相关论文: Limit theorems for free multiplicative convolution…

In probability theory and statistics, the IID model represents a single population, and a large, potentially infinite sample from this population. Main theorems, in particular the central limit theorem and laws of large number (LLN) assure…

It is proved that infinitesimal triangular arrays obtained from normalized partial sums of strongly mixing (but not necessarily stationary) random sequences, can produce as lilmits only selfdecomposable distributions.

The central limit theorem ensures that a sum of random variables tends to a Gaussian distribution as their total number tends to infinity. However, for a class of positive random variables, we find that the sum tends faster to a log-normal…

Multiplicative self-decomposable laws describe random variables that can be decomposed into a product of a scaled-down version of themselves and an independent residual term. Shanbhag et al.~(1977) have shown that the gamma distribution is…

We develop a formalism to extract triple crossing symmetric positivity bounds for effective field theories with multiple degrees of freedom, by making use of $su$ symmetric dispersion relations supplemented with positivity of the partial…

It is shown that the free multiplicative convolution of two nondegenerate probability measures on the unit circle has no continuous singular part relative to arclength measure. Analogous results have long been known for free additive…

Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…

Let $ V_{n} = X_{1,n} + X_{2,n} + \cdots + X_{n,n}$ where $X_{i,n}$ are Bernoulli random variables which take the value $1$ with probability $b(i;n)$. Let $\lambda_{n} = \sum\limits_{i=1}^{n} b(i;n) $, $\lambda = \lim\limits_{n \to \infty}…

This article considers multivariate linear processes whose components are either short- or long-range dependent. The functional central limit theorems for the sample mean and the sample autocovariances for these processes are investigated,…

We study the joint distribution of the input sum and the output sum of a deterministic transducer. Here, the input of this finite-state machine is a uniformly distributed random sequence. We give a simple combinatorial characterization of…

We consider a limit theorem for the distribution of a r.v. $Y_n:=argmax {\{X_i, i= 1,..., n\}},$ where $X_i'$s are independent continuous non-negative random variables. The r.v.'s $\{X_i, i=1,..., n\}$, may be interpreted as the gains of…

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…

Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…

In this article we review the standard versions of the Central and of the Levy-Gnedenko Limit Theorems, and illustrate their application to the convolution of independent random variables associated with the distribution known as…

In applied probability, the normal approximation is often used for the distribution of data with assumed additive structure. This tradition is based on the central limit theorem for sums of (independent) random variables. However, it is…

In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the case when both the mixing coefficient and the truncation level…

We give simple proofs, under minimal hypotheses, of the Weak Law of Large Numbers and the Central Limit Theorem for independent identically distributed random variables. These proofs use only the elementary calculus, together with the most…

We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…

In this article, I introduce a group-theoretical method to prove positivity of certain linear combinations (with coefficients generally lying in $\mathbb{C}$) of exponential functions under a set of semidefinite linear constraints. The…

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…