Related papers: Limit Theorems for Sums of p-Adic Random Variables
The paper compares the asymptotic of the expressions $\frac {1} {x} \sum\limits_{n \leq x} {f(n)}$ and $\sum\limits_{n \leq x} {\frac {f(n)} {n}}$, $\frac {1} {x} \sum\limits_{p \leq x} {f(p)}$ and $\sum\limits_{p \leq x} {\frac {f(p)}…
Classical mathematical statistics deals with models that are parametrized by a Euclidean, i.e. finite dimensional, parameter. Quite often such models have been and still are chosen in practical situations for their mathematical simplicity…
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.…
The distribution of the sum of independent identically distributed uniform random variables is well-known. However, it is sometimes necessary to analyze data which have been drawn from different uniform distributions. By inverting the…
In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…
We consider the distribution of the major index on standard tableaux of arbitrary straight shape and certain skew shapes. We use cumulants to classify all possible limit laws for any sequence of such shapes in terms of a simple auxiliary…
In this work nonlinear pseudo-differential equations with the infinite number of derivatives are studied. These equations form a new class of equations which initially appeared in p-adic string theory. These equations are of much interest…
Asymptotic expansions for a wide class of distribution are studied. A simple method for computation of the series coefficients is suggested. The case when regularization parameter of the distribution depends on the asymptotic parameter is…
We present new mixture representations for the generalized Linnik distribution in terms of normal, Laplace, exponential and stable laws and establish the relationship between the mixing distributions in these representations. Based on these…
A generalization of stable and casual stable probability distribution is proposed. The notion of $\go G$-casual stability can be used to introduce discrete analogues of stable distributions on the sent $\mathbb Z$ of integers. In contrary…
Existing methods for the estimation of stable distribution parameters, such as those based on sample quantiles, sample characteristic functions or maximum likelihood generally assume an independent sample. Little attention has been paid to…
It is well known that if the power spectral density of a continuous time stationary stochastic process does not have a compact support, data sampled from that process at any uniform sampling rate leads to biased and inconsistent spectrum…
We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same light-tailed subexponential distribution. The examples of a Poisson and geometric number of summands serve as an…
We revisit the problem of condensation for independent, identically distributed random variables with a power-law tail, conditioned by the value of their sum. For large values of the sum, and for a large number of summands, a condensation…
We investigate a family of distributions having a property of stability-under-addition, provided that the number $\nu$ of added-up random variables in the random sum is also a random variable. We call the corresponding property a…
We obtain an explicit formula for the variance of the number of $k$-peaks in a uniformly random permutation. This is then used to obtain an asymptotic formula for the variance of the length of longest $k$-alternating subsequence in random…
This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
Central limit theorems for the log-volume of a class of random convex bodies in $\mathbb{R}^n$ are obtained in the high-dimensional regime, that is, as $n\to\infty$. In particular, the case of random simplices pinned at the origin and…
We investigate the class of tempered stable distributions and their associated processes. Our analysis of tempered stable distributions includes limit distributions, parameter estimation and the study of their densities. Regarding tempered…