Related papers: The linearization of the central limit operator in…
This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the sample autocovariances for these processes are investigated,…
In this paper we present randomization methods to enhance the accuracy of the central limit theorem (CLT) based inferences about the population mean $\mu$. We introduce a broad class of randomized versions of the Student $t$-statistic, the…
We derive process limit distribution results for the Nelson-Aalen estimator of a hasard function and for the Kaplan-Meier estimator of a distribution function, under different dependence assumptions. The data are assumed to be right…
Given a bounded operator $T$ on a Banach space $X$, we study the existence of a probability measure $\mu$ on $X$ such that, for many functions $f:X\to\mathbb K$, the sequence $(f+\dots+f\circ T^{n-1})/\sqrt n$ converges in distribution to a…
This paper provides a Central Limit Theorem (CLT) for a process $\{\theta_n, n\geq 0\}$ satisfying a stochastic approximation (SA) equation of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H(\theta_n,X_{n+1})$; a CLT for the associated…
Recent work in dynamic causal inference introduced a class of discrete-time stochastic processes that generalize martingale difference sequences and arrays as follows: the random variates in each sequence have expectation zero given certain…
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…
For $\alpha\in (1,2)$, we present a generalized central limit theorem for $\alpha$-stable random variables under sublinear expectation. The foundation of our proof is an interior regularity estimate for partial integro-differential…
In this paper, we study majorization for probability distributions and column stochastic matrices. We show that majorizations in general can be reduced to the aforementioned sets. We characterize linear operators that preserve majorization…
Define the non-overlapping return time of a random process to be the number of blocks that we wait before a particular block reappears. We prove a Central Limit Theorem based on these return times. This result has applications to entropy…
In this article we discuss the solvability of some class of fully nonlinear equations, and equations with p-Laplacian in more general conditions by using a new approach given in [1] for studying the nonlinear continuous operator. Moreover…
We consider the problem of optimal transportation with quadratic cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We provide new results on the uniqueness and stability of the associated optimal…
We establish a quenched Central Limit Theorem (CLT) for a smooth observable of random sequences of iterated linear hyperbolic maps on the torus. To this end we also obtain an annealed CLT for the same system. We show that, almost surely,…
We discuss in detail the uniform discretization approach to the quantization of totally constrained theories. This approach allows to construct the continuum theory of interest as a well defined, controlled, limit of well behaved discrete…
We consider an integral operator $\mathcal{I}$, special instances of which was studied in various contexts. Using an appropriate transformation we write this operator in terms of weighted composition operators. Then, we provide a…
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…
We give criteria for finite dimensionality or infinite dimensionality of the polynomial centralizer of the Lie algebra of a linear Lie group, in terms of invariants and relative invariants of the group. In the finite dimensional scenario…
We investigate in this paper the distribution of the discrepancy of various lattice counting functions. In particular, we prove that the number of lattice points contained in certain domains defined by products of linear forms satisfies a…
In this paper we introduce a notion of tightness for a family of nonlinear expectations and show that the tightness can be applied to obtain weak compactness in a framework of nonlinear expectation space. This criterion is very useful for…
We prove a central limit theorem concerning the number of critical points in large cubes of an isotropic Gaussian random function on a Euclidean space.