Related papers: The central limit theorem on nilpotent Lie groups

We derive the limiting distribution of the barycenter $b_n$ of an i.i.d. sample of $n$ random points on a planar cone with angular spread larger than $2\pi$. There are three mutually exclusive possibilities: (i) (fully sticky case) after a…

Let ${\cal T}$ be a rooted Galton-Watson tree with offspring distribution $\{p_k\}$ that has $p_0=0$, mean $m=\sum kp_k>1$ and exponential tails. Consider the $\lambda$-biased random walk $\{X_n\}_{n\geq 0}$ on ${\cal T}$; this is the…

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…

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

We study the existence and uniqueness of mild and strong solutions of nonlocal nonlinear diffusion problems of $p$-Laplacian type with nonlinear boundary conditions posed in metric random walk spaces. These spaces include, among others,…

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a function of its summands as their number tends to infinity. In the large deviation range of the…

We prove a central limit theorem for non-commutative random variables in a von Neumann algebra with a tracial state: Any non-commutative polynomial of averages of i.i.d. samples converges to a classical limit. The proof is based on a…

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…

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

In this paper, we study random walks on groups that contain superlinear divergent geodesics, in the line of thoughts of Goldsborough-Sisto. The existence of a superlinear divergent geodesic is a quasi-isometry invariant which allows us to…

We give rates of convergence in the Central Limit Theorem for the coefficients and the spectral radius of the left random walk on GLd(R), assuming the existence of an exponential or polynomial moment.

We establish effective convergence rates in the Doeblin-Lenstra law, describing the limiting distribution of approximation coefficients arising from continued fraction convergents of a typical real number. More generally, we prove…

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

We study the thermodynamic properties of the generalized non-convex multispecies Curie-Weiss model, where interactions among different types of particles (forming the species) are encoded in a generic matrix. For spins with a generic prior…

We prove the Lindeberg--Feller central limit theorem without using characteristic functions or Taylor expansions, but instead by measuring how far a distribution is from the standard normal distribution according to the $2$-Wasserstein…

Let $\nu\in M^1([0,\infty[)$ be a fixed probability measure. For each dimension $p\in\b N$, let $(X_n^p)_{n\ge1}$ be i.i.d. $\b R^p$-valued radial random variables with radial distribution $\nu$. We derive two central limit theorems for $…

The objective of this study is to investigate the limiting behavior of a subgraph counting process. The subgraph counting process we consider counts the number of subgraphs having a specific shape that exist outside an expanding ball as the…

We prove weak laws of large numbers and central limit theorems of Lindeberg type for empirical centres of mass (empirical Fr\'echet means) of independent non-identically distributed random variables taking values in Riemannian manifolds. In…

The number of faces of the convex hull of $n$ independent and identically distributed random points chosen on the boundary of a smooth convex body in $\mathbb{R}^d$ is investigated. In dimensions two and three the number of $k$-faces is…

The bifurcation theory of ordinary differential equations (ODEs), and its application to deterministic population models, are by now well established. In this article, we begin to develop a complementary theory for diffusion-like…