Local Limit Theorem Research Articles

Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems

We study Edgeworth expansions in limit theorems for self-normalized sums. Non-uniform bounds for expansions in the central limit theorem are established while imposing only minimal moment conditions. Within this result, we address the case of non-integer moments leading to a reduced remainder. Furthermore, we provide non-uniform bounds for expansions in local limit theorems. The enhanced tail accuracy of our non-uniform bounds allows for deriving an Edgeworth-type expansion in the entropic central limit theorem as well as a central limit theorem in total variation distance for self-normalized sums.

Local central limit theorem for gradient field models

Local central limit theorem for gradient field models

Exact Convergence Rate of the Local Limit Theorem for a Branching Random Walk in ℤd with a Random Environment in Time

Exact Convergence Rate of the Local Limit Theorem for a Branching Random Walk in ℤd with a Random Environment in Time

Local Limit Theorems for q-Multinomial and Multiple Heine Distributions

Local Limit Theorems for q-Multinomial and Multiple Heine Distributions

A Conditioned Local Limit Theorem for Nonnegative Random Matrices

A Conditioned Local Limit Theorem for Nonnegative Random Matrices

Explicit constants in the nonuniform local limit theorem for Poisson binomial random variables

In a recent paper the authors proved a nonuniform local limit theorem concerning normal approximation of the point probabilities P(S=k)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$P(S=k)$\\end{document} when S=∑i=1nXi\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$S=\\sum_{i=1}^{n}X_{i}$\\end{document} and X1,X2,…,Xn\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$X_{1},X_{2},\\ldots ,X_{n}$\\end{document} are independent Bernoulli random variables that may have different success probabilities. However, their main result contained an undetermined constant, somewhat limiting its applicability. In this paper we give a nonuniform bound in the same setting but with explicit constants. Our proof uses Stein’s method and, in particular, the K-function and concentration inequality approaches. We also prove a new uniform local limit theorem for Poisson binomial random variables that is used to help simplify the proof in the nonuniform case.

Central Limit Theorems via Analytic Combinatorics in Several Variables

The field of analytic combinatorics is dedicated to the creation of effective techniques to study the large-scale behaviour of combinatorial objects. Although classical results in analytic combinatorics are mainly concerned with univariate generating functions, over the last two decades a theory of analytic combinatorics in several variables (ACSV) has been developed to study the asymptotic behaviour of multivariate sequences. In this work we survey ACSV from a probabilistic perspective, illustrating how its most advanced methods provide efficient algorithms to derive limit theorems, and comparing the results to past work deriving limit theorems. Using the results of ACSV, we provide a SageMath package that can automatically compute (and rigorously verify) limit theorems for a large class of combinatorial generating functions. To illustrate the techniques involved, we also establish an explicit local central limit theorems for a family of combinatorial classes whose generating functions are linear in the variables tracking each parameter. Applications covered by this result include the distribution of cycles in certain restricted permutations (proving a limit theorem stated as a conjecture in recent work of Chung et al.), integer compositions, and n-colour compositions with varying restrictions and values tracked. Key to establishing these explicit results in an arbitrary dimension is an interesting symbolic determinant, which we compute by conjecturing and then proving an appropriate LU-factorization. It is our hope that this work provides readers a blueprint to apply the powerful tools of ACSV in their own work, making them more accessible to combinatorialists, probabilists, and those in adjacent fields.

On the Local Central Limit Theorem for Interacting Spin Systems

On the Local Central Limit Theorem for Interacting Spin Systems

ASYMPTOTIC NORMALITY OF THE COEFFICIENTS OF THE MORGAN-VOYCE POLYNOMIALS

We study arithmetic and asymptotic properties of polynomials provided by Qn(x):=x∑k=1nkQn-k(x)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$Q_n(x):= x \\sum _{k=1}^n k \\, Q_{n-k}(x)$$\\end{document} with initial value Q0(x)=1\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$Q_0(x)=1$$\\end{document}. The coefficients satisfy a central limit theorem and a local limit theorem involving Fibonacci numbers. We apply the methods of Berry and Esseen, Harper, Bender, and Canfield.

