Related papers: Central limit theorems in the configuration model
The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
This paper is motivated by the problem of quantitatively bounding the convergence of adaptive control methods for stochastic systems to a stationary distribution. Such bounds are useful for analyzing statistics of trajectories and…
The Wasserstein distance is a metric on a space of probability measures that has seen a surge of applications in statistics, machine learning, and applied mathematics. However, statistical aspects of Wasserstein distances are bottlenecked…
We establish bounds on the KL divergence between two multivariate Gaussian distributions in terms of the Hamming distance between the edge sets of the corresponding graphical models. We show that the KL divergence is bounded below by a…
We study the efficacy and efficiency of deep generative networks for approximating probability distributions. We prove that neural networks can transform a low-dimensional source distribution to a distribution that is arbitrarily close to a…
Statistical solutions of incompressible Euler describe turbulent dynamics as time-parameterized laws on $L^2$ whose multi-point correlations satisfy an infinite hierarchy of weak identities. Modern generative samplers for PDE forecasting…
The exponential random graph model (ERGM) is a central object in the study of clustering properties in social networks as well as canonical ensembles in statistical physics. Despite some breakthrough works in the mathematical understanding…
This paper studies the threshold estimation of a TAR model when the underlying threshold parameter is a random variable. It is shown that the Bayesian estimator is consistent and its limit distribution is expressed in terms of a limit…
Let $f$ be a Rademacher or Steinhaus random multiplicative function. For various arithmetically interesting subsets $\mathcal A\subseteq [1, N]\cap\mathbb N$ such that the distribution of $\sum_{n\in \mathcal A} f(n)$ is approximately…
We use Stein's method to bound the Wasserstein distance of order $2$ between a measure $\nu$ and the Gaussian measure using a stochastic process $(X_t)_{t \geq 0}$ such that $X_t$ is drawn from $\nu$ for any $t > 0$. If the stochastic…
Approximating the solution of the nonlinear filtering problem with Gaussian mixtures has been a very popular method since the 1970s. However, the vast majority of such approximations are introduced in an ad-hoc manner without theoretical…
We consider self-loops and multiple edges in the configuration model as the size of the graph tends to infinity. The interest in these random variables is due to the fact that the configuration model, conditioned on being simple, is a…
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…
The configuration model is a sequence of random graphs constructed such that in the large network limit the degree distribution converges to a pre-specified probability distribution. The component structure of such random graphs can be…
We revisit a ballistic deposition process introduced by Atar, Athreya and Kang. Let $\mathcal{G}=(V,E)$ be a finite connected graph. We choose independently and uniformly vertices in $\mathcal{G}$. If a vertex $x$ is chosen and the previous…
We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…
It is expected that the statistical fluctuations of local observables in large quantum systems obey the central limit theorem, and approximate a normal distribution as their size grows. Here, we prove a version of the Berry-Esseen theorem…
We study inhomogeneous random graphs with a finite type space. For a natural generalization of the model as a dynamic network-valued process, the paper establishes the following results: (a) Functional central limit theorems for the…
Suppose X is a random vector, that is distributed uniformly in some n-dimensional convex set. It was conjectured that when the dimension n is very large, there exists a non-zero vector u, such that the distribution of the real random…