English
Related papers

Related papers: On the central limit theorem for the two-sided des…

200 papers

We prove an upper bound on the Wassertein distance between normalized martingales and the standard normal random variable, which extends a result of R\"ollin [Statist. Probabil. Lett. 138 (2018) 171-176]. The proof is based on a method of…

Probability · Mathematics 2022-09-20 Xiequan Fan , Xiaohui Ma

We present the asymptotic distribution for two-sided tests based on the profile likelihood ratio with lower and upper boundaries on the parameter of interest. This situation is relevant for branching ratios and the elements of unitary…

Data Analysis, Statistics and Probability · Physics 2012-10-26 Glen Cowan , Kyle Cranmer , Eilam Gross , Ofer Vitells

The goal of this paper is to develop methodology for the systematic analysis of asymptotic statistical properties of data driven DRO formulations based on their corresponding non-DRO counterparts. We illustrate our approach in various…

Optimization and Control · Mathematics 2023-03-28 Jose Blanchet , Alexander Shapiro

We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…

Combinatorics · Mathematics 2024-09-25 Aaron Abrams , Eric Babson , Henry Landau , Zeph Landau , James Pommersheim

We study the statistical mechanics of classical two-dimensional "Coulomb gases" with general potential and arbitrary \beta, the inverse of the temperature. Such ensembles also correspond to random matrix models in some particular cases. The…

Mathematical Physics · Physics 2013-03-18 Etienne Sandier , Sylvia Serfaty

We study the adjacency matrix of the Linial-Meshulam complex model, which is a higher-dimensional generalization of the Erd\H{o}s-R\'enyi graph model. Recently, Knowles and Rosenthal proved that the empirical spectral distribution of the…

Probability · Mathematics 2023-08-23 Shu Kanazawa , Khanh Duy Trinh

The question of whether the central limit theorem (CLT) holds for the total number of edges in exponential random graph models (ERGMs) in the subcritical region of parameters has remained an open problem. In this paper, we establish the…

Probability · Mathematics 2025-04-09 Xiao Fang , Song-Hao Liu , Qi-Man Shao , Yi-Kun Zhao

We consider sequences of needlet random fields defined as weighted averaged forms of spherical Gaussian eigenfunctions. Our main result is a Central Limit Theorem in the high energy setting, for the boundary lengths of their excursion sets.…

Probability · Mathematics 2020-11-06 Radomyra Shevchenko , Anna Paola Todino

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…

Probability · Mathematics 2019-09-19 Christophe Cuny , Jérôme Dedecker , Florence Merlevède

Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…

Probability · Mathematics 2016-11-01 Zhi-Qiang Gao , Quansheng Liu

We prove the conjectured limiting normality for the number of crossings of a uniformly chosen set partition of [n] = {1,2,...,n}. The arguments use a novel stochastic representation and are also used to prove central limit theorems for the…

Combinatorics · Mathematics 2015-02-04 Bobbie Chern , Persi Diaconis , Daniel M. Kane , Robert C. Rhoades

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

Probability · Mathematics 2017-08-03 Julian Grote , Zakhar Kabluchko , Christoph Thäle

We discuss a central limit theorem in the framework of the group algebra of the Thompson group $F$. We consider the sequence of self-adjoint elements given by $a_n=\frac{g_n+g_n^{*}}{\sqrt{2}}$ in the noncommutative probability space…

Operator Algebras · Mathematics 2024-09-25 Arundhathi Krishnan

The asymptotic discrimination problem of two quantum states is studied in the setting where measurements are required to be invariant under some symmetry group of the system. We consider various asymptotic error exponents in connection with…

Quantum Physics · Physics 2015-05-13 Fumio Hiai , Milan Mosonyi , Masahito Hayashi

We prove central limit theorems for the random walks on either the mapping class group of a closed, connected, orientable, hyperbolic surface, or on $\text{Out}(F_N)$, each time under a finite second moment condition on the measure (either…

Group Theory · Mathematics 2018-03-16 Camille Horbez

We consider the 2-dimensional random matching problem in $\mathbb{R}^2.$ In a challenging paper, Caracciolo et. al. arXiv:1402.6993 on the basis of a subtle linearization of the Monge Ampere equation, conjectured that the expected value of…

Mathematical Physics · Physics 2020-08-26 Dario Benedetto , Emanuele Caglioti

We consider a class of elliptic random matrices which generalize two classical ensembles from random matrix theory: Wigner matrices and random matrices with iid entries. In particular, we establish a central limit theorem for linear…

Probability · Mathematics 2015-03-06 Sean O'Rourke , David Renfrew

We prove a central limit theorem under diffusive scaling for the displacement of a random walk on ${\mathbb Z}^d$ in stationary and ergodic doubly stochastic random environment, under the $\mathcal{H}_{-1}$-condition imposed on the drift…

Probability · Mathematics 2017-02-23 Gady Kozma , Bálint Tóth

Kesten and Lee [36] proved that the total length of a minimal spanning tree on certain random point configurations in $\mathbb{R}^d$ satisfies a central limit theorem. They also raised the question: how to make these results quantitative?…

Probability · Mathematics 2016-08-09 Sourav Chatterjee , Sanchayan Sen

In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…

Probability · Mathematics 2007-05-23 L. V. Bogachev , Z. G. Su