A simple invariance theorem
Probability
2007-05-23 v1 Mathematical Physics
math.MP
Abstract
We present a simple extension of Lindeberg's argument for the Central Limit Theorem to get a general invariance result. We apply the technique to prove results from random matrix theory, spin glasses, and maxima of random fields.
Cite
@article{arxiv.math/0508213,
title = {A simple invariance theorem},
author = {Sourav Chatterjee},
journal= {arXiv preprint arXiv:math/0508213},
year = {2007}
}