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We consider sub-critical configuration models and show that the central limit theorem for any additive statistic holds when the statistics satisfies a fourth moment assumption, a variance lower bound and the degree sequence of graph…

Probability · Mathematics 2019-02-22 Siva Athreya , D. Yogeshwaran

We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…

Mathematical Physics · Physics 2011-01-18 Mariya Shcherbina

We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…

Probability · Mathematics 2019-04-22 Tony Lelievre , Loucas Pillaud-Vivien , Julien Reygner

We prove a nonconventional invariance principle (functional central limit theorem) for random fields.

Probability · Mathematics 2012-01-24 Yuri Kifer

The goal of this paper is to go further in the analysis of the behavior of the number of descents in a random permutation. Via two different approaches relying on a suitable martingale decomposition or on the Irwin-Hall distribution, we…

Probability · Mathematics 2024-11-20 Bernard Bercu , Michel Bonnefont , Adrien Richou

In this article we focus on a general model of random walk on random marked trees. We prove a recurrence criterion, analogue to the recurrence criterion proved by R. Lyons and Robin Pemantle (1992) in a slightly different model. In the…

Probability · Mathematics 2011-09-02 Gabriel Faraud

Intransitive dice $D^{(1)}, \ldots, D^{(\ell)}$ are dice such that $D^{(1)}$ has advantage when played against $D^{(2)}$, dice $D^{(2)}$ has advantage when played against $D^{(3)}$ and so on, up to $D^{(\ell)}$, which has advantage over…

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…

Probability · Mathematics 2024-07-31 Sergey Bobkov , Friedrich Götze

We prove a central limit theorem for smooth linear statistics associated with zero divisors of standard Gaussian holomorphic sections in a sequence of holomorphic line bundles with Hermitian metrics of class $\mathscr{C}^{3}$ over a compact…

Complex Variables · Mathematics 2025-02-10 Afrim Bojnik , Ozan Günyüz

We provide a simple proof for of the central limit theorem for the number of vertices in the giant for super-critical stochastic block model using the breadth-first walk of Konarovskyi, Limic and the author (2024). Our approach follows the…

Probability · Mathematics 2025-01-03 David Clancy

The theory of random matrices contains many central limit theorems. We have central limit theorems for eigenvalues statistics, for the log-determinant and log-permanent, for limiting distribution of individual eigenvalues in the bulk, and…

Probability · Mathematics 2016-05-25 Asaf Ferber , Daniel Montealegre , Van Vu

The generalized P\`olya urn (GPU) models and their variants have been investigated in several disciplines. However, typical assumptions made with respect to the GPU do not include urn models with diagonal replacement matrix, which arise in…

Probability · Mathematics 2015-02-24 Andrea Ghiglietti , Anand N. Vidyashankar , William F. Rosenberger

We prove a functional central limit theorem for subgraph counts in a dynamic version of the random connection model. To establish tightness, we develop a dynamic extension of the cumulant method.

Probability · Mathematics 2025-11-25 Rajat Subhra Hazra , Nikolai Kriukov , Michel Mandjes , Moritz Otto

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

Dynamical Systems · Mathematics 2015-06-16 Nicolai Haydn , Matthew Nicol , Sandro Vaienti , Licheng Zhang

We consider a class of non-conformal expanding maps on the $d$-dimensional torus. For an equilibrium measure of an H\"older potential, we prove an analogue of the Central Limit Theorem for the fluctuations of the logarithm of the measure of…

Dynamical Systems · Mathematics 2009-12-17 Renaud Leplaideur , Benoit Saussol

We set up a new notion of local convergence for permutations and we prove a characterization in terms of proportions of \emph{consecutive} pattern occurrences. We also characterize random limiting objects for this new topology introducing a…

Probability · Mathematics 2020-03-20 Jacopo Borga

Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces\`aro sense. Furthermore,…

Probability · Mathematics 2020-10-15 Mingzhou Xu , Yunzheng Ding , Yongzheng Zhou

Linear structural error-in-variables models with univariate observations are revisited for studying modified least squares estimators of the slope and intercept. New marginal central limit theorems (CLT's) are established for these…

Statistics Theory · Mathematics 2009-09-29 Yuliya V. Martsynyuk

This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…

Probability · Mathematics 2014-07-10 Peter W. Glynn , Rob J. Wang

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…

Probability · Mathematics 2023-08-24 Rafael Chiclana , Yuval Peres