The Radon-Nikodym theorem for random measures

Translated from Ukrainskii Materaaticheskii Zhurnal, Vol. 41, No. 1, pp. 63–67, January, 1989.     

Limit theorem concerning random mapping patterns

Mapping patterns may be represented by unlabelled directed graphs in which each point has out-degree one. Assuming uniform probability distribution on the set of all mapping patterns onn points, we obtain limit distributions of some characteristics associated with the graphs of mapping patterns (connected and disconnected), asn. In particular, we study the number of points belonging to cycles, the number of cycles and components having prescribed (fixed) number of points and the total number of components.     

Limit theorem for a random walk in a reversible random environment

Institute of Mathematics and Cybernetics, Academy of Sciences of the Lithuanian SSR. Translated from Litovskii Matematicheskii Sbornik (Lietuvos Matematikos Rinkinys), Vol. 29, No. 4, pp. 627–644, October–December, 1989.     

Central limit theorem for associated random variables

In this paper, we investigate an functional central limit theorem for a nonstatioaryd-parameter array of associated random variables applying the criterion of the tightness condition in Bickel and Wichura[1971]. Our results imply an extension to the nonstatioary case of invariance principle of Burton and Kim(1988) and analogous results for thed-dimensional associated random measure. These results are also applied to show a new functional central limit theorem for Poisson cluster random variables.     

Central limit theorem for positively associated stationary random fields

Positively associated stationary random fields on d-dimensional integral lattice arise in various models of mathematical statistics, percolation theory, statistical physics, and reliability theory. In this paper, we shall be concerned with a field with covariance functions satisfying a more general condition than summability. A criterion for the validity of the central limit theorem (CLT) for partial sums of a field from this class is established. The sums are taken over an increasing nest of parallelepipeds or cubes. The well-known conjecture of Newman stated that for an associated stationary random field the above condition on the covariance function should force the CLT to hold. As was shown by N. Herrndorf and A. P. Shashkin, this conjecture fails already for d = 1. In the present paper, the uniform integrability of the squared partial sums is shown as being of key importance for the CLT to hold. Thus, an extension of Lewis’s theorem proved for a sequence of random variables is obtained. Also, it is indicated how to modify Newman’s conjecture for any d. A representation of variances of partial sums of a field by means of slowly varying functions of several arguments is used in an essential way.     

A central limit theorem for integrals with respect to random measures

Integrals with respect to stationary random measures are considered. A central limit theorem for such integrals is proved. The results are applied to obtain a functional central limit theorem for transformed solutions of the Burgers equation with random initial data.     

Limit theorem for the maximum of gaussian independent random variables in the spaceC

We generalize the well-known asymptotic equality for the maximum of real Gaussian random variables to the case of random variables with values in the spaceC.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 7, pp. 1006–1008, July, 1995.     

Limit theorem for the maximum of dependent Gaussian random elements in a Banach space

The well-known Nisio result on the asymptotie equality for the maximum of real-valued Gaussian random variables is generalized to the case of Gaussian random variables taking values in a Banach space.     

A Glivenko-Cantelli theorem for empirical measures of independent but non-identically distributed random variables

The bounded-dual-Lipschitz and Prohorov distances from the ‘empirical measure’ to the ‘average measure’ of independent random variables converges to zero almost surely if the sequence of average measures is tight. Three examples are also given.     

Limit theorems for random walks

We consider a random walk $S_{\tau }$ which is obtained from the simple random walk $S$ by a discrete time version of Bochner’s subordination. We prove that under certain conditions on the subordinator $\tau$ appropriately scaled random walk $S_{\tau }$ converges in the Skorohod space to the symmetric $\alpha$-stable process $B^{\alpha }$. We also prove asymptotic formula for the transition function of $S_{\tau }$ similar to the Pólya’s asymptotic formula for $B^{\alpha }$.     

Bandwidth theorem for random graphs

A graph G is said to have bandwidth at most b, if there exists a labeling of the vertices by 1,2,…,n, so that |i−j|?b whenever {i,j} is an edge of G. Recently, Böttcher, Schacht, and Taraz verified a conjecture of Bollobás and Komlós which says that for every positive r, Δ, γ, there exists β such that if H is an n-vertex r-chromatic graph with maximum degree at most Δ which has bandwidth at most βn, then any graph G on n vertices with minimum degree at least (1−1/r+γ)n contains a copy of H for large enough n. In this paper, we extend this theorem to dense random graphs. For bipartite H, this answers an open question of Böttcher, Kohayakawa, and Taraz. It appears that for non-bipartite H the direct extension is not possible, and one needs in addition that some vertices of H have independent neighborhoods. We also obtain an asymptotically tight bound for the maximum number of vertex disjoint copies of a fixed r-chromatic graph H₀ which one can find in a spanning subgraph of G(n,p) with minimum degree (1−1/r+γ)np.     

Visiting measures and an ergodic theorem for a sequence of iterations with random perturbations

By using local visiting measures, we describe the limit behavior of a sequence of iterations with random unequally distributed perturbations. As a corollary, we obtain a version of the local ergodic theorem. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 1, pp. 123–127, January, 1999.     

Limit theorems for random processes with random time substitution

In this paper we prove a theorem on sufficient conditions for the convergence in the Skorokhod space D[0, 1] of a sequence of random processes with random time substitution. We obtain almost sure versions of this theorem.     

Limit theorems for random walks with dynamical random transitions

Let be an ergodic and conservative non-singular transformation of (, ,m) (thedynamic environment), let _w be a random probability on a locally compact second countable groupG, and define

Limit theorems for stationary random evolutions

On a separable Banach space, let A(ξ₁),A(ξ₂),... be a strictly stationary sequence of infinitesimal operators, centered so that EA(ξ_i) = 0, i = 1,2,.... This paper characterizes the limit of the random evolutions

as the solution to a martingale problem. This work is a direct extension of previous work on i.i.d. random evolutions.     

Limit theorems for random symmetric functions

In this paper, based on theorems for limit distributions of empirical power processes for the i.i.d. case and for the case with independent triangular arrays of random variables, we prove limit theorems for U- and V-statistics determined by generalized polynomial kernel functions. We also show that under some natural conditions the limit distributions can be represented as functionals on the limit process of the normed empirical power process. We consider the one-sample case, as well as multi-sample cases. Dedicated to Professor V. M. Zolotarev on his sixty-fifth birthday. Supported by the Hungarian National Foundation for Scientific Research (grant No. T1666). Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, Russia, 1996, Part I.     

Limit laws for UGROW random graphs

Representations are found for a limit law L(Z(k,p))$L\left(Z(k,p)\right)$ obtained from an expanding sequence of random forests containing n$n$ nodes with p∈(0,1]$p\in (0,1]$ a probability controlling bond formation. One implies that Z(k,p)$Z(k,p)$ is stochastically decreasing as k$k$ increases and that norming gives an exponential limit law. Limit theorems are given for the order of component trees. The proofs exploit properties of the gamma function.     

Limit theorem for a supercritical Galton-Watson process

Letμ _n, n = 0, 1, ..., be a Galton-Watson process, and τ_x + 1 the instant of first crossing of the level x by the process. A limit theorem is proved for the joint distribution of the random variables $$\tau _x ,x - \mu _{\tau _x } ,\mu _{\tau _x + 1} - x(x \to \infty )$$ on the assumption that Mμ₁ In (1 + μ₁) < ∞.