Related papers: CLT for real beta-ensembles at high temperature

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…

Under the high-dimensional setting that data dimension and sample size tend to infinity proportionally, we derive the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix. Different…

We use martingale embeddings to prove a central limit theorem (CLT) for one-dimensional projections of high-dimensional random vectors in $\{-1,1\}^n$ satisfying a Poincar\'e inequality. We obtain a non-asymptotic error bound involving…

In this paper we consider a superprocess being a measure-valued diffusion corresponding to the equation $u_{t}=Lu+\alpha u-\beta u^{2}$, where $L$ is the infinitesimal operator of the \emph{Ornstein-Uhlenbeck process} and…

We analyze the high temperature fluctuations of the magnetization of the so-called Ising block model. This model was recently introduced by Berthet, Rigollet and Srivastava. We prove a Central Limit Theorems (CLT) for the magnetization in…

In this paper we establish a general dynamical Central Limit Theorem (CLT) for group actions which are exponentially mixing of all orders. In particular, the main result applies to Cartan flows on finite-volume quotients of simple Lie…

We analyze the fluctuations of incomplete $U$-statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled…

We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…

We show how the renormalization group approach can be used to prove quantitative central limit theorems (CLTs) in the setting of free, Boolean, bi-free and bi-Boolean independence under finite third moment assumptions. The proofs rely on…

Combining cross-section and time series data is a long and well established practice in empirical economics. We develop a central limit theory that explicitly accounts for possible dependence between the two data sets. We focus on common…

The non-commutative Central Limit Theorem (CLT) introduced by Speicher in 1992 states that given almost any sequence of non-commutative random variables that commute or anti-commute pair-wise, the *-moments of the normalized partial sum…

In this paper we exhibit new classes of smooth systems which satisfy the Central Limit Theorem (CLT) and have (at least) one of the following properties: (1) zero entropy; (2) weak but not strong mixing; (3) (polynomially) mixing but not…

This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…

The applicability conditions of a recently reported Central Limit Theorem-based approximation method in statistical physics are investigated and rigorously determined. The failure of this method at low and intermediate temperature is proved…

20 years ago, Bovier, Kurkova, and L\"owe [5] proved a central limit theorem (CLT) for the fluctuations of the free energy in the p-spin version of the Sherrington-Kirkpatrick model of spin glasses at high temperatures. In this paper we…

This paper is concerned with normal approximation under relaxed moment conditions using Stein's method. We obtain the explicit rates of convergence in the central limit theorem for (i) nonlinear statistics with finite absolute moment of…

This paper studies beta ensembles on the real line in a high temperature regime, that is, the regime where $\beta N \to const \in (0, \infty)$, with $N$ the system size and $\beta$ the inverse temperature. In this regime, the convergence to…

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…

Drees and Rootz\'en [2010] have proven central limit theorems (CLT) for empirical processes of extreme values cluster functionals built from $\beta$-mixing processes. The problem with this family of $\beta$-mixing processes is that it is…

We derive a Central Limit Theorem (CLT) for $\log \left\vert\det \left( W_{N}-E_{N}\right)\right\vert,$ where $W_{N}$ is a Wigner matrix, and $E_{N}$ is local to the edge of the semi-circle law. Precisely, $E_N=2+N^{-2/3}\sigma_N$ with…