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Related papers: Uniform limit theorems under random truncation

200 papers

Beyond neural scaling laws, little is known about the laws underlying large language models (LLMs). We introduce Neural Thermodynamic Laws (NTL) -- a new framework that offers fresh insights into LLM training dynamics. On the theoretical…

Machine Learning · Computer Science 2025-05-16 Ziming Liu , Yizhou Liu , Jeff Gore , Max Tegmark

Let $(X,T,\mu,d)$ be a metric measure-preserving system. If $B(x,r_n(x))$ is a sequence of balls such that, for each $n$, the measure of $B(x,r_n(x))$ is constant, then we obtain a self-norming CLT for recurrence for systems satisfying a…

Dynamical Systems · Mathematics 2025-11-21 Alejandro Rodriguez Sponheimer

We obtain some sufficient conditions for the Central Limit Theorem for the random processes (fields) with values in the separable part of Holder space in the modern terms of majorizing (minorizing) measures, belonging to X.Fernique and…

Probability · Mathematics 2014-09-23 E. Ostrovsky , L. Sirota

This paper investigates the central limit theorem for linear spectral statistics of high dimensional sample covariance matrices of the form $\mathbf{B}_n=n^{-1}\sum_{j=1}^{n}\mathbf{Q}\mathbf{x}_j\mathbf{x}_j^{*}\mathbf{Q}^{*}$ where…

Probability · Mathematics 2017-08-15 Shurong Zheng , Zhidong Bai , Jianfeng Yao , Hongtu Zhu

Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given…

Probability · Mathematics 2011-03-23 Henry Lam , Jose Blanchet , Damian Burch , Martin Z. Bazant

We extend the spectral method for proving limit theorems to random non-uniformly expanding dynamical systems. This yields the CLT and moderate deviations principles (MDP). We show that as the amount of non-uniformity decreases the CLT rates…

Dynamical Systems · Mathematics 2024-08-14 Yeor Hafouta

In this paper we show a functional central limit theorem for the sum of the first $\lfloor t n \rfloor$ diagonal elements of $f(Z)$ as a function in $t$, for $Z$ a random real symmetric or complex Hermitian $n\times n$ matrix. The result…

Probability · Mathematics 2019-07-22 Jan Nagel

Given a probability distribution on an open book (a metric space obtained by gluing a disjoint union of copies of a half-space along their boundary hyperplanes), we define a precise concept of when the Fr\'{e}chet mean (barycenter) is…

We consider a random field, defined on an integer-valued d-dimensional lattice, with covariance function satisfying a condition more general than summability. Such condition appeared in the well-known Newman's conjecture concerning the…

Probability · Mathematics 2011-04-22 Alexander Bulinski

The "typical" asymptotic behavior of the weighted sums of independent random vectors in $k$-dimensional space is considered. It is shown that in this case the rate of convergence in the multivariate central limit theorem is of order…

Probability · Mathematics 2024-05-30 Sagak A. Ayvazyan , Vladimir V. Ulyanov

We consider sequences of symmetric $U$-statistics, not necessarily Hoeffding-degenerate, both in a one- and multi-dimensional setting, and prove quantitative central limit theorems (CLTs) based on the use of {\it contraction operators}. Our…

Probability · Mathematics 2021-04-01 Christian Döbler , Giovanni Peccati

In this work, we consider a wide two-layer neural network and study the behavior of its empirical weights under a dynamics set by a stochastic gradient descent along the quadratic loss with mini-batches and noise. Our goal is to prove a…

Probability · Mathematics 2023-03-02 Arnaud Descours , Arnaud Guillin , Manon Michel , Boris Nectoux

We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…

Probability · Mathematics 2025-03-18 Fabrice Gamboa , Martin Venker

The local number variance associated with a spherical sampling window of radius $R$ enables a classification of many-particle systems in $d$-dimensional Euclidean space according to the degree to which large-scale density fluctuations are…

Statistical Mechanics · Physics 2021-05-12 Salvatore Torquato , Jaeuk Kim , Michael A. Klatt

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…

Information Theory · Computer Science 2012-04-13 Guangyue Han

In the present paper, as a continuation of our preceding paper [10], we study another kind of central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a viewpoint of discrete geometric analysis…

Probability · Mathematics 2021-08-17 Satoshi Ishiwata , Hiroshi Kawabi , Ryuya Namba

Sample covariance matrices are widely used in multivariate statistical analysis. The central limit theorems (CLT's) for linear spectral statistics of high-dimensional non-centered sample covariance matrices have received considerable…

Methodology · Statistics 2014-04-29 Shurong Zheng , Z. D. Bai , Jiangfeng Yao

In this article, we try to give an answer to the simple question: ``\textit{What is the critical growth rate of the dimension $p$ as a function of the sample size $n$ for which the Central Limit Theorem holds uniformly over the collection…

Probability · Mathematics 2020-08-12 Debraj Das , Soumendra Lahiri

In this paper, we rigorously derive Central Limit Theorems (CLT) for Bayesian two-layerneural networks in the infinite-width limit and trained by variational inference on a regression task. The different networks are trained via different…

Machine Learning · Statistics 2024-06-14 Arnaud Descours , Tom Huix , Arnaud Guillin , Manon Michel , Éric Moulines , Boris Nectoux

A recent result by Barrera and Peligrad shows that the quenched Central Limit Theorem holds for the discrete Fourier transforms (DFT) of a stationary process in $L^2$ if a "random" centering is used. In this note we show that this is a…

Probability · Mathematics 2014-11-12 David Barrera