Related papers: Precise Limit Theorems for Lacunary Series

This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper…

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

In this paper, we give explicit rates in the central limit theorem and in the almost sure invariance principle for general R d-valued cocycles that appear in the study of the left random walk on linear groups. Our method of proof lies on a…

Through a reformulation of the local limit theorem and law of small numbers, which is obtained by working in the spaces naturally associated to the limiting distributions, we discover a general and abstract framework for the investigation…

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

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…

In this paper we study the asymptotic behavior of the Gaussian quasi maximum likelihood estimator of a stationary GARCH process with heavy-tailed innovations. This means that the innovations are regularly varying with index…

We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.

Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…

We consider compact Grassmann manifolds $G/K$ over the real, complex or quaternionic numbers whose spherical functions are Heckman-Opdam polynomials of type $BC$. From an explicit integral representation of these polynomials we deduce a…

We establish a central limit theorem for (a sequence of) multivariate martingales which dimension potentially grows with the length $n$ of the martingale. A consequence of the results are Gaussian couplings and a multiplier bootstrap for…

In 1981, Karp and Sipser proved a law of large numbers for the matching number of a sparse Erd\H{o}s-R\'enyi random graph, in an influential paper pioneering the so-called differential equation method for analysis of random graph processes.…

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

We develop a local theory of lacunary Dirichlet series of the form $\sum\limits_{k=1}^{\infty}c_k\exp(-zg(k)), \Re(z)>0$ as $z$ approaches the boundary $i\RR$, under the assumption $g'\to\infty$ and further assumptions on $c_k$. These…

The theory of products of random matrices and Lyapunov exponents have been widely studied and applied in the fields of biology, dynamical systems, economics, engineering and statistical physics. We consider the product of an i.i.d. sequence…

We present necessary and sufficient conditions on systems of random variables for them to possess a lacunary subsystem equivalent in distribution to the Rademacher system on the segment [0,1]. In particular, every uniformly bounded…

We consider Gaussian Laplace eigenfunctions on the two-dimensional flat torus (arithmetic random waves), and provide explicit Berry-Esseen bounds in the 1-Wasserstein distance for the normal and non-normal high-energy approximation of the…

We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…

We prove upper bounds on the transition probabilities of random walks with i.i.d. random conductances with a polynomial lower tail near $0$. We consider both constant and variable speed models. Our estimates are sharp. As a consequence, we…

We consider Berry's random planar wave model (1977), and prove spatial functional limit theorems - in the high-energy limit - for discretized and truncated versions of the random field obtained by restricting its nodal length to rectangular…