Limit theorems for a branching random walk in a random or varying environment

We consider a branching random walk on the real line with a stationary and ergodic environment (ξn) indexed by time, in which a particle of generation n gives birth to a random number of particles of the next generation, which move on the real line; the joint distribution of the number of children and their displacements on the real line depends on the environment ξn at time n. Let Zn be the counting measure at time n, which counts the number of particles of generation n situated in a Borel set of the real line. For the case where the corresponding branching process is supercritical, we establish limit theorems such as large and moderate deviation principles, central and local limit theorems on the counting measures Zn, convergence of the free energy, law of large numbers on the leftmost and rightmost positions at time n, and the convergence to infinite divisible laws. The varying environment case is also considered.

On the local limit theorems for linear sequences of lower psi-mixing Markov chains

In this paper we investigate the local limit theorem for partial sums of linear sequences of the form Xj=∑i∈Zaiξj−i. Here (ai)i∈Z is a sequence of constants satisfying ∑i∈Zai2<∞ and (ξi)i∈Z are functions of a stationary Markov chain with mean zero and finite second moment. The Markov chain is assumed to satisfy one-sided lower psi-mixing condition.

Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model

We present on-diagonal heat kernel estimates and quantitative homogenization statements for the one-dimensional Bouchaud trap model. The heat kernel estimates are obtained using standard techniques, with key inputs coming from a careful analysis of the volume growth of the invariant measure of the process under study. As for the quantitative homogenization results, these include both quenched and annealed Berry–Esseen-type theorems, as well as a quantitative quenched local limit theorem. Whilst the model we study here is a particularly simple example of a random walk in a random environment, we believe the roadmap we provide for establishing the latter result in particular will be useful for deriving quantitative local limit theorems in other, more challenging, settings.

Some properties of combinatorial triangles related to Horadam polynomials

The Horadam polynomials unify many well-known polynomials, such as the Fibonacci polynomials, the Lucas polynomials, the Pell polynomials, the Jacobsthal polynomials and the Chebyshev polynomials. We investigate some properties of various combinatorial triangles related to Horadam polynomials, including their properties as almost-Riordan arrays and Riordan arrays, their total positivity, the real-rootedness of the generating functions of their rows, and the asymptotic normality (by central and local limit theorems).

Classical and almost sure local limit theorems

Classical and almost sure local limit theorems

Локальная предельная теорема для ветвящихся случайных систем Гальтона–Ватсона с иммиграцией и бесконечной дисперсией

The paper considers a stochastic population growth model, which is the critical Galton-Watson stochastic branching system allowing immigration. We consider the case when the mathematical expectation of the law of influx of immigrant particles and the variance of the law of reproduction of aboriginal particles have infinite values. The asymptotic properties of transition probabilities are studied in the case when the states of the system are irreversible. For this case, a local limit theorem has been established.

A local central limit theorem for random walks on expander graphs

A local central limit theorem for random walks on expander graphs

Local central limit theorem for real eigenvalue fluctuations of elliptic GinOE matrices

Local central limit theorem for real eigenvalue fluctuations of elliptic GinOE matrices

Exotic local limit theorems at the phase transition in free products

Exotic local limit theorems at the phase transition in free products

Quenched limit theorems for expanding on average cocycles

We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method for nonautonomous dynamics developed by [D. Dragičević, G. Froyland, C. Gonzàlez-Tokman and S. Vaienti, A spectral approach for quenched limit theorems for random expanding dynamical systems, Commun. Math. Phys. 360 (2018) 1121–1187], to deal with the case of random dynamics that exhibits nonuniform decay of correlations, which are ubiquitous in the context of the multiplicative ergodic theory.

Large deviation local limit theorems and limits of biconditioned planar maps

Large deviation local limit theorems and limits of biconditioned planar maps