English
Related papers

Related papers: A functional central limit theorem for a class of …

200 papers

The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…

Probability · Mathematics 2022-11-29 Morgane Austern

The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…

Artificial Intelligence · Computer Science 2012-06-18 Ydo Wexler , Christopher Meek

Classical multidimensional scaling is a widely used method in dimensionality reduction and manifold learning. The method takes in a dissimilarity matrix and outputs a low-dimensional configuration matrix based on a spectral decomposition.…

Methodology · Statistics 2019-05-15 Gongkai Li , Minh Tang , Nichlas Charon , Carey E Priebe

We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…

Mathematical Physics · Physics 2015-05-14 M. Shcherbina , B. Tirozzi

This is the first paper of a series of two devoted to develop a practical method to describe the growth history of bound virialized objects in the gravitational instability scenario without resorting to $N$-body simulations. Here we present…

Astrophysics · Physics 2009-10-28 Alberto Manrique , Eduard Salvador-Sole

We establish the central limit theorem for the number of groups at the equilibrium of a coagulation-fragmentation process given by a parameter function with polynomial rate of growth. The result obtained is compared with the one for random…

Probability · Mathematics 2007-05-23 Michael Erlihson , Boris Granovsky

We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results…

Probability · Mathematics 2007-12-24 Nadine Guillotin-Plantard , Clémentine Prieur

Here I prove non-central limit theorems for non-linear functionals of vector valued stationary random fields under appropriate conditions. They are the multivariate versions of the results in paper\cite{2}. Previously A. M. Arcones…

Probability · Mathematics 2024-07-31 Peter Major

The aim of this paper is to study the asymptotic behavior of strongly reinforced interacting urns with partial memory sharing. The reinforcement mechanism considered is as follows: draw at each step and for each urn a white or black ball…

Probability · Mathematics 2012-01-10 Mickaël Launay

In this paper we study counting functions representing the number of solutions of systems of linear inequalities which arise in the theory of Diophantine approximation. We develop a method that allows us to explain the random-like behavior…

Dynamical Systems · Mathematics 2018-04-18 Michael Björklund , Alexander Gorodnik

We investigate the dependence of the center-of-mass tomogram of a system with many degrees of freedom $N$ on the Planck constant $\hbar $. It is shown that to use the central limit theorem under taking the limit $N\to +\infty $ one should…

Quantum Physics · Physics 2009-09-05 Grigori G. Amosov , Vladimir I. Man'ko

We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously known result from Rempa\la and Weso\lowski (Statist. Probab.…

Probability · Mathematics 2015-05-21 Kamil Marcin Kosiński

We establish a Law of Large Numbers and a Central Limit Theorem for a class of Crump Mode Jagers continuous time branching processes, where the birth rate is age dependent, and also random (different from one individual to the next), in the…

Probability · Mathematics 2025-08-19 Ibrahima Dramé , Etienne Pardoux

Gaussian Graphical Model selection problem is considered. Concentration graph is identified by multiple decision procedure based on individual tests. Optimal unbiased individual tests are constructed. It is shown that optimal tests are…

Statistics Theory · Mathematics 2016-04-26 Petr A. Koldanov , Alexander P. Koldanov , Panos Pardalos

We construct $P(phi)_1$-processes indexed by the full time-line, separately derived from the functional integral representations of the relativistic and non-relativistic Nelson models in quantum field theory. These two cases differ…

Mathematical Physics · Physics 2020-11-25 Soumaya Gheryan , Fumio Hiroshima , Jozsef Lorinczi , Achref Majid , Habib Ouerdiane

We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…

Probability · Mathematics 2025-03-24 Muneya Matsui , Thomas Mikosch

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

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…

The expected supremum of a Gaussian process indexed by the image of an index set under a function class is bounded in terms of separate properties of the index set and the function class. The bound is relevant to the estimation of nonlinear…

Machine Learning · Computer Science 2014-11-12 Andreas Maurer

We present a general methodology to construct triplewise independent sequences of random variables having a common but arbitrary marginal distribution $F$ (satisfying very mild conditions). For two specific sequences, we obtain in closed…

Statistics Theory · Mathematics 2022-05-25 Guillaume Boglioni Beaulieu , Pierre Lafaye de Micheaux , Frédéric Ouimet