**0**

votes

**0**answers

16 views

### Luria-Delbrueck model with deterministic gompertz growth of the wild type

i'm currently looking at a problem from population dynamics. The assumption is that a colony of wild-type cells growth according to the "gompertz-function"
$f(t)=m^{1-\exp(-\lambda_0 t)}$
where $m$ ...

**1**

vote

**1**answer

163 views

### Central limit theorem and convergence of means [closed]

If $Z_1,Z_2,Z_3,\ldots$ are i.i.d. with $P(Z_i=-1) = P(Z_i=+1) = \frac 12,$ then we have by the Central Limit Theorem that $\frac{\sum_{i=1}^n Z_i}{\sqrt{n}}\stackrel{d}{\to} \mathcal{N}(0,1),$ so ...

**1**

vote

**0**answers

76 views

### References on law of large numbers, CLT and iterated logarithm laws

Having access to those references, accumulating many results in one domain is always a bless, like Feller's book in probability, Dembo-Zeitouni's large deviation, Grimmett's percolation and recent ...

**2**

votes

**1**answer

65 views

### Lyapunov Exponents for independent-nonidentically distributed matrices?

My question is highlighted in bold at the end.
$\mathrm{\underline{Background}}$
Consider a product of i.i.d. $d\times d$ random matrices $A_{i}$
(with $\mathbb{E}\log\left\Vert A_{i}\right\Vert ...

**2**

votes

**2**answers

183 views

### Intuition on Lindeberg condition

I want to know how Lindeberg came up with the condition which is sufficient for CLT to hold ? What is the intuition behind such an expression ?

**5**

votes

**1**answer

226 views

### Convergence rate of the central limit theorem near the center of the distribution

I'm looking for fast convergence rates for the central limit theorem - when we are not near the tails of the distribution.
Specifically, from the general convergence rates stated in the Berry–Esseen ...

**2**

votes

**0**answers

45 views

### Convergence of Symmetric Iterative Proportional Fitting

Let $A$ denote a symmetric matrix of non-negative entries, whose rows (and columns) sum up to the all-positive vector $d := A\mathbf{1}$ with $\mathbf{1}$ the all-one-vector. Denote $D := diag(d)$ by ...

**4**

votes

**0**answers

111 views

### Pettis Integrability and Laws of Large Numbers

Let $(\Omega, \mathcal F, \mathbb P)$ be a probability space, and let $V$ be a topological vector space with a dual space that separates points. Let $v_n : \Omega \to V$ be a sequence of Pettis ...

**1**

vote

**1**answer

147 views

### Asymptotically independent increments random elements: Billingsley Ch:$4$

Let $X_n$ be random elements of $D$ (space of cad lag functions on $[0,1]$ as domain). $X_n$ has asymptotically independents if $0\leq s_1 \leq t_1 \leq s_2 \leq \ldots < s_r \leq t_r \leq 1$, then ...

**3**

votes

**1**answer

178 views

### Law of Iterated Logarithm for autoregressive process

Suppose that $\{X_i\}$ is an $\mathrm{AR}(r)$, defined by:
$X_{i}= h(i) + \varepsilon_i $,
$h(i)=\alpha_1 X_{i-1} + \dots + \alpha_{r} X_{i-r}$
where $\{\varepsilon_i\}$ are i.i.d. ${\cal ...

**4**

votes

**1**answer

243 views

### Donsker Theorem Billingsley

Theorems $16.1$ and $16.3$ in Billingsley Convergence of measures.
$16.1$ reads : Random variables $u_1,\ldots$ on $(\Omega,\mathcal{B},\mathbb P)$
and are i.i.d. with $0$ mean and finite variance ...

**8**

votes

**1**answer

376 views

### Generalized central limit theorem

I am looking for a generalized central limit theorem for non-square integrable stationary sequences. More precisely I suspect that when $(X_j)_{j\geqslant 1}$ is a stationary sequence such that $X_i$ ...

**12**

votes

**1**answer

791 views

### Intuition of law of iterated logarithm?

Let $X_i$ be iid random variables with $EX_i = 0$ and $Var X_i=1$ and $S_n=X_1+\cdots+X_n$. Then the law of the iterated logarithm says almost everywhere we have
...

**4**

votes

**0**answers

249 views

### Stable local limit theorems

Consider a sequence of integer valued indentically distributed centered independent random variables $X_1, X_2, \ldots$ with the additional condition that the support of $X_1$ is aperiodic. Suppose ...

**4**

votes

**6**answers

434 views

### CLT for stationary sequences with infinte variance

There is a well-known central limit theorem for as a stationary sequences.
If $( X_n )_n$ is a sationary sequence and $E X_n=0$ then under suitable mixing conditions the sequence $S_n := ...