相关论文: Limit theorems for a class of identically distribu…

Let $K_n$ denote the number of types of a sample of size $n$ taken from an exchangeable coalescent process ($\Xi$-coalescent) with mutation. A distributional recursion for the sequence $(K_n)_{n\in{\mathbb N}}$ is derived. If the coalescent…

Let $\{Z_n^i = (Z_n^i(r))_{1 \le r \le d}: n \ge 0\}$ be a supercritical $d$-type branching process in an i.i.d. environment $\xi = (\xi_0, \xi_1, \dots)$, starting from a single particle of type $i$. The offspring distribution at…

The "typical" asymptotic behavior of the weighted sums of independent random vectors in $k$-dimensional space is considered. It is shown that in this case the rate of convergence in the multivariate central limit theorem is of order…

Consider random k-circulants A_{k,n} with n tends to infinity, k=k(n) and whose input sequence \{a_l\}_{l \ge 0} is independent with mean zero and variance one and \sup_n n^{-1}\sum_{l=1}^n \E |a_l|^{2+\delta}< \infty for some \delta > 0.…

Let $R_n$ be the number of distinct values of the $n$ simple samples from an infinite discrete distribution. In 1960 Bahadure proved $\displaystyle \lim_{n\to \infty} \frac{R_n}{\Enum R_n}=1$ in probability; Chen et al. proved the limit in…

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

In previous papers, we studied the asymptotic behaviour of $S_N(A,X)=(2N+1)^{-d/2}\sum_{n \in A_N} X_n,$ where $X$ is a centered, stationary and weakly dependent random field, and $A_N=A \cap [-N,N]^d$, $A \subset \mathbb{Z}^d$. This leads…

Consider a (possibly infinite) exchangeable sequence X={X_n:1\leqn<N}, where N\in N\cup {\infty}, with values in a Borel space (A,A), and note X_n=(X_1,...,X_n). We say that X is Hoeffding decomposable if, for each n, every square…

Selberg's central limit theorem states that the values of $\log|\zeta(1/2+i \tau)|$, where $\tau$ is a uniform random variable on $[T,2T]$, is distributed like a Gaussian random variable of mean $0$ and standard deviation…

We prove that the solution of the Kac analogue of Boltzmann's equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of a few…

We consider two $n\times n$ non-Hermitian random matrices such that the $ij$th entry of one matrix is correlated with the $ij$th entry of the other matrix. However, the entries of any particular matrix are i.i.d. random variables. We study…

This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…

The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…

Let $X_1,\,X_2,\,\ldots,\,X_N$, $N\in\mathbb{N}$ be independent but not necessarily identically distributed discrete and integer-valued random variables. Assume that $X_1\geqslant m_1$, $X_2\geqslant m_2$, $\ldots$, $X_N\geqslant m_N$…

Given a stochastic structure with a filtration $\mathbb{F}$, the class of all random times whose conditional distribution functions are differentiable with respect to some $\mathbb{F}$ adapted non decreasing processes is considered. The…

Given a positive integer $n$, consider a random permutation $\tau$ of the set $\{1,2,\ldots, n\}$. In $\tau$, we look for sequences of consecutive integers that appear in adjacent positions: a maximal such a sequence is called a block. Each…

In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…

In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…

We consider $n\times n$ random matrices $M_{n}=\sum_{\alpha =1}^{m}{\tau _{\alpha }}\mathbf{y}_{\alpha }\otimes \mathbf{y}_{\alpha }$, where $\tau _{\alpha }\in \mathbb{R}$, $\{\mathbf{y}_{\alpha }\}_{\alpha =1}^{m}$ are i.i.d. isotropic…

Separable Bayesian Networks, or the Influence Model, are dynamic Bayesian Networks in which the conditional probability distribution can be separated into a function of only the marginal distribution of a node's neighbors, instead of the…