相关论文: The limit law of certain discrete multivariate dis…

We characterize the limiting distributions of random variables of the form $P_n\left( (X_i)_{i \ge 1} \right)$, where: (i) $(P_n)_{n \ge 1}$ is a sequence of multivariate polynomials, each potentially involving countably many variables;…

For a wide class of sequences of integer domains $\mathcal{D}_n\subset\mathbb{N}^d$, $n\in\mathbb{N}$, we prove distributional limit theorems for $F(X_1^{(n)},\ldots,X_d^{(n)})$, where $F$ is a multivariate multiplicative function and…

Let $X$ be a random variable with distribution function $F,$ and $X_{1},X_{2},...,X_{n}$ are independent copies of $X.$ Consider the order statistics $X_{i:n},$ $i=1,2,...,n$ and denote $F_{i:n}(x)=P\{X_{i:n}\leq x\}.$ Using majorization…

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

Let $X_1,X_2,...$ be independent identically distributed random variables with $\mathbb E X_k=0$, $\mathrm{Var} X_k=1$. Suppose that $\varphi(t):=\log \mathbb E e^{t X_k}<\infty$ for all $t>-\sigma_0$ and some $\sigma_0>0$. Let…

Let $(Z_i)_{i\geq 1}$ be an independent, identically distributed sequence of random variables on $\RRR^d$. Under mild conditions on the density of $Z_1$, we provide a nonstandard uniform functional limit law for the following processes on…

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…

Let $\Omega$ be a countable infinite product $\Omega^\N$ of copies of the same probability space $\Omega_1$, and let ${\Xi_n}$ be the sequence of the coordinate projection functions from $\Omega$ to $\Omega_1$. Let $\Psi$ be a possibly…

In this paper, we consider approximating expansions for the distribution of integer valued random variables, in circumstances in which convergence in law cannot be expected. The setting is one in which the simplest approximation to the…

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

We study a new family of random variables, that each arise as the distribution of the maximum or minimum of a random number $N$ of i.i.d.~random variables $X_1,X_2,\ldots,X_N$, each distributed as a variable $X$ with support on $[0,1]$. The…

Conditioned limit laws constitute an important and well developed framework of extreme value theory that describe a broad range of extremal dependence forms including asymptotic independence. We explore the assumption of conditional…

Let $(X_k)_{k\geq 1}$ and $(Y_k)_{k\geq 1}$ be two independent sequences of i.i.d. random variables, with values in a finite and totally ordered alphabet $\mathcal{A}_m:=\{1,\dots,m\}$, and having respective probability mass function…

Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…

Let $X_1, \ldots, X_n$ be independent random points drawn from an absolutely continuous probability measure with density $f$ in $\mathbb{R}^d$. Under mild conditions on $f$, we derive a Poisson limit theorem for the number of large…

We consider correlated random variables $X_1,\dots,X_n$ taking values in $\{0,1\}$ such that, for any permutation $\pi$ of $\{1,\dots,n\}$, the random vectors $(X_1,\dots,X_n)$ and $(X_{\pi(1)},\dots,X_{\pi(n)})$ have the same distribution.…

This paper studies the asymptotic properties of weighted sums of the form $Z_n=\sum_{i=1}^n a_i X_i$, in which $X_1, X_2, \ldots, X_n$ are i.i.d.~random variables and $a_1, a_2, \ldots, a_n$ correspond to either eigenvalues or singular…

We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…

Consider the problem of drawing random variates $(X_1,\ldots,X_n)$ from a distribution where the marginal of each $X_i$ is specified, as well as the correlation between every pair $X_i$ and $X_j$. For given marginals, the…

It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable [4]. In a previous work of ours [26], we proved the…