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In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…

概率论 · 数学 2021-12-07 Benjamin Jourdain , Alvin Tse

We study the fluctuations of a stochastic epidemic model with memory of the last infections, varying infectivity, and waning immunity, as introduced in Guerin and Zotsa-Ngoufack:arXiv preprint arXiv:2505.00601. The dynamics of the epidemic…

概率论 · 数学 2025-05-28 Arsene Brice Zotsa-Ngoufack

In this short note we extend a result of Jahangiri and Farahmand \cite{JM} concerning functions of bounded turning to a more general class of functions.

复变函数 · 数学 2010-04-21 K. O. Babalola

In this paper we establish a general dynamical Central Limit Theorem (CLT) for group actions which are exponentially mixing of all orders. In particular, the main result applies to Cartan flows on finite-volume quotients of simple Lie…

动力系统 · 数学 2017-06-29 Michael Björklund , Alexander Gorodnik

The deleting items theorems of weak law of large numbers (WLLN),strong law of large numbers (SLLN) and central limit theorem (CLT) are derived by substituting partial sum of random variable sequence with deleting items partial sum. We…

概率论 · 数学 2019-08-12 Jingwei Liu

We prove a central limit theorem for the joint distribution of $s_q(A_jn)$, $1\le j \le d$, where $s_q$ denotes the sum-of-digits function in base~$q$ and the $A_j$'s are positive integers relatively prime to $q$. We do this in fact within…

数论 · 数学 2019-08-16 Michael Drmota , Christian Krattenthaler

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

概率论 · 数学 2020-06-22 Ilya Soloveychik

Buraczewski et al (2023) proved a functional limit theorem (FLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series $\sum_{k\geq 2}(\log k)^\alpha k^{-1/2-s}\eta_k$ as $s\to 0+$, where $\alpha>-1/2$ and $\eta_1$,…

概率论 · 数学 2024-11-05 Alexander Iksanov , Ruslan Kostohryz

Sample covariance matrix and multivariate $F$-matrix play important roles in multivariate statistical analysis. The central limit theorems {\sl (CLT)} of linear spectral statistics associated with these matrices were established in Bai and…

统计理论 · 数学 2013-05-03 Shurong Zheng , Zhidong Bai

In this paper, we introduce the notion of $q$-quasiadditivity of arithmetic functions, as well as the related concept of $q$-quasimultiplicativity, which generalises strong $q$-additivity and -multiplicativity, respectively. We show that…

组合数学 · 数学 2016-05-13 Sara Kropf , Stephan Wagner

We consider the determinantal point processes associated with the spectral projectors of a Schr\"odinger operator on $\mathbb{R}$, with a smooth confining potential. In the semiclassical limit, where the number of particles tends to…

谱理论 · 数学 2023-05-31 Alix Deleporte , Gaultier Lambert

We show that there exists a very natural, superstatistics-linked extension of the central limit theorem (CLT) to deformed exponentials (also called q-Gaussians): This generalization favorably compares with the one provided by S. Umarov and…

统计力学 · 物理学 2007-06-04 C. Vignat , A. Plastino

In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along with the asymptotic distribution of the fluctuations. Our key…

概率论 · 数学 2023-11-03 Simon Campese , Nicolas Lengert , Mark Podolskij

We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

概率论 · 数学 2014-02-26 Yuri Kifer , S. R. S. Varadhan

We obtain convergence rates (in the Levi-Prokhorove metric) in the functional central limit theorem (CLT) for partial sums $S_n=\sum_{j=1}^{n}\xi_{j,n}$ of triangular arrays $\{\xi_{1,n},\xi_{2,n},...,\xi_{n,n}\}$ satisfying some mixing and…

概率论 · 数学 2022-06-23 Yeor Hafouta

Assuming the generalized Lindel\"{o}f hypothesis (GLH), a weak version of the generalized Ramanujan conjecture and a Rankin--Selberg type partial sum estimate, we establish the normality of the sum of coefficients of a general $L$-function…

数论 · 数学 2024-12-17 Sun-Kai Leung

For linear processes with independent identically distributed innovations that are regularly varying with tail index $\alpha \in (0, 2)$, we study functional convergence of the joint partial sum and partial maxima processes. We derive a…

概率论 · 数学 2018-07-20 Danijel Krizmanic

We consider the asymptotic normalcy of families of random variables $X$ which count the number of occupied sites in some large set. We write $Prob(X=m)=p_mz_0^m/P(z_0)$, where $P(z)$ is the generating function $P(z)=\sum_{j=0}^{N}p_jz^j$…

组合数学 · 数学 2015-08-19 J. L. Lebowitz , B. Pittel , D. Ruelle , E. R. Speer

This paper is concerned with the study of the fractional finite sums theory. We present the classes of functions for which it is possible to characterize the constant related to the derivative of fractional sums (denominated by essence of a…

We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…

概率论 · 数学 2019-05-16 Vlad Bally , Lucia Caramellino , Guillaume Poly