L'Hospital type results for monotonicity, with applications.
L'Hospital type rules for monotonicity: Applications to probability inequalities for sums of bounded random variables.
L'Hospital type rules for oscillation, with applications.
Limit distributions for sums of shrunken random variables [Book]
Limit laws for products of free and independent random variables
We determine the distributional behavior of products of free (in the sense of Voiculescu) identically distributed random variables. Analogies and differences with the classical theory of independent random variables are then discussed.
Limit laws for transient random walks in random environment on
We consider transient random walks in random environment on with zero asymptotic speed. A classical result of Kesten, Kozlov and Spitzer says that the hitting time of the level converges in law, after a proper normalization, towards a positive stable law, but they do not obtain a description of its parameter. A different proof of this result is presented, that leads to a complete characterization of this stable law. The case of Dirichlet environment turns out to be remarkably explicit.
Limit Measures Related to the Conditionally Free Convolution
We describe the limit measures for some class of deformations of the free convolution, introduced by A. D. Krystek and Ł. J. Wojakowski. In particular, we provide a counterexample to a conjecture from their paper.
Limit theorems for geometric functionals of Gibbs point processes
Observations are made on a point process in in a window of volume . The observation, or ‘score’ at a point , here denoted , is a function of the points within a random distance of . When the input is a Poisson or binomial point process, the large limit theory for the total score , when properly scaled and centered, is well understood. In this paper we establish general laws of large numbers, variance asymptotics, and central limit theorems for the total score for Gibbsian input ....
Limit theorems for Pareto-type distributions
Limit theorems for random fields [Book]
Limit theorems for randomly coarse grained continuous-time random walks [Book]
Limit theorems for some functionals with heavy tails of a discrete time Markov chain
Consider an irreducible, aperiodic and positive recurrent discrete time Markov chain (Xn,n ≥ 0) with invariant distribution μ. We shall investigate the long time behaviour of some functionals of the chain, in particular the additive functional S n = ∑ i = 1 n f ( X i ) for a possibly non square integrable functionf. To this end we shall link ergodic properties of the chain to mixing properties, extending known results in the continuous time case. We will then use existing results of convergence...
Limit theorems in free probability theory II
Based on an analytical approach to the definition of multiplicative free convolution on probability measures on the nonnegative line ℝ+ and on the unit circle we prove analogs of limit theorems for nonidentically distributed random variables in classical Probability Theory.
Limiting spectral distribution of circulant type matrices with dependent inputs.
Linear combination, product and ratio of normal and logistic random variables
The distributions of linear combinations, products and ratios of random variables arise in many areas of engineering. In this note, the exact distributions of , and are derived when and are independent normal and logistic random variables. The normal and logistic distributions have been two of the most popular models for measurement errors in engineering.
Lipschitzian norm estimate of one-dimensional Poisson equations and applications
By direct calculus we identify explicitly the lipschitzian norm of the solution of the Poisson equation in terms of various norms of g, where is a Sturm–Liouville operator or generator of a non-singular diffusion in an interval. This allows us to obtain the best constant in the L1-Poincaré inequality (a little stronger than the Cheeger isoperimetric inequality) and some sharp transportation–information inequalities and concentration inequalities for empirical means. We conclude with several illustrative...
Local limit approximations for Lagrangian distributions.
Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses
Logarithmic Sobolev inequality for zero-range dynamics: independence of the number of particles.
Lois indéfiniment divisibles et théorèmes de Ito-Nisio et Yuriskii