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.     

On scaling limits and Brownian interlacements

We consider continuous time interlacements on ? ^d , d ≥ 3, and investigate the scaling limit of their occupation times. In a suitable regime, referred to as the constant intensity regime, this brings Brownian interlacements on ? ^d into play, whereas in the high intensity regime the Gaussian free field shows up instead. We also investigate the scaling limit of the isomorphism theorem of [40]. As a by-product, when d = 3, we obtain an isomorphism theorem for Brownian interlacements.     

Central Limit Theorems for Asymptotically Negatively Associated Random Fields

Abstract The aim of this paper is to investigate the central limit theorems for asymptotically negatively dependent random fields under lower moment conditions or the Lindeberg condition. Results obtained improve a central limit theorem of Roussas [11] for negatively assiated fields and the main results of Su and Chi [18], and also include a central limit of theorem for weakly negatively associated random variables similar to that of Burton et al. [20]. Research supported by National Natural Science Foundation of China (No. 19701011)     

Intrinsic volumes of the maximal polytope process in higher dimensional STIT tessellations

Stationary and isotropic iteration stable random tessellations are considered, which are constructed by a random process of iterative cell division. The collection of maximal polytopes at a fixed time t within a convex window W⊂R^d is regarded and formulas for mean values, variances and a characterization of certain covariance measures are proved. The focus is on the case d≥3, which is different from the planar one, treated separately in Schreiber and Thäle (2010) [12]. Moreover, a limit theorem for suitably rescaled intrinsic volumes is established, leading — in sharp contrast to the situation in the plane — to a non-Gaussian limit.     

A central limit theorem for branching Brownian motion with random immigration

We establish a central limit theorem for a branching Brownian motion with random immigration under the annealed law,where the immigration is determined by another branching Brownian motion.The limit is a Gaussian random measure and the normalization is t3/4for d=3 and t1/2for d≥4,where in the critical dimension d=4 both the immigration and the branching Brownian motion itself make contributions to the covariance of the limit.     

A central limit theorem for D(A)-valued processes

Let D(A) be the space of set-indexed functions that are outer continuous with inner limits, a generalization of D[0, 1]. This paper proves a central limit theorem for triangular arrays of independent D(A) valued random variables. The limit processes are not restricted to be Gaussian, but can be quite general infinitely divisible processes. Applications of the theorem include construction of set-indexed Lévy processes and a unified central limit theorem for partial sum processes and generalized empirical processes. Results obtained are new even for the D[0, 1] case.     

Some generalized limit theorems concerning delayed sums of random sequence

For a sequence of arbitrarily dependent m-valued random variables (Xn) n∈N , the generalized strong limit theorem of the delayed average is investigated. In our proof, we improved the method proposed by Liu [6] . As an application, we also studied some limit properties of delayed average for inhomogeneous Markov chains.     

A general fibre theorem for moment problems and some applications

The fibre theorem [12] for the moment problem on closed semi-algebraic subsets of R ^d is generalized to finitely generated real unital algebras. As an application two new theorems on the rational multidimensional moment problem are proved. Another application is a characterization of moment functionals on the polynomial algebra R[x ₁,..., x _d ] in terms of extensions. Finally, the fibre theorem and the extension theorem are used to reprove basic results on the complex moment problem due to Stochel and Szafraniec [13] and Bisgaard [2].     

A functional central limit theorem for empirical processes under a strong mixing condition

This paper introduces a functional central limit theorem for empirical processes endowed with real values from a strictly stationary random field that satisfies an interlaced mixing condition. We proceed by using a common technique from Billingsley (Convergence of probability measures, Wiley, New York, 1999), by first obtaining the limit theorem for the case where the random variables of the strictly stationary ???-mixing random field are uniformly distributed on the interval [0, 1]. We then generalize the result to the case where the absolutely continuous marginal distribution function is not longer uniform. In this case we show that the empirical process endowed with values from the ???-mixing stationary random field, due to the strong mixing condition, doesn??t converge in distribution to a Brownian bridge, but to a continuous Gaussian process with mean zero and the covariance given by the limit of the covariance of the empirical process. The argument for the general case holds similarly by the application of a standard variant of a result of Billingsley (1999) for the space D(???, ??).     

Longtime behavior for the occupation time process of a super-Brownian motion with random immigration

Longtime behavior for the occupation time of a super-Brownian motion with immigration governed by the trajectory of another super-Brownian motion is considered. Central limit theorems are obtained for dimensions d⩾3 that lead to some Gaussian random fields: for 3⩽d⩽5, the field is spatially uniform, which is caused by the randomness of the immigration branching; for d⩾7, the covariance of the limit field is given by the potential operator of the Brownian motion, which is caused by the randomness of the underlying branching; and for d=6, the limit field involves a mixture of the two kinds of fluctuations. Some extensions are made in higher dimensions. An ergodic theorem is proved as well for dimension d=2, which is characterized by an evolution equation.     

