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The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…

Statistical Mechanics · Physics 2020-02-19 Ariel Amir

A Central Limit Theorem for non-commutative random variables is proved using the Lindeberg method. The theorem is a generalization of the Central Limit Theorem for free random variables proved by Voiculescu. The Central Limit Theorem in…

Probability · Mathematics 2007-09-03 Vladislav Kargin

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

Machine Learning · Statistics 2024-03-05 Thomas Cook , Alan Mishler , Aaditya Ramdas

We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n} \ll b_n \ll n$ and test functions are sufficiently smooth.

Probability · Mathematics 2013-10-22 Lingyun Li , Alexander Soshnikov

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…

Probability · Mathematics 2018-12-05 Bernard Bercu , Peggy Cénac , Guy Fayolle

We give an upper bound on the total variation distance between the linear eigenvalue statistic, properly scaled and centred, of a random matrix with a variance profile and the standard Gaussian random variable. The second order Poincar\'e…

Probability · Mathematics 2019-01-29 Kartick Adhikari , Indrajit Jana , Koushik Saha

Regarding the conjugacy representation on symmetric groups, we initiate a normalized measure emerging from this representation, namely the conjugacy measure. A central limit theorem for character ratios of random representations of the…

Combinatorics · Mathematics 2024-07-16 Yuhui Jin

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…

Probability · Mathematics 2022-01-31 Anton Vuerinckx , Yves Moreau

We prove a version of a general transfer theorem for random sequences with independent random indexes in the double array limit setting under relaxed conditions. We also prove its partial inverse providing the necessary and sufficient…

Probability · Mathematics 2015-09-08 V. Yu. Korolev , A. I. Zeifman

A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…

Probability · Mathematics 2014-10-02 Richard C. Bradley , Zbigniew J. Jurek

Permutations of correlated sequences of random variables appear naturally in a variety of applications such as graph matching and asynchronous communications. In this paper, the asymptotic statistical behavior of such permuted sequences is…

Information Theory · Computer Science 2020-01-22 Farhad Shirani , Siddharth Garg , Elza Erkip

The stratified resampling mechanism is one of the resampling schemes commonly used in the resampling steps of particle filters. In the present paper, we prove a central limit theorem for this mechanism under the assumption that the initial…

Probability · Mathematics 2023-08-07 Roberta Flenghi , Benjamin Jourdain

In this paper we prove a central limit theorem for some probability measures defined as asymtotic densities of integer sets defined via sum-of-digit-function. To any integer a we can associate a measure on Z called $\mu$a such that, for any…

Probability · Mathematics 2019-04-22 Jordan Emme , Pascal Hubert

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…

Dynamical Systems · Mathematics 2020-01-14 Olli Hella , Juho Leppänen

A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…

Mathematical Physics · Physics 2007-05-23 Paul Doukhan , Gabriel Lang , Sana Louhichi , Bernard Ycart

This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measure the strength of dependence by covariances of nonlinearly…

Econometrics · Economics 2025-03-10 Denis Kojevnikov , Vadim Marmer , Kyungchul Song

We consider random permutations on $\Sn$ with logarithmic growing cycles weights and study asymptotic behavior as the length $n$ tends to infinity. We show that the cycle count process converges to a vector of independent Poisson variables…

Probability · Mathematics 2018-06-14 Nicolas Robles , Dirk Zeindler

We consider covariance asymptotics for linear statistics of general stationary random measures in terms of their truncated pair correlation measure. We give exact infinite series-expansion formulas for covariance of smooth statistics of…

Probability · Mathematics 2024-11-14 Manjunath Krishnapur , D. Yogeshwaran

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

Let n points be taken at random on a circle of unit circumference and clockwise ordered. Uniform spacings are defined as the clockwise arc-lengths between the successive points from this sample. We are interested in the asymptotic behavior…

Probability · Mathematics 2024-04-16 Sherzod M. Mirakhmedov
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