Théorèmes limites pour les temps locaux d'un processus stable symétrique
We propose stochastic versions of some theorems of W. J. Thron [14] on the speed of convergence of iterates for random-valued functions on cones in Banach spaces.
We prove that for s < 0, s-concave measures on ℝⁿ exhibit thin-shell concentration similar to the log-concave case. This leads to a Berry-Esseen type estimate for most of their one-dimensional marginal distributions. We also establish sharp reverse Hölder inequalities for s-concave measures.
Let us consider two independent renewal processes generated by appropriate sequences of life times. We say that a renewal time is accepted if in the time between a signal and the preceding one, some signal of the second process occurs. Our purpose is to analyze the sequences of accepted renewals. For simplicity we consider continuous and discrete time separately. In the first case we mainly consider the renewal process rarefied by the Poisson process, in the second we analyze the process generated...
In 1992, Speicher showed the fundamental fact that the probability measures playing the role of the classical Gaussian in the various non-commutative probability theories (viz. fermionic probability, Voiculescu’s free probability, and -deformed probability of Bożejko and Speicher) all arise as the limits in a generalized Central Limit Theorem. The latter concerns sequences of non-commutative random variables (elements of a -algebra equipped with a state) drawn from an ensemble of pair-wise commuting...