Related papers: A central limit theorem for the two-sided descent …
We consider statistics on permutations chosen uniformly at random from fixed parabolic double cosets of the symmetric group. We show that the distribution of fixed points is asymptotically Poisson and establish central limit theorems for…
We study the Central Limit Theorem (CLT) in the so-called mixed (anisotropic) Lebesgue-Riesz spaces and tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces.
We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…
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…
We study the asymptotic shape of the trajectory of the stochastic gradient descent algorithm applied to a convex objective function. Under mild regularity assumptions, we prove a functional central limit theorem for the properly rescaled…
We provide asymptotic theory for the joint distribution of $X_{\mathrm{inv}}$ and $X_{\mathrm{des}}$, the numbers of inversions and descents of random permutations. Recently, D\"orr & Kahle (2022) proved that $X_{\mathrm{inv}}$,…
In this paper, we show that the center of every Coxeter group is finite and isomorphic to $(\Z_2)^n$ for some $n\ge 0$. Moreover, for a Coxeter system $(W,S)$, we prove that $Z(W)=Z(W_{S\setminus\tilde{S}})$ and $Z(W_{\tilde{S}})=1$, where…
Let $W$ be a finite Weyl group and $\widetilde W$ the corresponding affine Weyl group. A random element of $\widetilde W$ can be obtained as a reduced random walk on the alcoves of $\widetilde W$. By a theorem of Lam (Ann. Prob. 2015), such…
We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…
The descent set D(w) of a permutation w of 1,2,...,n is a standard and well-studied statistic. We introduce a new statistic, the connectivity set C(w), and show that it is a kind of dual object to D(w). The duality is stated in terms of the…
Recently, Ishiwata, Kawabi and Kotani [2] proved two kinds of central limit theorems for non-symmetric random walks on crystal lattices from the view point of discrete geometric analysis. In the present paper, we obtain yet another kind of…
This paper is concerned with normal approximation under relaxed moment conditions using Stein's method. We obtain the explicit rates of convergence in the central limit theorem for (i) nonlinear statistics with finite absolute moment of…
For a finite Coxeter group $W$ and $w$ an element of $W$ the `excess' of $w$ is defined to be $e(w) = \min\{\ell(x) + \ell(y) - \ell(w) \; | \; w=xy, \; x^2 = y^2 = 1\}$ where $\ell$ is the length function on $W$. Here we investigate the…
This paper enhances the result of the work [G. Kozma, B. T\'oth, Ann. Probab. vol. 45 (2017) 4307-4347] . We prove the central limit theorem (in probability w.r.t. the environment) for the displacement of a random walker in divergence-free…
We study the quiver of the descent algebra of a finite Coxeter group W. The results include a derivation of the quiver of the descent algebra of types A and B. Our approach is to study the descent algebra as an algebra constructed from the…
We introduce a new statistic on the hyperoctahedral groups (Coxeter groups of type B), and give a conjectural formula for its signed distributions over arbitrary descent classes. The statistic is analogous to the classical Coxeter length…
We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…
In this article we establish new central limit theorems for Ruppert-Polyak averaged stochastic gradient descent schemes. Compared to previous work we do not assume that convergence occurs to an isolated attractor but instead allow…
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…
In this note, we prove a quenched functional central limit theorem for a biased random walk on a supercritical Galton-Watson tree with leaves. This extends a result of Peres and Zeitouni (2008) where the case without leaves is considered. A…