Related papers: Central limit theorems, Lee-Yang zeros, and graph-…

The asymptotic behaviour of a closed BCMP network, with $n$ queues and $m_n$ clients, is analyzed when $n$ and $m_n$ become simultaneously large. Our method relies on Berry-Esseen type approximations coming in the Central Limit Theorem. We…

We prove a central limit theorem for network formation models with strategic interactions and homophilous agents. Since data often consists of observations on a single large network, we consider an asymptotic framework in which the network…

Consider a sequence of Poisson random connection models (X_n,lambda_n,g_n) on R^d, where lambda_n / n^d \to lambda > 0 and g_n(x) = g(nx) for some non-increasing, integrable connection function g. Let I_n(g) be the number of isolated…

In previous papers, we studied the asymptotic behaviour of $S_N(A,X)=(2N+1)^{-d/2}\sum_{n \in A_N} X_n,$ where $X$ is a centered, stationary and weakly dependent random field, and $A_N=A \cap [-N,N]^d$, $A \subset \mathbb{Z}^d$. This leads…

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

We establish asymptotically Gaussian fluctuations for functionals of a large class of spin models and strongly correlated random point fields, achieving near-optimal rates. For spin models, we demonstrate Gaussian asymptotics for the…

We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

Suppose the edges of the complete graph on $n$ vertices are assigned a uniformly chosen random ordering. Let $X$ denote the corresponding number of Hamiltonian paths that are increasing in this ordering. It was shown in a recent paper by…

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…

In this paper we find the asymptotic main term of the variance of the number of roots of Kostlan-Shub-Smale random polynomials and prove a central limit theorem for the number of roots as the degree goes to infinity.

We study expected values of the polynomials $P_N^{}(z)=\prod_{1\leq n\leq N}(X_n^2+z^2)$ whose $2N$ zeros $\{\pm i X_k\}^{}_{k=1,...,N}$ are generated by $N$ identically distributed multi-variate mean-zero normal random variables…

If the log likelihood is approximately quadratic with constant Hessian, then the maximum likelihood estimator (MLE) is approximately normally distributed. No other assumptions are required. We do not need independent and identically…

A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…

Let $P$ be a simple,stationary point process having fast decay of correlations, i.e., its correlation functions factorize up to an additive error decaying faster than any power of the separation distance. Let $P_n:= P \cap W_n$ be its…

Customers arrive at rate N times alpha on a network of N single server infinite buffer queues, choose L queues uniformly, join the shortest one, and are served there in turn at rate beta. We let N go to infinity.We prove a functional…

We consider the value distribution of the logarithm of the Riemann zeta function on the critical line, weighted by the local statistics of zeta zeros. We show that, with appropriate normalization, it satisfies a complex Central Limit…

Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing…

We give a general existence result for interacting particle systems with local interactions and bounded jump rates but noncompact state space at each site. We allow for jump events at a site that affect the state of its neighbours. We give…

We prove a central limit theorem for the components of the eigenvectors corresponding to the $d$ largest eigenvalues of the normalized Laplacian matrix of a finite dimensional random dot product graph. As a corollary, we show that for…

The Central Limit Theorem does not hold for strongly correlated stochastic variables, as is the case for statistical systems close to criticality. Recently, the calculation of the probability distribution function (PDF) of the magnetization…