A Central Limit Theorem for the Number of Success Runs: an Example of Regenerative Processes

Central Limit Theorem in Multitype Branching Random Walk

A discrete time multitype (p-type) branching random walk on the real line R is considered. The positions of the j-type individuals in the n-th generation form a point process. The asymptotic behavior of these point processes, when the generation size tends to infinity, is studied. The central limit theorem is proved.

The Local Limit Theorem: A Historical Perspective

The local limit theorem describes how the density of a sum of random variables follows the normal curve. However the local limit theorem is often seen as a curiosity of no particular importance when compared with the central limit theorem. Nevertheless the local limit theorem came first and is in fact associated with the foundation of probability theory by Blaise Pascal and Pierre de Fer...

Algorithms for Computing Limit distributions of Oscillating Systems with Finite Capacity

We address the batch arrival  systems with finite capacity under partial batch acceptance strategy where service times or rates oscillate between two forms according to the evolution of the number of customers in the system. Applying the theory of Markov regenerative processes and resorting to Markov chain embedding, we present a new algorithm for computing limit distributions of the number cus...

Central and Local Limit Theories in Markov Dependent Random Variables

A functional central limit theorem for regenerative chains

Using the regenerative scheme of [8], we establish a functional central limit theorem (FCLT) for discrete time stochastic processes (chains) with summable memory decay. Furthermore, under stronger assumptions on the memory decay, we identify the limiting variance in terms of the process only. As applications, we define classes of binary autoregressive processes and power-law Ising chains for wh...