Related papers: Central limit theorem for the complex eigenvalues …

We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first…

We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that…

In this paper, we develop an extension of the Central Limit Theorem (CLT) to the setting of bosonic quantum channels. This extension provides a deeper understanding of Gaussian bosonic channels as extremal objects. Using our CLT for bosonic…

Special case of a Gibbsian facet process on a fixed window with a discrete orientation distribution and with increasing intensity of the underlying Poisson process is studied. All asymptotic moments for interaction U-statistics are…

We establish a central limit theorem and prove a moderate deviation principle for stochastic scalar conservation laws. Due to the lack of viscous term, this is done in the framework of kinetic solution. The weak convergence method and…

We study the Central Limit Theorem (CLT) in the so-called mixed (anisotropic) Lebesgue-Riesz spaces and tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces.

We prove a central limit theorem for the Horvitz-Thompson estimator based on the Gram-Schmidt Walk (GSW) design, recently developed in Harshaw et al.(2022). In particular, we consider the version of the GSW design which uses randomized…

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…

We prove a central limit theorem for a random field generated by d commuting probability preserving transformations; the martingale is given by a commuting filtration (cf. D. Khosnevisan, Multiparameter Processes, Springer 2002). The result…

We describe a proof of the Central Limit Theorem that has been formally verified in the Isabelle proof assistant. Our formalization builds upon and extends Isabelle's libraries for analysis and measure-theoretic probability. The proof of…

We derive inclusion regions for the eigenvalues of matrix polynomials expressed in a general polynomial basis, which can lead to significantly better results than traditional bounds. We present several applications to engineering problems.

Choose $n$ random, independent points in $\R^d$ according to the standard normal distribution. Their convex hull $K_n$ is the {\sl Gaussian random polytope}. We prove that the volume and the number of faces of $K_n$ satisfy the central…

Approximating the solution of the nonlinear filtering problem with Gaussian mixtures has been a very popular method since the 1970s. However, the vast majority of such approximations are introduced in an ad-hoc manner without theoretical…

We prove a large deviations principle for the largest eigenvalue of Gaussian Kronecker matrices, namely matrices defined as the sum of tensors of independent Gaussian matrices in the regime where the dimension of the Gaussian matrices goes…

In a recent paper the author obtained optimal bounds for the strong Gaussian approximation of sums of independent $\R^d$-valued random vectors with finite exponential moments. The results may be considered as generalizations of well-known…

In this paper we consider a sequence of random variables with mean uncertainty in a sublinear expectation space. Without the hypothesis of identical distributions, we show a new central limit theorem under the sublinear expectations.

In this paper is proved the limit theorem for randomly indexed sequence of random processes in the case where sequences of random index and random processes are independent, also the estimation of convergence rate is obtained.

We present Gerschgorin-type eigenvalue inclusion sets applicable to generalized eigenvalue problems.Our sets are defined by circles in the complex plane in the standard Euclidean metric, and are easier to compute than known similar…

We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…

In a paper from 1995, Wormald gave general criteria for certain parameters in a family of discrete random processes to converge to the solution of a system of differential equations. Based on this method, we show that if some further…