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