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In our previous paper \cite{FTD1}, we derived the almost sure convergence of the global density of eigenvalues of random matrices of the SYK model. In this paper, we will prove the central limit theorem for the linear statistic of…

Mathematical Physics · Physics 2018-06-18 Renjie Feng , Gang Tian , Dongyi Wei

In a spiked population model, the population covariance matrix has all its eigenvalues equal to units except for a few fixed eigenvalues (spikes). This model is proposed by Johnstone to cope with empirical findings on various data sets. The…

Probability · Mathematics 2008-12-18 Zhidong Bai , Jian-feng Yao

In this paper, we study a stochastic strongly convex optimization problem and propose three classes of variable sample-size stochastic first-order methods including the standard stochastic gradient descent method, its accelerated variant,…

Optimization and Control · Mathematics 2024-05-08 Jinlong Lei , Uday V. Shanbhag

This paper considers the problem of estimating the variance of a sum of a triangular array of random vectors with heterogeneous means. When random vectors exhibit two-way cluster dependence or weak dependence, standard variance estimators…

Econometrics · Economics 2026-03-13 Luther Yap

We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…

Probability · Mathematics 2021-04-20 Maurice Duits , Benjamin Fahs , Rostyslav Kozhan

The main goal of this paper is to determine the asymptotic behavior of the number $X_n$ of cut-vertices in random planar maps with $n$ edges. It is shown that $X_n/n \to c$ in probability (for some explicit $c>0$). For so-called subcritical…

Probability · Mathematics 2021-04-30 Michael Drmota , Marc Noy , Benedikt Stufler

We use Stein's method to obtain explicit bounds on the rate of convergence for the Laplace approximation of two different sums of independent random variables; one being a random sum of mean zero random variables and the other being a…

Probability · Mathematics 2021-06-29 Robert E. Gaunt

Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…

Probability · Mathematics 2020-05-20 Julien Petit , Renaud Lambiotte , Timoteo Carletti

By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…

Probability · Mathematics 2025-12-11 Fraser Daly

We prove normal approximation bounds for statistics of randomly weighted (simplicial) complexes. In particular, we consider the complete $d$-dimensional complex on $n$ vertices with $d$-simplices equipped with i.i.d. weights. Our normal…

Probability · Mathematics 2024-07-18 Shu Kanazawa , Khanh Duy Trinh , D. Yogeshwaran

Correlation Clustering is a classic clustering objective arising in numerous machine learning and data mining applications. Given a graph $G=(V,E)$, the goal is to partition the vertex set into clusters so as to minimize the number of edges…

Data Structures and Algorithms · Computer Science 2024-07-17 Vincent Cohen-Addad , David Rasmussen Lolck , Marcin Pilipczuk , Mikkel Thorup , Shuyi Yan , Hanwen Zhang

This study addresses a distributed optimization with a novel class of coupling of variables, called clique-wise coupling. A clique is a node set of a complete subgraph of an undirected graph. This setup is an extension of pairwise coupled…

Optimization and Control · Mathematics 2023-04-24 Yuto Watanabe , Kazunori Sakurama

By the Lindeberg-L\'evy central limit theorem, standardized partial sums of a sequence of mutually independent and identically distributed random variables converge in law to the standard normal distribution. It is known that mutual…

Probability · Mathematics 2025-04-08 Martin Raič

The Coordinate Ascent Variational Inference scheme is a popular algorithm used to compute the mean-field approximation of a probability distribution of interest. We analyze its random scan version, under log-concavity assumptions on the…

Machine Learning · Statistics 2024-09-24 Hugo Lavenant , Giacomo Zanella

We present an alternate formulation of the partial assignment problem as matching random clique complexes, that are higher-order analogues of random graphs, designed to provide a set of invariants that better detect higher-order structure.…

Machine Learning · Computer Science 2020-07-30 Charu Sharma , Deepak Nathani , Manohar Kaul

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

Dynamical Systems · Mathematics 2015-06-16 Nicolai Haydn , Matthew Nicol , Sandro Vaienti , Licheng Zhang

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

We consider the configuration model and the uniform simple graph with given degree sequence $\boldsymbol{d}=\left(d_i\right)_{i=1}^n$. We derive quantitative bounds for the errors in (i) joint normal-Poisson approximation to the numbers of…

Probability · Mathematics 2026-05-29 Ryo Imai

Motivated by statistical inference problems in high-dimensional time series data analysis, we first derive non-asymptotic error bounds for Gaussian approximations of sums of high-dimensional dependent random vectors on hyper-rectangles,…

Statistics Theory · Mathematics 2024-06-05 Jinyuan Chang , Xiaohui Chen , Mingcong Wu

Building upon the theory of graph limits and the Aldous-Hoover representation and inspired by Panchenko's work on asymptotic Gibbs measures (Annals of Probability 2013), we construct continuous embeddings of discrete probability…

Probability · Mathematics 2017-11-17 Amin Coja-Oghlan , Will Perkins , Kathrin Skubch
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