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相关论文: The central limit theorem for Riesz-Raikov sums II

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Let $(\tau_n)$ be a sequence of toral automorphisms $\tau_n : x \rightarrow A_n x \hbox{mod}\ZZ^d$ with $A_n \in {\cal A}$, where ${\cal A}$ is a finite set of matrices in $SL(d, \mathbb{Z})$. Under some conditions the method of…

概率论 · 数学 2010-06-22 Jean-Pierre Conze , Stéphane Le Borgne , Mikaël Roger

Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…

统计理论 · 数学 2013-02-28 Jean-François Marckert , David Renault

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

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

概率论 · 数学 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

In our previous paper \cite{FTD1}, we derived the almost sure convergence of the global density of eigenvalues of random matrices of the SYK model. In this paper, we will prove the central limit theorem for the linear statistic of…

数学物理 · 物理学 2018-06-18 Renjie Feng , Gang Tian , Dongyi Wei

We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…

数学物理 · 物理学 2015-05-14 M. Shcherbina , B. Tirozzi

Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…

数论 · 数学 2024-06-07 Ofir Gorodetsky , Mo Dick Wong

We study independent and identically distributed random iterations of continuous maps defined on a connected closed subset $S$ of the Euclidean space $\mathbb{R}^{k}$. We assume the maps are monotone (with respect to a suitable partial…

动力系统 · 数学 2020-05-28 Edgar Matias , Eduardo Silva

In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the space $L^2(\mu)$ for the partial sums of the sequence of random…

概率论 · 数学 2015-09-02 Vaidotas Characiejus , Alfredas Račkauskas

Let $\mathbb{F}_q$ be the finite field of order $q$, and $\mathcal{A}$ a non-empty proper subset of $\mathbb{F}_q$. Let $\mathbf{M}$ be a random $m \times n$ matrix of rank $r$ over $\mathbb{F}_q$ taken with uniform distribution. It was…

数论 · 数学 2024-09-17 Chin Hei Chan , Maosheng Xiong

It is shown that two conjectures put forward in the recent article Iksanov and Kostohryz (2025) are true. Namely, we prove a functional central limit theorem (FCLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series…

概率论 · 数学 2025-08-22 Congzao Dong , Alexander Iksanov

We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…

组合数学 · 数学 2024-09-25 Aaron Abrams , Eric Babson , Henry Landau , Zeph Landau , James Pommersheim

We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…

概率论 · 数学 2025-03-24 Muneya Matsui , Thomas Mikosch

The Rotar central limit theorem is a remarkable theorem in the non-classical version since it does not use the condition of asymptotic infinitesimality for the independent individual summands, unlike the theorems named Lindeberg's and…

概率论 · 数学 2023-09-26 Tran Loc Hung

We consider random multiplicative functions taking the values $\pm 1$. Using Stein's method for normal approximation, we prove a central limit theorem for the sum of such multiplicative functions in appropriate short intervals.

数论 · 数学 2011-02-03 Sourav Chatterjee , Kannan Soundararajan

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

概率论 · 数学 2025-01-29 Alexander Shmyrov , Vasily Shmyrov

We extend the central limit theorem under the Dedecker-Rio condition to adapted stationary and ergodic sequences of random variables taking values in a class of smooth Banach spaces. This result applies to the case of random variables…

概率论 · 数学 2024-07-12 Aurélie Bigot

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.

概率论 · 数学 2007-08-01 Yu Miao

In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…

概率论 · 数学 2022-08-02 Magda Peligrad , Sergey Utev

Lacunary function systems of type $(f(M_nx))_{n\geq 1}$ for periodic functions $f$ and sequences of fast-growing matrices $(M_n)_{n\geq 1}$ exhibit many properties of independent random variables like satisfying the Central Limit Theorem or…

概率论 · 数学 2014-08-12 Thomas Löbbe
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