Almost sure central limit theory for products of sums of partial sums

Consider a sequence of i.i.d. positive random variables. An universal result in almost sure limit theorem for products of sums of partial sums is established.We will show that the almost sure limit the...     

On the restricted convergence of generalized extreme order statistics

Generalized order statistics (gos) introduced by Kamps [8] as a unified approach to several models of order random variables (rv’s), e.g., (ordinary) order statistics (oos), records, sequential order statistics (sos). In a wide subclass of gos, included oos and sos, the possible limit distribution functions (df’s) of the maximum gos are obtained in Nasri-Roudsari [10]. In this paper, for this subclass, as the df of the suitably normalized extreme gos converges on an interval [c, d] to one of possible limit df’s of the extreme gos, the continuation of this (weak) convergence on the whole real line to this limit df is proved.     

Local Particles Numbers in Critical Branching Random Walk

Critical catalytic branching random walk on an integer lattice ? ^d is investigated for all d∈?. The branching may occur at the origin only and the start point is arbitrary. The asymptotic behavior, as time grows to infinity, is determined for the mean local particles numbers. The same problem is solved for the probability of the presence of particles at a fixed lattice point. Moreover, the Yaglom type limit theorem is established for the local number of particles. Our analysis involves construction of an auxiliary Bellman–Harris branching process with six types of particles. The proofs employ the asymptotic properties of the (improper) c.d.f. of hitting times with taboo. The latter notion was recently introduced by the author for a non-branching random walk on ? ^d .     

Some convergence results on quadratic forms for random fields and application to empirical covariances

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows isotropic and anisotropic models. We apply our limit theorems and those of Ginovian (J. Contemp. Math. Anal. 34(2):1?C15) to obtain the asymptotic behavior of the empirical covariances of Gaussian fields, which is a particular example of quadratic forms. We show that it is possible to obtain a Gaussian limit when the spectral density is not in L ². Therefore the dichotomy observed in dimension d?=?1 between central and non central limit theorems cannot be stated so easily due to possible anisotropic strong dependence in d?>?1.     

A remark on the CLT for a random walk in a random environment

We give a simplified proof, using elementary methods only, of the almost-sure central limit theorem (CLT) in any dimension for a Markov model of a random walk in a random environment introduced in [BMP].Mathematics Subject Classification (2000): 60F05, 60K37Revised version: 29 January 2004     

On the accuracy of normal approximation

The aim of the present paper is to obtain estimates of the speed of convergence in the central limit theorem in R^k for variation distance valid when (truncated) pseudo-moments are small enough. Together with the integral type estimates of Bhattacharya and Sweeting [5,6] the results of this paper lead to the integral type estimates in terms of pseudo-moments. Similar (but somewhat less general) results were anounced in [1].     

Limiting behavior for arrays of rowwise ρ *-mixing random variables

We study the limiting behavior of maximal partial sums for arrays of rowwise ?? ^*-mixing random variables and obtain some new results that improve the corresponding theorem of Zhu [M.H. Zhu, Strong laws of large numbers for arrays of rowwise ?? ^*-mixing random variables, Discrete Dyn. Nat. Soc., 2007, Article ID 74296, 6 pp., 2007].     

On the Local Time of Random Walks Associated with Gegenbauer Polynomials

The local time of random walks associated with Gegenbauer polynomials \(P_{n}^{(\alpha)}(x)\), x∈[?1,1], is studied in the recurrent case: \(\alpha\in [-\frac{1}{2},0]\). When α is nonzero, the limit distribution is given in terms of a Mittag-Leffler distribution. The proof is based on a local limit theorem for the random walk associated with Gegenbauer polynomials. As a by-product, we derive the limit distribution of the local time of some particular birth-and-death Markov chains on ?.     

Parameters for which the Griesmer bound is not sharp

We prove for a large class of parameters t and r that a multiset of at most tθ_d-k+rθ_d-k-2 points in PG(d,q) that blocks every k-dimensional subspace at least t times must contain a sum of t subspaces of codimension k.We use our results to identify a class of parameters for linear codes for which the Griesmer bound is not sharp. Our theorem generalizes the non-existence results from Maruta [On the achievement of the Griesmer bound, Des. Codes Cryptogr. 12 (1997) 83-87] and Klein [On codes meeting the Griesmer bound, Discrete Math. 274 (2004) 289-297].     

An efficient condition for a graph to be Hamiltonian

Let G=(V,E) be a 2-connected simple graph and let d_G(u,v) denote the distance between two vertices u,v in G. In this paper, it is proved: if the inequality d_G(u)+d_G(v)?|V(G)|-1 holds for each pair of vertices u and v with d_G(u,v)=2, then G is Hamiltonian, unless G belongs to an exceptional class of graphs. The latter class is described in this paper. Our result implies the theorem of Ore [Note on Hamilton circuits, Amer. Math. Monthly 67 (1960) 55]. However, it is not included in the theorem of Fan [New sufficient conditions for cycles in graph, J. Combin. Theory Ser. B 37 (1984) 221-227].