Related papers: Local limit theorems in free probability theory
This paper gives a comprehensive treatment of local uniqueness, asymptotics and numerics for intrinsic means on the circle. It turns out that local uniqueness as well as rates of convergence are governed by the distribution near the…
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…
In this note, we will survey the existing convergence results for random variables under sublinear expectations, and prove some new results. Concretely, under the assumption that the sublinear expectation has the monotone continuity…
There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…
In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…
The paper is devoted to the investigation of Esscher's transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal…
We study inhomogeneous random graphs with a finite type space. For a natural generalization of the model as a dynamic network-valued process, the paper establishes the following results: (a) Functional central limit theorems for the…
We prove a version of a general transfer theorem for random sequences with independent random indexes in the double array limit setting under relaxed conditions. We also prove its partial inverse providing the necessary and sufficient…
The stratified resampling mechanism is one of the resampling schemes commonly used in the resampling steps of particle filters. In the present paper, we prove a central limit theorem for this mechanism under the assumption that the initial…
We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly reinforced generalized Polya urns.
When modelling metapopulation dynamics, the influence of a single patch on the metapopulation depends on the number of individuals in the patch. Since there is usually no obvious natural upper limit on the number of individuals in a patch,…
We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…
We prove a central limit theorem for the entropic transportation cost between subgaussian probability measures, centered at the population cost. This is the first result which allows for asymptotically valid inference for entropic optimal…
We consider the edge-triangle model, a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. In the so-called replica symmetric regime, the limiting free energy exists together…
We obtain the analogue of the classical result by Erd\"os and Kac on the limiting distribution of the maximum of partial sums for exchangeable random variables with zero mean and variance one. We show that, if the conditions of the central…
We establish a central limit theorem for tensor product random variables $c_k:=a_k \otimes a_k$, where $(a_k)_{k \in \mathbb{N}}$ is a free family of variables. We show that if the variables $a_k$ are centered, the limiting law is the…
We established the rate of convergence in the central limit theorem for stopped sums of a class of martingale difference sequences.
A new functional for the entropy that is asymptotically correct both in the high and low density limits is proposed. The new form is [ S=S^{(id)}+S^{(ln)}+S^{(r)}+S^{(c)} ] where the new term S^{(c)} depends on the p-bodies density…
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…
In this article, we are interested in the high dimensional normal approximation of $T_n =\Big(\sum_{i=1}^{n}X_{i1}/\Big(\sqrt{\sum_{i=1}^{n}X_{i1}^2}\Big),\dots,$ $\sum_{i=1}^{n}X_{ip}/\Big(\sqrt{\sum_{i=1}^{n}X_{ip}^2}\Big)\Big)$ in…