A law of the iterated logarithm for the sample covariance matrix.
Sepanski, Steven J. (2003)
Electronic Communications in Probability [electronic only]
Ali Khan, Tämur, Devroye, Luc, Neininger, Ralph (2005)
Electronic Communications in Probability [electronic only]
van Huu Nguyen (1979)
Commentationes Mathematicae Universitatis Carolinae
Deo, Chandrakant M. (1976)
Portugaliae mathematica
Vysotskiĭ, V.V. (2005)
Journal of Mathematical Sciences (New York)
Anna Kula (2011)
Banach Center Publications
The q-convolution is a measure-preserving transformation which originates from non-commutative probability, but can also be treated as a one-parameter deformation of the classical convolution. We show that its commutative aspect is further certified by the fact that the q-convolution satisfies all of the conditions of the generalized convolution (in the sense of Urbanik). The last condition of Urbanik's definition, the law of large numbers, is the crucial part to be proved and the non-commutative...
S.K. Basu (1984)
Metrika
Vincent Vargas (2006)
Annales de l'I.H.P. Probabilités et statistiques
Van Der Hofstad, Remco W., Kager, Wouter, Müller, Tobias (2009)
Electronic Communications in Probability [electronic only]
Émile Le Page, Marc Peigné (1997)
Annales de l'I.H.P. Probabilités et statistiques
Viviane Baladi, Aïcha Hachemi (2008)
Annales de l'I.H.P. Probabilités et statistiques
For large N, we consider the ordinary continued fraction of x=p/q with 1≤p≤q≤N, or, equivalently, Euclid’s gcd algorithm for two integers 1≤p≤q≤N, putting the uniform distribution on the set of p and qs. We study the distribution of the total cost of execution of the algorithm for an additive cost function c on the set ℤ+* of possible digits, asymptotically for N→∞. If c is nonlattice and satisfies mild growth conditions, the local limit theorem was proved previously by the second named author....
Roitershtein, Alexander (2005)
Electronic Communications in Probability [electronic only]
G. Leigh (1986)
Acta Arithmetica
Petr Lachout (1986)
Commentationes Mathematicae Universitatis Carolinae
Sethuraman, S., Varadhan, S.R.S. (2005)
Electronic Journal of Probability [electronic only]
U. Franz (1998)
Banach Center Publications
A randomized q-central or q-commutative limit theorem on a family of bialgebras with one complex parameter is shown.
M.L. Puri, D. Pfeifer, P. Deheuvels (1989)
Semigroup forum
Roland Speicher (1992)
Mathematische Zeitschrift
Romuald Lenczewski (1998)
Studia Mathematica
We state and prove a noncommutative limit theorem for correlations which are homogeneous with respect to order-preserving injections. The most interesting examples of central limit theorems in quantum probability (for commuting, anticommuting, and free independence and also various q-qclt's), as well as the limit theorems for the Poisson law and the free Poisson law are special cases of the theorem. In particular, the theorem contains the q-central limit theorem for non-identically distributed variables,...
Dalibor Volný (1987)
Commentationes Mathematicae Universitatis Carolinae