相关论文: Limit Theorem for Sums of Random Products
Let $(G_n)_{n\geqslant 0}$ be a linear recurrence sequence defining a numeration system and satisfying mild structural hypotheses. For real-valued G-additive functions (additive in the greedy G-digits), we establish an…
We obtain a non--trivial upper bound for the multiplicative energy of any sufficiently large subset of a subvariety of a finite algebraic group. We also find some applications of our results to growth of conjugates classes, estimates of…
The restricted maximum likelihood (REML) estimator of the dispersion matrix for random coefficient models is rewritten in terms of the sufficient statistics of the individual regressions.
This work will appear as a chapter in a forthcoming volume titled "Topics in Probabilistic Graph Theory". A theory of scaling limits for random graphs has been developed in recent years. This theory gives access to the large-scale geometric…
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 propose an extension of the classical R\'enyi divergences to quantum states through an optimization over probability distributions induced by restricted sets of measurements. In particular, we define the notion of locally-measured…
The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…
Limit theorems of strong law of large numbers and central limit theorem types are obtained for the compositions of independent identically distributed random unitary channels.
We present a rather general method for proving local limit theorems, with a good rate of convergence, for sums of dependent random variables. The method is applicable when a Stein coupling can be exhibited. Our approach involves both…
In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…
Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb R)$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$'s are i.i.d.'s with law $\mu$. We study statistical properties of random variables of the…
The exponential upper bounds for the convergence rate of the distribution of restorable element with partially energized standby redundancy are founded, in the case when all working and repair times are bounded by exponential random…
We prove new exponents for the energy version of the Erd\H{o}s-Szemer\'edi sum-product conjecture, raised by Balog and Wooley. They match the previously established milestone values for the standard formulation of the question, both for…
We introduce the notion of a restricted exchangeable partition of $\mathbb{N}$. We obtain integral representations, consider associated fragmentations, embeddings into continuum random trees and convergence to such limit trees. In…
Let $X=\{X_n: n\in\mathbb{N}\}$ be a linear process in which the coefficients are of the form $a_i=i^{-1}\ell(i)$ with $\ell$ being a slowly varying function at the infinity and the innovations are independent and identically distributed…
A sequence of accompanying laws is suggested in the limit theorem of B. V. Gnedenko for maximums of independent random variables belonging to maximum domain of attraction of the Gumbel distribution. It is shown that this sequence gives an…
Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…
Consider multiple sums $S_n$ on the $d$-dimensional integer grid,which are generated by i.i.d.\ random variables with a positive expectation. We prove the strong law of large numbers, the law of the iterated logarithm and the distributional…
In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…