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For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…

概率论 · 数学 2024-06-21 Sergey G. Bobkov , Friedrich Götze

It is known that limit theorems for triangular arrays with identically distributed rows yields convergence of densities rather than just convergence in distribution. We show that this superconvergence result holds -- at least at points at…

概率论 · 数学 2022-02-07 Hari Bercovici , Ching-Wei Ho , Jiun-Chau Wang , Ping Zhong

Let $ V_{n} = X_{1,n} + X_{2,n} + \cdots + X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $\lambda_{n} = \sum\limits_{i=1}^{n} b(i;n) $, $\lambda = \lim\limits_{n \to \infty}…

概率论 · 数学 2018-12-18 Italo Simonelli , Lucia D. Simonelli

This paper investigates a local central limit theorem for a normalized sequence of random variables belonging to a fixed order Wiener chaos and converging to the standard normal distribution. We prove, without imposing any additional…

概率论 · 数学 2026-01-13 Masahisa Ebina , Ivan Nourdin , Giovanni Peccati

In this paper, we propose a new interpretation of local limit theorems for univariate and multivariate distributions on lattices. We show that - given a local limit theorem in the standard sense - the distributions are approximated well by…

概率论 · 数学 2022-08-09 Michael Fleermann , Werner Kirsch , Gabor Toth

We study nearest neighbor random walks on fixed environments of $\mathbb{Z}$ composed of two point types : $(1/2,1/2)$ and $(p,1-p)$ for $p>1/2$. We show that for every environment with density of $p$ drifts bounded by $\lambda$ we have…

概率论 · 数学 2015-08-31 Eviatar B. Procaccia , Ron Rosenthal

In this paper we prove a quantiative local limit theorem for the distribution of the number of triangles in the Erd\H{o}s-Renyi random graph $G(n,p)$, for a fixed $p\in (0,1)$. This proof is an extension of the previous work of Gilmer and…

组合数学 · 数学 2017-03-22 Ross Berkowitz

In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established:…

统计理论 · 数学 2013-06-07 Yuexu Zhao , Zhengyan Lin

We consider diffraction at random point scatterers on general discrete point sets in $\R^\nu$, restricted to a finite volume. We allow for random amplitudes and random dislocations of the scatterers. We investigate the speed of convergence…

数学物理 · 物理学 2007-05-23 C. Kuelske

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…

概率论 · 数学 2025-02-25 Lucas Coeuret

Let $\{X_{k,i};i\geq 1,k\geq 1\}$ be an array of i.i.d. random variables and let $\{p_n;n\geq 1\}$ be a sequence of positive integers such that $n/p_n$ is bounded away from 0 and $\infty$. For $W_n=\max_{1\leq i<j\leq…

概率论 · 数学 2007-05-23 Deli Li , Andrew Rosalsky

In this paper, we are concerned with centered Markov Additive Processes $\{(X_t,Y_t)\}_{t\in\T}$ where the driving Markov process $\{X_t\}_{t\in\T}$ has a finite state space. Under suitable conditions, we provide a local limit theorem for…

概率论 · 数学 2013-06-25 Loïc Hervé , James Ledoux

In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their…

概率论 · 数学 2010-10-19 Jiun-Chau Wang

We study large deviations for some non-local parabolic type equations. We show that, under some assumptions on the non-local term, problems defined in a bounded domain converge with an exponential rate to the solution of the problem defined…

偏微分方程分析 · 数学 2008-12-01 Cristina Brändle , Emmanuel Chasseigne

This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…

泛函分析 · 数学 2014-05-07 Michael Anshelevich , Jiun-Chau Wang , Ping Zhong

We study the convergence speed of distributed iterative algorithms for the consensus and averaging problems, with emphasis on the latter. We first consider the case of a fixed communication topology. We show that a simple adaptation of a…

最优化与控制 · 数学 2011-06-13 Alex Olshevsky , John N. Tsitsiklis

In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…

概率论 · 数学 2020-08-06 Timothy Fortune , Magda Peligrad , Hailin Sang

Local limit theorems are derived for the number of occupied urns in general finite and infinite urn models under the minimum condition that the variance tends to infinity. Our results represent an optimal improvement over previous ones for…

概率论 · 数学 2009-09-29 Hsien-Kuei Hwang , Svante Janson

We give a sufficient condition for the local limit theorem. To construct it, we employ infinite times of convolutions of probability density functions.

概率论 · 数学 2024-12-23 Kaoru Yoneda , Tsuyoshi Yoneda

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh…

概率论 · 数学 2007-06-13 Valentin Konakov
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