Related papers: A New Direct Proof of the Central Limit Theorem
We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…
Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernozhukov et al. (2017) proved a Berry--Esseen type result for…
Consider a simple random walk on a realization of an Erd\H{o}s-R\'enyi graph. Assume that it is asymptotically almost surely (a.a.s.) connected. Conditional on an eigenvector delocalization conjecture, we prove a Central Limit Theorem (CLT)…
We establish a central limit theorem of $(1/\sqrt{h_p})\sum_{X< n \leq X+h_p}\big(\tfrac{n}{p}\big)$ for almost all the primes $p$, with $X$ uniformly random in $[g(p)]$, $g(p)$ an arbitrary divergent function growing slower than any power…
In the present paper, we study central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a point of view of discrete geometric analysis developed by Kotani and Sunada. We establish a semigroup CLT for a…
We will show the central limit theorem for the general one-dimensional lattice where the space of symbols is a compact metric space. We consider the CLT for Lipschitz-Gibbs probabilities and in the proof we use several properties of the…
A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to…
The log-partition function $ \log W_N(\beta)$ of the two-dimensional directed polymer in random environment is known to converge in distribution to a normal distribution when considering temperature in the subcritical regime…
We consider the Laguerre Unitary Ensemble (LUE), the set of $n\times n$ sample covariance matrices $M = \frac{1}{n}X^*X$ where the $m\times n$ ($n \le m$) matrix $X$ has i.i.d. standard complex Gaussian entries. In particular we are…
In this paper, we establish an almost sure central limit theorem for a general random sequence under a strong approximation condition. Additionally, we derive the law of the iterated logarithm for the center of mass corresponding to a…
This paper provides central limit theorems for the wavelet packet decomposition of stationary band-limited random processes. The asymptotic analysis is performed for the sequences of the wavelet packet coefficients returned at the nodes of…
A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…
This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to $C^3$, the class of functions with continuous third order derivatives. We…
The central limit theorem for convex bodies says that with high probability the marginal of an isotropic log-concave distribution along a random direction is close to a Gaussian, with the quantitative difference determined asymptotically by…
The aim of this paper is to study the asymptotic expansion in total variation in the Central Limit Theorem when the law of the basic random variable is locally lower-bounded by the Lebesgue measure (or equivalently, has an absolutely…
Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…
We establish central limit theorems for an action of a group G on a hyperbolic space X with respect to the counting measure on a Cayley graph of G. Our techniques allow us to remove the usual assumptions of properness and smoothness of the…
We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…
We undertake a precise study of the asymptotic and non-asymptotic properties of stochastic approximation procedures with Polyak-Ruppert averaging for solving a linear system $\bar{A} \theta = \bar{b}$. When the matrix $\bar{A}$ is Hurwitz,…
We investigate the probability density of rescaled sums of iterates of deterministic dynamical systems, a problem relevant for many complex physical systems consisting of dependent random variables. A Central Limit Theorem (CLT) is only…