almost sure limit theorems
On strong and almost sure local limit theorems for a probabilistic model of the Dickman distribution
... P(Z k = 1) = 1/k = 1 − P(Z k = 0) (k > 1) and put T n := P 16k6n kZ k . It is then known that T n /n converges weakly to a real random variable D with density proportional to the Dickman function, defined by the ...
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Variations around Eagleson's Theorem on mixing limit theorems for dynamical systems
... 1. Almost sure limit theorems In this section, we discuss a version of Eagleson’s result that applies to almost sure limit ...an almost sure limit ...
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A moment approach for the almost sure central limit theorem for martingales
... [13] Lai T. L., Wei C. Z., 1982. Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems. Ann. Statist. 10, 154-166. [14] Lifshits M., 2002. ...
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Moment bounds and central limit theorems for Gaussian subordinated arrays
... This paper is devoted to the proof of two new results concerning functions of Gaussian vectors. The first one (Lemma 1 of Section 2) is a moment bound for “off-diagonal” sums of products of functions of Gaussian vectors ...
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Limit theorems for spatio-temporal models with long-range dependence
... of limit behavior of heavy-tailed duration models whose spatial version is the random grain model in ( ...the limit distribution of the aggregated traffic as the time scale T and the number of sources M ...
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Local limit theorems in relatively hyperbolic groups I : rough estimates
... As we saw, free products provide a great source of examples for local limit theorems. There are several equivalent ways of defining relatively hyperbolic groups (see Section 2 for more details). If Ω is a ...
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Bounds on Regeneration Times and Limit Theorems for Subgeometric Markov Chains
... k=0 r(k)f (X k )] is not always easy, we will consider bounds for this quantity derived from a ”subgeometric” condition re- cently introduced in Douc et al. (2004), which might be seen, in the subgeomet- rical case, as ...
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Central Limit Theorems and Quadratic Variations in terms of Spectral Density
... Central Limit Theorems of Breuer Major on stationary Gaussian time series, which generalizes to particular triangular ...Central Limit Theorems in this ...
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Limit theorems for additive functionals of a Markov chain
... ond moment, one expects that the central limit theorem holds for N −1/2 S N , as N → +∞. This, of course, requires some assumptions about the rate of the decay of correlations of the chain, as well as hypotheses ...
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Central Limit Theorems for arrays of decimated linear processes
... [2] R. J. Bhansali, L. Giraitis, and P. S. Kokoszka. Approximations and limit theory for quadratic forms of linear processes. Stochastic Process. Appl., 117(1):71–95, 2007. [3] P. Billingsley. Convergence of ...
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Limit theorems for some branching measure-valued processes
... 2E[(τ Hx + 1)f (Hx)] τ x + 2 − f(x) . 3.2. Many-to-one formulas. In order to compute our limit theorem, we need to control the second moment. As in [5], we begin by describing the population over the whole ...
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Probabilistic modeling in finance and biology - Limit theorems and applications
... L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignemen[r] ...
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Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
... H l (θ, x) = θ + γ l H(θ, x). In this latter case, it is assumed that the best values for θ are the solutions of the equation R H(θ, x)π(dx) = 0. Since the pioneer work of Gilks et al. (1998); Holden (1998); Haario et ...
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Central Limit Theorems for the Brownian motion on large unitary groups
... [MSS07] J.A. Mingo, P. ´ Sniady, R. Speicher Second order freeness and fluctuations of random matrices. II. Unitary random matrices. Adv. Math. 209 (2007), no. 1, 212–240. [PSV77] G. C. Papanicolaou, D. Stroock, S. R. S. ...
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Central Limit Theorems for Linear Statistics of Heavy Tailed Random Matrices
... Note that the speed of the central limit theorem is N −1/2 as for independent integrable random variables, but differently from what happens for standard Wigner’s matrices. This phenomenon has also already been ...
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Central Limit Theorems for Stochastic Approximation with controlled Markov chain dynamics
... 2 A Central Limit Theorem for Stochastic Approximation 8 θ ⋆ | ≤ δ}. In most contributions, rates of convergence are derived under the con- dition (7) (see e.g. the recent works by Pelletier [23] and Lelong ...
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An almost-sure estimate for the mean of generalized $Q$-multiplicative functions of modulus $1$
... given by ajQj, the compact group ZQ being endowed with its normalized Haar measure M, and clearly. In this article, we show roughly speaking that although the relatio[r] ...
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On limit theorems and backward stochastic differential equations via Malliavin calculus
... Dans cette partie de notre travail, nous mettons en oeuvre les techniques du calcul de Malliavin combinées à la méthode de Stein afin de determiner, dans un cadre gaussien, des bornes de [r] ...
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Limit theorems for extreme value estimates of point processes boundaries
... Unité de recherche INRIA Rhône-Alpes 655, avenue de l’Europe - 38330 Montbonnot-St-Martin France Unité de recherche INRIA Lorraine : LORIA, Technopôle de Nancy-Brabois - Campus scientifi[r] ...
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Growth of normalizing sequences in limit theorems for conservative maps
... α = 2 and L(n) = 1, this is an instance of the classical central limit theorem. (2) When T preserves m and m has infinite mass, one obtains different limits. Let α ∈ [0, 1) (we exclude α = 1 to avoid degenerate ...
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