Related papers: A central limit theorem for the two-sided descent …
Consider a `dense' Erd\H{o}s--R\'enyi random graph model $G=G_{n,M}$ with $n$ vertices and $M$ edges, where we assume the edge density $M/\binom{n}{2}$ is bounded away from 0 and 1. Fix $k=k(n)$ with $k/n$ bounded away from 0 and~1, and let…
Using an averaged generating function for coloured hard-dimers, some random variables of interest are studied. The main result lies in the fact that all their probability distributions obey a central limit theorem.
Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given…
In this paper, we quantitative convergence in $W_2$ for a family of Langevin-like stochastic processes that includes stochastic gradient descent and related gradient-based algorithms. Under certain regularity assumptions, we show that the…
We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results…
A central limit theorem for binary tree is numerically examined. Two types of central limit theorem for higher-order branches are formulated. A topological structure of a binary tree is expressed by a binary sequence, and the…
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…
We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously known result from Rempa\la and Weso\lowski (Statist. Probab.…
We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…
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…
We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…
This paper establishes central limit theorems for Polyak-Ruppert averaged Q-learning under asynchronous updates. We prove a non-asymptotic central limit theorem, where the convergence rate in Wasserstein distance explicitly reflects the…
This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…
Limits of densities belonging to an exponential family appear in many applications, {e.g.} Gibbs models in Statistical Physics, relaxed combinatorial optimization, coding theory, critical likelihood computations, Bayes priors with singular…
We generalize some identities and q-identities previously known for the symmetric group to Coxeter groups of type B and D. The extended results include theorems of Foata and Sch\"utzenberger, Gessel, and Roselle on various distributions of…
In this paper we study counting functions representing the number of solutions of systems of linear inequalities which arise in the theory of Diophantine approximation. We develop a method that allows us to explain the random-like behavior…
In recent papers we have refined a conjecture of Lehrer and Solomon expressing the characters of a finite Coxeter group $W$ afforded by the homogeneous components of its Orlik-Solomon algebra as sums of characters induced from linear…
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…
The descent algebra of a finite Coxeter group $W$ is a basic algebra, and as such it has a presentation as quiver with relations. In recent work, we have developed a combinatorial framework which allows us to systematically compute such a…
The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…