相关论文: The central limit theorem for sum-functions of m-t…

Consider a string of $n$ positions, i.e. a discrete string of length $n$. Units of length $k$ are placed at random on this string in such a way that they do not overlap, and as often as possible, i.e. until all spacings between neighboring…

The aim of the paper is to study the limit distributions and the asymptotic behavior of summation arithmetic functions. A probabilistic approach based on the use of the axioms of probability theory is used for these purposes. Sufficient…

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…

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…

We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…

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…

For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.

The number of peaks of a random permutation is known to be asymptotically normal. We give a new proof of this and prove a central limit theorem for the distribution of peaks in a fixed conjugacy class of the symmetric group. Our technique…

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

We study the asymptotic behavior of cycles of uniformly random parking functions. Our results are multifold: we obtain an explicit formula for the number of parking functions with a prescribed number of cyclic points and show that the…

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

This work considers the asymptotic behavior of the distance between two sample covariance matrices (SCM). A general result is provided for a class of functionals that can be expressed as sums of traces of functions that are separately…

Consider n unit intervals, say [1,2], [3,4], ..., [2n-1,2n]. Identify their endpoints in pairs at random, with all (2n-1)!! = (2n-1) (2n-3) ... 3 1 pairings being equally likely. The result is a collection of cycles of various lengths, and…

We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…

We derive asymptotic formulas for central extended binomial coefficients, which are generalizations of binomial coefficients. To do so, we relate the exact distribution of the sum of independent discrete uniform random variables to the…

We provide the analytic forms of the distributions for the sum of ordered spacings. We do this both for the case where the boundaries are included in the calculation of the spacings and the case where they are excluded. Both the probability…

In this paper we use a probabilistic approach to derive the expressions for the characteristic functions of basic statistics defined on permutation tableaux. Since our expressions are exact, we can identify the distributions of basic…

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…