Related papers: Limit theorems of Chatterjee's rank correlation
In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…
The purpose of this paper is twofold. First, we present a conjecture to the effect that the ranks of the syzygy modules of a smooth projective variety become normally distributed as the positivity of the embedding line bundle grows. Then,…
Distance correlation has become an increasingly popular tool for detecting the nonlinear dependence between a pair of potentially high-dimensional random vectors. Most existing works have explored its asymptotic distributions under the null…
Although complete randomization ensures covariate balance on average, the chance for observing significant differences between treatment and control covariate distributions increases with many covariates. Rerandomization discards…
Discovering a correlation from one variable to another variable is of fundamental scientific and practical interest. While existing correlation measures are suitable for discovering average correlation, they fail to discover hidden or…
In many applications, hypothesis testing is based on an asymptotic distribution of statistics. The aim of this paper is to clarify and extend multiple correction procedures when the statistics are asymptotically Gaussian. We propose a…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…
Chatterjee, Diaconis and Sly (2011) recently established the consistency of the maximum likelihood estimate in the $\beta$-model when the number of vertices goes to infinity. By approximating the inverse of the Fisher information matrix, we…
We study random dynamical systems composed of LSV maps with varying parameters, without any mixing assumptions on the base space of random dynamics. We establish a quenched central limit theorem and identify conditions under which the…
We show that Haar measures of connected semisimple groups, embedded via a representation into a matrix space, have a homogeneous asymptotic limit when viewed from far away and appropriately rescaled. This is still true if the Haar measure…
We study the asymptotic rank of adjacency matrices of a large class of edge-weighted configuration models. Here, the weight of a (multi-)edge can be any fixed non-zero element from an arbitrary field, as long as it is independent of the…
The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded. A simple combinatorial…
We consider a variant of so called power-law random graph. A sequence of expected degrees corresponds to a power-law degree distribution with finite mean and infinite variance. In previous works the asymptotic picture with number of nodes…
In this paper, we consider the empirical spectral distribution of the sample correlation matrix and investigate its asymptotic behavior under mild assumptions on the data's distribution, when dimension and sample size increase at the same…
This paper discusses the asymptotic behaviour of the number of descents in a random signed permutation and its inverse, which was posed as an open problem by Chatterjee and Diaconis in a recent publication. For that purpose, we generalize…
We introduce a method for the theoretical analysis of exponential random graph models. The method is based on a large-deviations approximation to the normalizing constant shown to be consistent using theory developed by Chatterjee and…
The purpose of this paper is to study the limiting distribution of special {\it additive functionals} on random planar maps, namely the number of occurrences of a given {\it pattern}. The main result is a central limit theorem for these…
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…
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…
The main Theorem of Jain et al.[Jain, K., Singh, S., and Sharma, S. (2011), Re- stricted estimation in multivariate measurement error regression model; JMVA, 102, 2, 264-280] is established in its full generality. Namely, we derive the…