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We establish central limit theorems (CLTs) for the linear spectral statistics of the adjacency matrix of inhomogeneous random graphs across all sparsity regimes, providing explicit covariance formulas under the assumption that the variance…

Probability · Mathematics 2025-04-09 Xiangyi Zhu , Yizhe Zhu

Over the last 30 years, extensive work has been devoted to developing central limit theory for partial sums of subordinated long memory linear time series. A much less studied problem, motivated by questions that are ubiquitous in extreme…

Probability · Mathematics 2026-03-24 Ioan Scheffel , Marco Oesting , Gilles Stupfler

The optimization foundations of deep linear networks have recently received significant attention. However, due to their inherent non-convexity and hierarchical structure, analyzing the loss functions of deep linear networks remains a…

Optimization and Control · Mathematics 2025-09-24 Po Chen , Rujun Jiang , Peng Wang

This paper investigates the asymptotic properties of quantile regression estimators in linear models, with a particular focus on polynomial regressors and robustness to heavy-tailed noise. Under independent and identically distributed…

Statistics Theory · Mathematics 2025-06-09 Saïd Maanan , Azzouz Dermoune , Ahmed El Ghini

This paper provides a Central Limit Theorem (CLT) for a process $\{\theta_n, n\geq 0\}$ satisfying a stochastic approximation (SA) equation of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H(\theta_n,X_{n+1})$; a CLT for the associated…

Probability · Mathematics 2013-09-13 Gersende Fort

We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…

Probability · Mathematics 2019-02-20 Gaultier Lambert , Michel Ledoux , Christian Webb

Modern deep learning models employ considerably more parameters than required to fit the training data. Whereas conventional statistical wisdom suggests such models should drastically overfit, in practice these models generalize remarkably…

Machine Learning · Statistics 2020-08-18 Ben Adlam , Jeffrey Pennington

In 2010, Shiffman and Zelditch proved a central limit theorem (CLT) for smooth statistics of Gaussian random zeros in codimension one over compact K\"ahler manifolds. They raised the question of whether this result admits a two-fold…

Complex Variables · Mathematics 2026-04-15 Bin Guo

We study the fluctuations of the eigenvalues of real valued large centrosymmetric random matrices via its linear eigenvalue statistic. This is essentially a central limit theorem (CLT) for sums of dependent random variables. The dependence…

Probability · Mathematics 2025-10-01 Indrajit Jana , Sunita Rani

We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…

Statistics Theory · Mathematics 2026-03-26 Ziwei Su , Imon Banerjee , Diego Klabjan

Stochastic gradient algorithms are more and more studied since they can deal efficiently and online with large samples in high dimensional spaces. In this paper, we first establish a Central Limit Theorem for these estimates as well as for…

Statistics Theory · Mathematics 2017-10-17 Antoine Godichon-Baggioni

We study the evolution of hidden-weight spectra in wide neural networks trained by (stochastic) gradient descent. We develop a two-level dynamical mean-field theory (DMFT) that jointly tracks bulk and outlier spectral dynamics for spiked…

Disordered Systems and Neural Networks · Physics 2026-05-22 Clarissa Lauditi , Cengiz Pehlevan , Blake Bordelon

Training deep neural networks with stochastic gradient descent (SGD) can often achieve zero training loss on real-world tasks although the optimization landscape is known to be highly non-convex. To understand the success of SGD for…

Machine Learning · Statistics 2020-06-15 Yiping Lu , Chao Ma , Yulong Lu , Jianfeng Lu , Lexing Ying

To understand the training dynamics of neural networks (NNs), prior studies have considered the infinite-width mean-field (MF) limit of two-layer NN, establishing theoretical guarantees of its convergence under gradient flow training as…

Machine Learning · Computer Science 2022-10-31 Zhengdao Chen , Eric Vanden-Eijnden , Joan Bruna

This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…

Probability · Mathematics 2014-07-10 Peter W. Glynn , Rob J. Wang

Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernozhukov et al. (2017) proved a Berry--Esseen type result for…

Statistics Theory · Mathematics 2019-06-26 Arun Kumar Kuchibhotla , Somabha Mukherjee , Debapratim Banerjee

Adaptive (or co-evolutionary) network dynamics, i.e., when changes of the network/graph topology are coupled with changes in the node/vertex dynamics, can give rise to rich and complex dynamical behavior. Even though adaptivity can improve…

Dynamical Systems · Mathematics 2021-09-14 Marios Antonios Gkogkas , Christian Kuehn , Chuang Xu

The (CLT) central limit theorems for generalized Frechet means (data descriptors assuming values in stratified spaces, such as intrinsic means, geodesics, etc.) on manifolds from the literature are only valid if a certain empirical process…

Statistics Theory · Mathematics 2018-01-23 Benjamin Eltzner , Stephan F. Huckemann

In this work, we show that uniform integrability is not a necessary condition for central limit theorems (CLT) to hold for normalized multilevel Monte Carlo (MLMC) estimators and we provide near optimal weaker conditions under which the CLT…

Probability · Mathematics 2019-05-17 Håkon Hoel , Sebastian Krumscheid

We consider the determinantal point processes associated with the spectral projectors of a Schr\"odinger operator on $\mathbb{R}$, with a smooth confining potential. In the semiclassical limit, where the number of particles tends to…

Spectral Theory · Mathematics 2023-05-31 Alix Deleporte , Gaultier Lambert