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

The paper considers a universal approach that allows one to quite simply obtain nonlinear asymptotic estimates of various summation functions. It is shown the application of this approach to the asymptotic estimation of divergent Dirichlet…

The paper considers asymptotics of summation functions of additive and multiplicative arithmetic functions. We also study asymptotics of summation functions of natural and prime arguments. Several assertions on this subject are proved and…

In this paper we study universal quadratic polynomials which arise as sums of polygonal numbers. Specifically, we determine an asymptotic upper bound (as a function of $m$) on the size of the set $S_m\subset\mathbb{N}$ such that if a sum of…

We study a distributed particle filter proposed by Boli\'c et al.~(2005). This algorithm involves $m$ groups of $M$ particles, with interaction between groups occurring through a "local exchange" mechanism. We establish a central limit…

A $U$-statistic of a Poisson point process is defined as the sum $\sum f(x_1,\ldots,x_k)$ over all (possibly infinitely many) $k$-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos…

We consider a random variable $X$ that takes values in a (possibly infinite-dimensional) topological vector space $\mathcal{X}$. We show that, with respect to an appropriate "normal distance" on $\mathcal{X}$, concentration inequalities for…

We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that…

A notion of local $U$-statistic process is introduced and central limit theorems in various norms are obtained for it. This involves the development of several inequalities for $U$-processes that may be useful in other contexts. This local…

We consider covariance asymptotics for linear statistics of general stationary random measures in terms of their truncated pair correlation measure. We give exact infinite series-expansion formulas for covariance of smooth statistics of…

We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…

This paper explores the asymptotic behaviour of the radii of convexity and uniform convexity for normalized Bessel functions with respect to large order. We provide detailed asymptotic expansions for these radii and establish recurrence…

Let P_{n,m} denote the graph taken uniformly at random from the set of all planar graphs on {1,2,..., n} with exactly m(n) edges. We use counting arguments to investigate the probability that P_{n,m} will contain given components and…

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.

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…

The angular bispectrum of spherical random fields has recently gained an enormous importance, especially in connection with statistical inference on cosmological data. In this paper, we provide expressions for its moments of arbitrary order…

We prove large (and moderate) deviations for a class of linear combinations of spacings generated by i.i.d. exponentially distributed random variables. We allow a wide class of coefficients which can be expressed in terms of continuous…

A general method is presented for deriving the limiting behavior of estimators that are defined as the values of parameters optimizing an empirical criterion function. The asymptotic behavior of such estimators is typically deduced from…

By application of the theory for second-order linear differential equations with two turning points developed in [Olver F.W.J., Philos. Trans. Roy. Soc. London Ser. A 278 (1975), 137-174], uniform asymptotic approximations are obtained in…

Combining cross-section and time series data is a long and well established practice in empirical economics. We develop a central limit theory that explicitly accounts for possible dependence between the two data sets. We focus on common…

We determine the joint limiting distribution of adjacent spacings around a central, intermediate, or an extreme order statistic $X_{k:n}$ of a random sample of size $n$ from a continuous distribution $F$. For central and intermediate cases,…