Related papers: Central limit theorem for commutative semigroups o…

We study the fluctuations of the eigenvalues of real valued large centrosymmetric random matrices via its linear eigenvalue statistic. This is essentially a central limit theorem (CLT) for sums of dependent random variables. The dependence…

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…

We prove a quenched functional central limit theorem (quenched FCLT) for the sums of a random field (r.f.) along a Z d-random walk in different frameworks: probabilistic (when the r.f. is i.i.d. or a moving average of i.i.d. random…

In this paper we establish a general dynamical Central Limit Theorem (CLT) for group actions which are exponentially mixing of all orders. In particular, the main result applies to Cartan flows on finite-volume quotients of simple Lie…

We study the Central Limit Theorem (CLT) in the so-called mixed (anisotropic) Lebesgue-Riesz spaces and tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces.

We prove a central limit theorem (CLT) for the number of joint orbits of random tuples of commuting permutations. In the uniform sampling case this generalizes the classic CLT of Goncharov for the number of cycles of a single random…

Establishing central limit theorems (CLTs) for ergodic averages of Markov chains is a fundamental problem in probability and its applications. Since the seminal work~\cite{MR834478}, a vast literature has emerged on the sufficient…

For a L\'evy basis $L$ on $\mathbb{R}^d$ and a suitable kernel function $f:\mathbb{R}^d \to \mathbb{R}$, consider the continuous spatial moving average field $X=(X_t)_{t\in \mathbb{R}^d}$ defined by $X_t = \int_{\mathbb{R}^d} f(t-s) \,…

We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…

We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…

The paper deals with a random connection model, a random graph whose vertices are given by a homogeneous Poisson point process on $\mathbb{R}^d$, and edges are independently drawn with probability depending on the locations of the two end…

In this article, we establish a central limit theorem for the capacity of the range process for a class of $d$-dimensional symmetric $\alpha$-stable random walks with the index satisfying $d > 5\alpha /2$. Our approach is based on…

Given a Coxeter system of large type we prove a non--commutative central limit theorem: After normalisation with the square root of n the characteristic function of the set of the first n generators tends in distribution to Wigners…

We prove two theorems related to the Central Limit Theorem (CLT) for Martin-L\"of Random (MLR) sequences. Martin-L\"of randomness attempts to capture what it means for a sequence of bits to be "truly random". By contrast, CLTs do not make…

Under the high-dimensional setting that data dimension and sample size tend to infinity proportionally, we derive the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix. Different…

We establish a quenched Central Limit Theorem (CLT) for a smooth observable of random sequences of iterated linear hyperbolic maps on the torus. To this end we also obtain an annealed CLT for the same system. We show that, almost surely,…

Let $G$ be a group with a non-elementary action on a proper CAT(0) space $X$, and let $\mu$ be a measure on $G$ such that the random walk $(Z_n)_n$ generated by $\mu$ has finite second moment on $X$. Let $o$ be a basepoint in $X$, and…

The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…

We use a multivariate central limit theorem (CLT) to study the distribution of random geometric graphs (RGGs) on the cube and torus in the high-dimensional limit with general node distributions. We find that the distribution of RGGs on the…

Let $T\in C^{2+\varepsilon}(S^{1}\setminus\{x_{b}\}),\,\,\varepsilon>0,$ be an orientation preserving circle homeomorphism with rotation number $\rho_T=[k_{1},k_{2},..,k_{m},1,1,...],\,\,m\geq1$, and a single break point $x_{b}$. We…