits for general measures induced by binomial and Poisson point processes in d-dimensional space. The limiting Gaussian field has a covariance functional which depends on the density of the point process. The general…

Probability · Mathematics 2007-05-23 Yu. Baryshnikov , J. E. Yukich

We formulate and analyze a graphical model selection method for inferring the conditional independence graph of a high-dimensional nonstationary Gaussian random process (time series) from a finite-length observation. The observed process…

Machine Learning · Statistics 2016-09-14 Nguyen Tran Quang , Alexander Jung

We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…

Probability · Mathematics 2015-04-07 Paul Jung , Takashi Owada , Gennady Samorodnitsky

In Part I of this article (Banerjee and Kuchibhotla (2023)), we have introduced a new method to bound the difference in expectations of an average of independent random vector and the limiting Gaussian random vector using level sets. In the…

Probability · Mathematics 2023-06-27 Arun Kumar Kuchibhotla

A Central Limit Theorem for linear combinations of iterates of an inner function is proved. The main technical tool is Aleksandrov Desintegration Theorem for Aleksandrov-Clark measures.

Complex Variables · Mathematics 2020-06-23 Artur Nicolau , Odí Soler i Gibert
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