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相关论文: On strong and almost sure local limit theorems for…

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In this paper we present a new correlation inequality and use it for proving an Almost Sure Local Limit Theorem for the so-called Dickman distribution. Several related results are also proved

概率论 · 数学 2019-06-25 Rita Giuliano , Zbigniew Szewczak , Michel Weber

Asymptotics for Dickman's number theoretic function $\rho(u)$, as $u \rightarrow \infty$, were given de Bruijn and Alladi, and later in sharper form by Hildebrand and Tenenbaum. The perspective in these works is that of analytic number…

概率论 · 数学 2016-06-14 Richard Arratia , Fred Kochman , Sandy Zabell

We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…

概率论 · 数学 2017-02-06 Idir Arab , Paulo Eduardo Oliveira

We present and discuss the many results obtained concerning a famous limit theorem, the local limit theorem, which has many interfaces, with Number Theory notably, and for which, in spite of considerable efforts, the question concerning…

概率论 · 数学 2024-04-01 Zbigniew Szewczak , Michel Weber

We study the local limit theorem for weighted sums of Bernoulli variables. We show on examples that this is an important question in the general theory of the local limit theorem, and which turns up to be not well explored. The examples we…

概率论 · 数学 2017-07-20 Rita Giuliano , Michel Weber

Let $\{B_k\}_{k=1}^\infty, \{X_k\}_{k=1}^\infty$ all be independent random variables. Assume that $\{B_k\}_{k=1}^\infty$ are $\{0,1\}$-valued Bernoulli random variables satisfying $B_k\stackrel{\text{dist}}{=}\text{Ber}(p_k)$, with…

概率论 · 数学 2017-01-05 Ross G. Pinsky

We study weak convergence of a sequence of point processes to a scale-invariant simple point process. For a deterministic sequence $(z_n)_{n\in\mathbb{N}}$ of positive real numbers increasing to infinity as $n \to \infty$ and a sequence…

概率论 · 数学 2020-06-16 Chinmoy Bhattacharjee , Ilya Molchanov

We study i.i.d. sums $\tau_k$ of nonnegative variables with index $0$: this means $\mathbf{P}(\tau_1=n) = \varphi(n) n^{-1}$, with $\varphi(\cdot)$ slowly varying, so that $\mathbf{E}(\tau_1^\varepsilon)=\infty$ for all $\varepsilon>0$. We…

概率论 · 数学 2016-11-08 Kenneth S. Alexander , Quentin Berger

Let the random variable $Z_{n,k}$ denote the number of increasing subsequences of length $k$ in a random permutation from $S_n$, the symmetric group of permutations of $\{1,...,n\}$. We show that $Var(Z_{n,k_n})=o((EZ_{n,k_n})^2)$ as $…

概率论 · 数学 2007-05-23 Ross Pinsky

The generalized Dickman distribution ${\cal D}_\theta$ with parameter $\theta>0$ is the unique solution to the distributional equality $W=_d W^*$, where \begin{eqnarray} W^*=_d U^{1/\theta}(W+1) \qquad (1) \end{eqnarray} with $W$…

概率论 · 数学 2018-11-26 Chinmoy Bhattacharjee , Larry Goldstein

In this paper, based on the initiation of the notion of negatively associated random variables under nonlinear probability, a strong limit theorem for weighted sums of random variables within the same frame is achieved without assumptions…

概率论 · 数学 2017-06-20 Yuting Lan , Ning Zhang

We prove a new sharp correlation inequality for sums of i.i.d. square integrable lattice distributed random variables. We also apply it to establish an almost sure local limit theorem for iid square integrable random variables taking values…

概率论 · 数学 2017-07-13 Michel Weber

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

Let $(Z_k)_{k\geq 1}$ be a sequence of independent and identically distributed complex random variables with common distribution $\mu$ and let $P_n(X):=\prod_{k=1}^n (X-Z_k)$ the associated random polynomial in $\mathbb C[X]$. In [Kab15],…

概率论 · 数学 2024-03-06 Jürgen Angst , Dominique Malicet , Guillaume Poly

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

Let $X $ be a square integrable random variable with basic probability space $(\O, \A, \P)$, taking values in a lattice $\mathcal L(v_0,1)=\big\{v_k=v_0+ k,k\in \Z\big\}$ and such that $\t_X =\sum_{k\in \Z}\P\{X=v_k\}\wedge…

概率论 · 数学 2024-07-09 Michel J. G. Weber

Consider the random quadratic form $T_n=\sum_{1 \leq u < v \leq n} a_{uv} X_u X_v$, where $((a_{uv}))_{1 \leq u, v \leq n}$ is a $\{0, 1\}$-valued symmetric matrix with zeros on the diagonal, and $X_1,$ $X_2, \ldots, X_n$ are i.i.d.…

概率论 · 数学 2019-12-30 Bhaswar B. Bhattacharya , Somabha Mukherjee , Sumit Mukherjee

The article studies the almost surely asymptotics of extreme values $\bar{\xi}_n = \max_{1\leq i \leq n} \xi_i$, where $ \xi , \xi_1 , \xi_2 , \ldots$ are discrete identically distributed random variables. One of the main results on this…

概率论 · 数学 2025-03-27 Kateryna Akbash , Ivan Matsak

For n>=1 let X_n be a vector of n independent Bernoulli random variables. We assume that X_n consists of M "blocks" such that the Bernoulli random variables in block i have success probability p_i. Here M does not depend on n and the size…

概率论 · 数学 2012-08-15 Erik Broman , Tim van de Brug , Wouter Kager , Ronald Meester

Let $\{X_n\}_{n\in\mathbb{N}}$ be a sequence of i.i.d. random variables in $\mathbb{Z}^d$. Let $S_k=X_1+...+X_k$ and $Y_n(t)$ be the continuous process on $[0,1]$ for which $Y_n(k/n)=S_k/\sqrt{n}$ $k=1,...,n$ and which is linearly…

概率论 · 数学 2010-09-06 Zsolt Pajor-Gyulai , Domokos Szász
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