Related papers: A fixed-point approach to non-commutative central …
Nonrelativistic two-body scattering by a short-ranged potential is studied using the renormalisation group. Two fixed points are identified: a trivial one and one describing systems with a bound state at zero energy. The eigenvalues of the…
We study the behavior of infinite systems of coupled harmonic oscillators as t->infinity, and generalize the Central Limit Theorem (CLT) to show that their reduced Wigner distributions become Gaussian under quite general conditions. This…
In this paper, we establish the convergence rate in central limit theorem (CLT) for linearly extended negative quadrant dependent (LENQD) random variables (rv's). Under some weak conditions, the rate of normal approximation is shown as…
We produce a series of Central Limit Theorems (CLTs) associated to compact metric measure spaces $(K,d,\eta)$, with $\eta$ a reasonable probability measure. For the first CLT, we can ignore $\eta$ by isometrically embedding $K$ into…
We employ the machinery of smooth scaling and coarse-graining of observables, developed recently by us in the context of so-called fluctuation operators (inspired by prior work of Verbeure et al) to make a rigorous renormalisation group…
It is well known that central order statistics exhibit a central limit behavior and converge to a Gaussian distribution as the sample size grows. This paper strengthens this known result by establishing an entropic version of the CLT that…
This paper studies the asymptotic spectral properties of a renormalized sample correlation matrix, including the limiting spectral distribution, the properties of largest eigenvalues, and the central limit theorem for linear spectral…
Statistical inferences for sample correlation matrices are important in high dimensional data analysis. Motivated by this, this paper establishes a new central limit theorem (CLT) for a linear spectral statistic (LSS) of high dimensional…
In the present paper, we study central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a point of view of discrete geometric analysis developed by Kotani and Sunada. We establish a semigroup CLT for a…
In this paper, we rigorously derive Central Limit Theorems (CLT) for Bayesian two-layerneural networks in the infinite-width limit and trained by variational inference on a regression task. The different networks are trained via different…
We introduce a simple instance of the renormalization group transformation in the Banach space of probability densities. By changing the scaling of the renormalized variables we obtain, as fixed points of the transformation, the L\'evy…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
We prove Berry-Esseen type rates of convergence for central limit theorems (CLTs) of regenerative processes which generalize previous results of Bolthausen under weaker moment assumptions. We then show how this general result can be applied…
Based on our studies done on two-dimensional autonomous systems, forced non-autonomous systems and time-delayed systems, we propose a unified methodology - that uses renormalization group theory - for finding out existence of periodic…
In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix when the population covariance matrices are not uniformly bounded, which is a nontrivial…
In this paper, we establish the central limit theorem (CLT) for the linear spectral statistics (LSS) of sample correlation matrix $R$, constructed from a $p\times n$ data matrix $X$ with independent and identically distributed (i.i.d.)…
In this paper, we study fluctuations of conditionally centered statistics of the form $$N^{-1/2}\sum_{i=1}^N c_i(g(\sigma_i)-\mathbb{E}_N[g(\sigma_i)|\sigma_j,j\neq i])$$ where $(\sigma_1,\ldots ,\sigma_N)$ are sampled from a dependent…
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…
This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to $C^3$, the class of functions with continuous third order derivatives. We…
We apply the non-perturbative renormalization group method to a class of out-of-equilibrium phase transitions (usually called ``parity conserving'' or, more properly, ``generalized voter'' class) which is out of the reach of perturbative…