Results 1 to 10 of about 92,931 (223)
Local limit theorems and mod-phi convergence [PDF]
Latin American Journal of Probability and Mathematical Statistics, 2019 We prove local limit theorems for mod-{\phi} convergent sequences of random variables, {\phi} being a stable distribution. In particular, we give two new proofs of a local limit theorem in the framework of mod-phi convergence: one proof based on the ...
Borgo, Martina dal +2 more
core +3 more sources
Complete Convergence for Maximal Sums of Negatively Associated Random Variables
Journal of Probability and Statistics, 2010 Necessary and sufficient conditions are given for the complete convergence of maximal sums of identically distributed negatively associated random variables. The conditions are expressed in terms of integrability of random variables.
Victor M. Kruglov
doaj +2 more sources
A revisited proof of the Seneta-Heyde norming for branching random walks under optimal assumptions [PDF]
Electronic Journal of Probability, 2019 We introduce a set of tools which simplify and streamline the proofs of limit theorems concerning near-critical particles in branching random walks under optimal assumptions. We exemplify our method by giving another proof of the Seneta-Heyde norming for
Boutaud, Pierre, Maillard, Pascal
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Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time [PDF]
, 2016 Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of particles of ...
Gao, Zhi-Qiang, Liu, Quansheng
core +4 more sources
Sparse matrices: convergence of the characteristic polynomial seen from infinity [PDF]
Electronic Journal of Probability, 2021 We prove that the reverse characteristic polynomial det(In − zAn) of a random n×nmatrixAn with iidBernoulli(d/n) entries converges in distribution towards the random infinite product ∞ ∏ `=1 (1− z)` where Y` are independent Poisson(d/`) random variables.
Simon Coste
semanticscholar +1 more source
Gumbel and Fréchet convergence of the maxima of independent random walks [PDF]
Advances in Applied Probability, 2019 We consider point process convergence for sequences of independent and identically distributed random walks. The objective is to derive asymptotic theory for the largest extremes of these random walks.
T. Mikosch, Jorge Yslas
semanticscholar +1 more source
Some Properties of Univariate and Multivariate Exponential Power Distributions and Related Topics
Mathematics, 2020 In the paper, a survey of the main results concerning univariate and multivariate exponential power (EP) distributions is given, with main attention paid to mixture representations of these laws.
Victor Korolev
doaj +1 more source
Fluctuations and correlations for products of real asymmetric random matrices
Annales De L Institut Henri Poincare-probabilites Et Statistiques, 2023 . We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables.
Will FitzGerald, N. Simm
semanticscholar +1 more source
Advances in Applied Probability, 2023 We study (asymmetric) $U$ -statistics based on a stationary sequence of $m$ -dependent variables; moreover, we consider constrained $U$ -statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps ...
S. Janson
semanticscholar +1 more source
Weak Convergence (IA). Sequences of Random Vectors [PDF]
, 2016 (English) This monograph aims at presenting the core weak convergence theory for sequences of random vectors with values in $\mathbb{R}^k$. In some places, a more general formulation in metric spaces is provided. It lays out the necessary foundation that
G. Lo, Modou Ngom, T. A. Kpanzou
semanticscholar +1 more source