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Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

Probability · Mathematics 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic

Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing…

Probability · Mathematics 2018-03-28 Tulasi Ram Reddy , Sreekar Vadlamani , D. Yogeshwaran

This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…

Statistics Theory · Mathematics 2019-12-16 Zeng Li , Qinwen Wang , Runze Li

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

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.

Disordered Systems and Neural Networks · Physics 2007-05-23 Jung M. Woo , Jan Wehr

In statistics permutations typically arise in the context of rank plots for two-dimensional data. Such plots can also be interpreted as discrete copulas. In discrete mathematics, typically in the context of the description of large…

Statistics Theory · Mathematics 2026-05-14 L. Baringhaus , R. Grübel

We introduce a new natural notion of convergence for permutations at any specified scale, in terms of the density of patterns of restricted width. In this setting we prove that limits may be chosen independently at a countably infinite…

Combinatorics · Mathematics 2021-10-20 David Bevan

We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…

Probability · Mathematics 2024-06-26 Wai-Kit Lam , Arnab Sen

Given a Coxeter system of large type we prove a non--commutative central limit theorem: After normalisation with the square root of n the characteristic function of the set of the first n generators tends in distribution to Wigners…

Functional Analysis · Mathematics 2007-05-23 gero Fendler

The one parameter family of Jack(alpha) measures on partitions is an important discrete analog of Dyson's beta ensembles of random matrix theory. Except for special values of alpha=1/2,1,2 which have group theoretic interpretations, the…

Combinatorics · Mathematics 2007-05-23 Jason Fulman

An urn contains balls of d colors. At each time, a ball is drawn and then replaced together with a random number of balls of the same color. Assuming that some colors are dominated by others, we prove central limit theorems. Some…

Probability · Mathematics 2009-07-06 Patrizia Berti , Irene Crimaldi , Luca Pratelli , Pietro Rigo

We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are straightforward extensions of the univariate case.

Probability · Mathematics 2024-07-29 Erich Häusler , Harald Luschgy

The Central Sets Theorem was introduced by H. Furstenberg and then afterwards several mathematicians have provided various versions and extensions of this theorem. All of these theorems deal with central sets, and its origin from the…

Combinatorics · Mathematics 2021-10-13 Sayan Goswami , Jyotirmoy Poddar

We consider the Hopfield model with $n$ neurons and an increasing number $p=p(n)$ of randomly chosen patterns and use Stein's method to obtain rates of convergence for the central limit theorem of overlap parameters, which holds for every…

Probability · Mathematics 2013-03-22 Peter Eichelsbacher , Bastian Martschink

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

We describe the distribution of the number and location of the fixed points of permu- tations that avoid the pattern 321 via a bijection with rooted plane trees on n + 1 vertices. Using the local limit theorem for Galton-Watson trees, we…

Combinatorics · Mathematics 2019-04-02 Christopher Hoffman , Douglas Rizzolo , Erik Slivken

We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than $\epsilon$ ($\epsilon$ > 0). Is is known ([BM05]) that the empirical measure of these fragments converges in law, under some…

Probability · Mathematics 2019-07-30 Sylvain Rubenthaler

We consider $n\times n$ real symmetric and Hermitian Wigner random matrices $n^{-1/2}W$ with independent (modulo symmetry condition) entries and the (null) sample covariance matrices $n^{-1}X^*X$ with independent entries of $m\times n$…

Probability · Mathematics 2009-09-25 A. Lytova , L. Pastur

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

Probability · Mathematics 2007-05-23 Erwin Bolthausen , Christine Ritzmann

Classical multidimensional scaling is a widely used method in dimensionality reduction and manifold learning. The method takes in a dissimilarity matrix and outputs a low-dimensional configuration matrix based on a spectral decomposition.…

Methodology · Statistics 2019-05-15 Gongkai Li , Minh Tang , Nichlas Charon , Carey E Priebe