Related papers: Central Limit Theorem for Coloured Hard-Dimers
Let $K$ be a smooth convex set with volume one in $\BBR^d$. Choose $n$ random points in $K$ independently according to the uniform distribution. The convex hull of these points, denoted by $K_n$, is called a {\it random polytope}. We prove…
We complete the study of the model introduced in [11]. It is a two-color urn model with multiple drawing and random (non-balanced) time-dependent reinforcement matrix. The number of sampled balls at each time-step is random. We identify the…
We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the cumulant method.
We derive a central limit theorem for the mean-square of random waves in the high-frequency limit over shrinking sets. Our proof applies to any compact Riemannian manifold of arbitrary dimension, thanks to the universality of the local Weyl…
Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…
We introduce the notion of a random mean generated by a random variable and give a construction of its expected value. We derive some sufficient conditions under which strong laws of large numbers and some limit theorems hold for random…
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…
We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…
In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…
The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…
The central limit theorem is, with the strong law of large numbers, one of the two fundamental limit theorems in probability theory. Benjamin Jourdain and Alvin Tse have extended to non-linear functionals of the empirical measure of…
We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…
Generalized linear (GL-) statistics are defined as functionals of an U-quantile process and unify different classes of statistics such as U-statistics and L-statistics. We derive a central limit theorem for GL-statistics of strongly mixing…
We describe a proof of the Central Limit Theorem that has been formally verified in the Isabelle proof assistant. Our formalization builds upon and extends Isabelle's libraries for analysis and measure-theoretic probability. The proof of…
In this talk I first review at an elementary level a selection of central limit theorems, including some lesser known cases, for sums and maxima of uncorrelated and correlated random variables. I recall why several of them appear in…
We consider a multidimensional random walk in a product random environment with bounded steps, transience in some spatial direction, and high enough moments on the regeneration time. We prove an invariance principle, or functional central…
We investigate in this paper the distribution of the discrepancy of various lattice counting functions. In particular, we prove that the number of lattice points contained in certain domains defined by products of linear forms satisfies a…
We study cosmological polytopes induced by Erd\H{o}s--R\'enyi random graphs in a high-dimensional regime. These graph-based lattice polytopes form a natural model of random lattice polytopes in which geometric features are determined by the…
We consider the cardinality of supercritical oriented bond percolation in two dimensions. We show that, whenever the origin is conditioned to percolate, the process appropriately normalized converges asymptotically in distribution to the…
We compute the limit distribution for (centered and scaled) length of the longest increasing subsequence of random colored permutations. The limit distribution function is a power of that for usual random permutations computed recently by…