Continuity and the central limit theorem for random trigonometric series

1978 ◽  
Vol 42 (1) ◽  
pp. 35-56 ◽  
Author(s):  
Michael B. Marcus
1982 ◽  
Vol 87 ◽  
pp. 79-94 ◽  
Author(s):  
Takafumi Murai

We denote by Z+ the semi-group of positive integers. For a subset E of Z+, we denote by |E| (≦ + ∞) its cardinal number and by E(n) the intersection of E and an interval [1, n) (n ≧ 1). We shall identify a subset E of Z+ with a sequence, arranging elements of E according to their order.


2021 ◽  
Vol 36 (2) ◽  
pp. 243-255
Author(s):  
Wei Liu ◽  
Yong Zhang

AbstractIn this paper, we investigate the central limit theorem and the invariance principle for linear processes generated by a new notion of independently and identically distributed (IID) random variables for sub-linear expectations initiated by Peng [19]. It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov’s central limit theorem and invariance principle to the case where probability measures are no longer additive.


Author(s):  
Felix Herold ◽  
Daniel Hug ◽  
Christoph Thäle

AbstractPoisson processes in the space of $$(d-1)$$ ( d - 1 ) -dimensional totally geodesic subspaces (hyperplanes) in a d-dimensional hyperbolic space of constant curvature $$-1$$ - 1 are studied. The k-dimensional Hausdorff measure of their k-skeleton is considered. Explicit formulas for first- and second-order quantities restricted to bounded observation windows are obtained. The central limit problem for the k-dimensional Hausdorff measure of the k-skeleton is approached in two different set-ups: (i) for a fixed window and growing intensities, and (ii) for fixed intensity and growing spherical windows. While in case (i) the central limit theorem is valid for all $$d\ge 2$$ d ≥ 2 , it is shown that in case (ii) the central limit theorem holds for $$d\in \{2,3\}$$ d ∈ { 2 , 3 } and fails if $$d\ge 4$$ d ≥ 4 and $$k=d-1$$ k = d - 1 or if $$d\ge 7$$ d ≥ 7 and for general k. Also rates of convergence are studied and multivariate central limit theorems are obtained. Moreover, the situation in which the intensity and the spherical window are growing simultaneously is discussed. In the background are the Malliavin–Stein method for normal approximation and the combinatorial moment structure of Poisson U-statistics as well as tools from hyperbolic integral geometry.


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