Related papers: Local limit theorems for finite and infinite urn m…
We define the finest order on inductive limits of ordered cones which makes the linear mappings monotone and gives rise to the definition of inductive limit topologies for cones. Using the polars of neighborhoods, we establish embeddings…
The existence of the weak limit as n --> infinity of the uniform measure on rooted triangulations of the sphere with n vertices is proved. Some properties of the limit are studied. In particular, the limit is a probability measure on random…
We study i.i.d. sums $\tau_k$ of nonnegative variables with index $0$: this means $\mathbf{P}(\tau_1=n) = \varphi(n) n^{-1}$, with $\varphi(\cdot)$ slowly varying, so that $\mathbf{E}(\tau_1^\varepsilon)=\infty$ for all $\varepsilon>0$. We…
We define notions of local topological convergence and local geometric convergence for embedded graphs in $\mathbb{R}^n,$ and study their properties. The former is related to Benjamini-Schramm convergence, and the latter to weak convergence…
Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…
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…
In this article we show how one can use the local models of integrable Hamiltonian systems near critical points to prove a localization theorem for certain singular loci of integrables semi-toric systems for dimension greater than 4.
We present and discuss the many results obtained concerning a famous limit theorem, the local limit theorem, which has many interfaces, with Number Theory notably, and for which, in spite of considerable efforts, the question concerning…
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.
Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…
In this paper, we consider a new type of urn scheme, where the selection probabilities are proportional to a weight function, which is linear but decreasing in the proportion of existing colours. We refer to it as the \emph{negatively…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
We discuss the possibility of obtaining model-free bounds on volatility derivatives, given present market data in the form of a calibrated local volatility model. A counter-example to a wide-spread conjecture is given.
Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…
We adapt the definition of the Vietoris map to the framework of finite topological spaces and we prove some coincidence theorems. From them, we deduce a Lefschetz fixed point theorem for multivalued maps that improves recent results in the…
We define a natural topology on the collection of (equivalence classes up to scaling of) locally finite measures on a homogeneous space and prove that in this topology, pushforwards of certain infinite volume orbits equidistribute in the…
We establish a quenched local central limit theorem for the dynamic random conductance model on $\mathbb{Z}^d$ only assuming ergodicity with respect to space-time shifts and a moment condition. As a key analytic ingredient we show H\"older…
The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that under some technical assumptions, a Gaussian convergence can be…
In this article, we study the pointwise asymptotic behavior of iterated convolutions on the one dimensional lattice Z. We generalize the so-called local limit theorem in probability theory to complex valued sequences. A sharp rate of…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…