Related papers: A generalization of Strassen's functional LIL

We formulate and prove a new sufficient conditions for Central Limit Theorem(CLT) in the space of continuous functions in the terms typical for the approximation theory. We prove that the conditions for continuous CLT obtained by N.C.Jain…

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

Given a sequence of Boolean functions $(f_n)_{n \geq 1}$, $f_n \colon \{ 0,1 \}^{n} \to \{ 0,1 \}$, and a sequence $(X^{(n)})_{n\geq 1} $ of continuous time $p_n $-biased random walks $ X^{(n)} = (X_t^{(n)})_{t \geq 0}$ on $ \{ 0,1 \}^{n}$,…

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

We study convergence properties of sparse averages of partial sums of Fourier series of continuous functions. By sparse averages, we are considering an increasing sequences of integers $n_0 < n_1 < n_2 < ...$ and looking at…

We give sufficient conditions for the asymptotic normality of linear combinations of order statistics (L-statistics) in the case of simple random samples without replacement. In the first case, restrictions are imposed on the weights of…

For a uniform process $\{ X_t: t\in E\}$ (by which $X_t $ is uniformly distributed on $(0,1)$ for $t\in E$) and a function $w(x)>0$ on $(0,1)$, we give a sufficient condition for the weak convergence of the empirical process based on $\{…

Given a sequence $(X_n)$ of symmetrical random variables taking values in a Hilbert space, an interesting open problem is to determine the conditions under which the series $\sum_{n=1}^\infty X_n$ is almost surely convergent. For…

A product of compact normal spaces is normal; the product of a countably infinite collection of non-trivial spaces is normal if and only if it is countably paracompact and each of its finite sub-products is normal; if all powers of a space…

This note investigates invariance principles for sums of N(nt) iid radom variables, where n is an integer, t is a positive real number and N(u) is a stochastic process with nonnegative integer values. We show that the sequence of sums of…

Let $\xi_1, \xi_2, \dots$ be i.i.d. non-negative random variables whose tail varies regularly with index $-1$, let $S_n$ be the sum and $M_n$ the largest of the first $n$ values. We clarify for which sequences $x_n\to\infty$ we have…

We prove that the $k$-th positive integer moment of partial sums of Steinhaus random multiplicative functions over the interval $(x, x+H]$ matches the corresponding Gaussian moment, as long as $H\ll x/(\log x)^{2k^2+2+o(1)}$ and $H$ tends…

We obtain almost optimal convergence rate in the central limit theorem for "nonconevntional" sums of the form $S_N=N^{-\frac12}\sum_{n=1}^N (F(\xi_n,\xi_{2n},...,\xi_{\ell n})-\bar F)$.

Consider a polynomial of large degree n whose coefficients are independent, identically distributed, nondegenerate random variables having zero mean and finite moments of all orders. We show that such a polynomial has exactly k real zeros…

The purpose of this paper is to generalize our earlier work on the logarithm of the Riemann zeta-function to linear combinations of logarithms of primitive Dirichlet $L$-functions with constant real coefficients. Under the assumption of…

We generalize the Poisson limit theorem to binary functions of random objects whose law is invariant under the action of an amenable group. Examples include stationary random fields, exchangeable sequences, and exchangeable graphs. A…

Let $T:X\to X$ be a compact linear (or more generally affine) operator from a Banach space into itself. For each $x\in X$, the sequence of iterates $T^nx, n=0,1,...$ and its averages $\frac{1}{k}\sum_{k=0}^nT^{k-1}x, n=0,1,...$ are either…

There are sequences of directions such that, given any compact set K in R^n, the sequence of iterated Steiner symmetrals of K in these directions converges to a ball. However examples show that Steiner symmetrization along a sequence of…

Let $X, X_1, X_2,...$ be a sequence of non-degenerate i.i.d. random variables with mean zero. The best possible weighted approximations are investigated in $D[0, 1]$ for the partial sum processes $\{S_{[nt]}, 0\le t\le 1\}$, where…

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…