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arXiv 2012.09219math.PR
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格型随机变量和分布的区间型局部极限定理

Interval Type Local Limit Theorems for Lattice Type Random Variables and Distributions

Michael Fleermann, Werner Kirsch, Gabor Toth

摘要:

本文对格上一元和多元分布的局部极限定理给出了一个新的解释。我们表明,-给定一个局部极限定理在标准意义上的分布近似以及极限分布,均匀的可能衰减长度的间隔。我们确定的最大允许的衰减速度的间隔长度。进一步,我们证明了对于连续分布,区间型局部律成立,而对区间长度没有任何衰减速度限制。我们表明,各种例子适合在这个框架内,如i.i.d.的标准化总和。随机向量或由来自统计力学的多维自旋模型引起的相关随机向量。

英文摘要:

In this paper, we propose a new interpretation of local limit theorems for univariate and multivariate distributions on lattices. We show that - given a local limit theorem in the standard sense - the distributions are approximated well by the limit distribution, uniformly on intervals of possibly decaying length. We identify the maximally allowable decay speed of the interval lengths. Further, we show that for continuous distributions, the interval type local law holds without any decay speed restrictions on the interval lengths. We show that various examples fit within this framework, such as standardized sums of i.i.d. random vectors or correlated random vectors induced by multidimensional spin models from statistical mechanics.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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