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We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5 (1977) 616--621] and motivated by Gordin [Soviet Math.…

Probability · Mathematics 2007-05-23 Magda Peligrad , Sergey Utev

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

Let $\mathbb{F}_q$ be the finite field of order $q$, and $\mathcal{A}$ a non-empty proper subset of $\mathbb{F}_q$. Let $\mathbf{M}$ be a random $m \times n$ matrix of rank $r$ over $\mathbb{F}_q$ taken with uniform distribution. It was…

Number Theory · Mathematics 2024-09-17 Chin Hei Chan , Maosheng Xiong

This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form $X_k =…

Probability · Mathematics 2012-07-13 Mohamed El Machkouri , Dalibor Volny , Wei Biao Wu

We prove a nonconventional invariance principle (functional central limit theorem) for random fields.

Probability · Mathematics 2012-01-24 Yuri Kifer

A Central Limit Theorem for non-commutative random variables is proved using the Lindeberg method. The theorem is a generalization of the Central Limit Theorem for free random variables proved by Voiculescu. The Central Limit Theorem in…

Probability · Mathematics 2007-09-03 Vladislav Kargin

We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…

Probability · Mathematics 2012-08-14 John Pardon

A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…

Probability · Mathematics 2014-10-02 Richard C. Bradley , Zbigniew J. Jurek

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

Probability · Mathematics 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…

Probability · Mathematics 2025-01-07 Jonathan C. Mattingly , Ezra Miller , Do Tran

A central limit theorem is proved for the free energy of the random field Ising model with all plus or all minus boundary condition, at any temperature (including zero temperature) and any dimension. This solves a problem posed by Wehr and…

Mathematical Physics · Physics 2019-03-29 Sourav Chatterjee

The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of…

Probability · Mathematics 2022-05-03 Vassili Kolokoltsov

We prove a central limit theorem for a random field generated by d commuting probability preserving transformations; the martingale is given by a commuting filtration (cf. D. Khosnevisan, Multiparameter Processes, Springer 2002). The result…

Probability · Mathematics 2015-04-10 Dalibor Volny

In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…

Probability · Mathematics 2013-05-06 Y. -X. Ren , R. Song , R. Zhang

We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…

Probability · Mathematics 2024-04-22 Anja Sturm , Moritz Wemheuer

In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.

Probability · Mathematics 2007-08-01 Yu Miao

We prove a Central Limit Theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.

Probability · Mathematics 2012-11-27 G. Aletti , C. May , P. Secchi

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

Probability · Mathematics 2007-05-23 Erwin Bolthausen , Christine Ritzmann

A sharp version of the Central Limit Theorem for linear combinations of iterates of an inner function is proved. The authors previously showed this result assuming a suboptimal condition on the coefficients of the linear combination. Here…

Complex Variables · Mathematics 2024-07-25 Artur Nicolau , Odí Soler i Gibert

The Rotar central limit theorem is a remarkable theorem in the non-classical version since it does not use the condition of asymptotic infinitesimality for the independent individual summands, unlike the theorems named Lindeberg's and…

Probability · Mathematics 2023-09-26 Tran Loc Hung