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Related papers: A Quantitative Functional Central Limit Theorem fo…

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We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

Probability · Mathematics 2014-02-26 Yuri Kifer , S. R. S. Varadhan

Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…

Statistics Theory · Mathematics 2013-02-28 Jean-François Marckert , David Renault

An interesting approach to analyzing neural networks that has received renewed attention is to examine the equivalent kernel of the neural network. This is based on the fact that a fully connected feedforward network with one hidden layer,…

Machine Learning · Computer Science 2018-06-04 Russell Tsuchida , Farbod Roosta-Khorasani , Marcus Gallagher

In this paper, we quantitative convergence in $W_2$ for a family of Langevin-like stochastic processes that includes stochastic gradient descent and related gradient-based algorithms. Under certain regularity assumptions, we show that the…

Statistics Theory · Mathematics 2019-07-03 Xiang Cheng , Peter L. Bartlett , Michael I. Jordan

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

Probability · Mathematics 2024-11-14 Dirk Erhard , Tertuliano Franco , Milton Jara , Eduardo Pimenta

We provide a sufficient characterization for subsets $\mathcal{A}$ of the polynomial ring $\mathbb{F}_q[t]$ for which partial sums of Steinhaus random multiplicative functions approach a complex standard normal distribution. This extends…

Number Theory · Mathematics 2025-12-09 Declan Hoban , Jibran Iqbal Shah , Nadya-Catherine Ismail , William Verreault , Asif Zaman

We study the asymptotic shape of the trajectory of the stochastic gradient descent algorithm applied to a convex objective function. Under mild regularity assumptions, we prove a functional central limit theorem for the properly rescaled…

Machine Learning · Statistics 2026-02-18 Kessang Flamand , Victor-Emmanuel Brunel

The approximation of integral type functionals is studied for discrete observations of a continuous It\^o semimartingale. Based on novel approximations in the Fourier domain, central limit theorems are proved for $L^2$-Sobolev functions…

Probability · Mathematics 2022-11-08 Randolf Altmeyer

We study functional central limit theorems for persistent Betti numbers obtained from networks defined on a Poisson point process. The limit is formed in large volumes of cylindrical shape stretching only in one dimension. The results cover…

Statistics Theory · Mathematics 2021-02-26 Johannes Krebs , Christian Hirsch

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

Statistics Theory · Mathematics 2011-04-25 G. Jogesh Babu , Zhidong Bai , Kwok Pui Choi , Vasudevan Mangalam

We compute some dependence coefficients for the stationary Markov chain whose transition kernel is the Perron-Frobenius operator of an expanding map $T$ of $[0, 1]$ with a neutral fixed point. We use these coefficients to prove a central…

Probability · Mathematics 2008-02-11 J. Dedecker , C. Prieur

We study one-dimensional nonlinear stochastic cable equations driven by a multiplicative space-time white noise. Using the Malliavin-Stein method, we prove a central limit theorem for the spatial average of the solution. The convergence is…

Probability · Mathematics 2025-08-19 Soma Nishino

In this paper, we study approximation properties of single hidden layer neural networks with weights varying on finitely many directions and thresholds from an open interval. We obtain a necessary and at the same time sufficient measure…

Machine Learning · Computer Science 2023-04-05 Vugar Ismailov , Ekrem Savas

The stunning empirical successes of neural networks currently lack rigorous theoretical explanation. What form would such an explanation take, in the face of existing complexity-theoretic lower bounds? A first step might be to show that…

Machine Learning · Computer Science 2017-07-18 Le Song , Santosh Vempala , John Wilmes , Bo Xie

Using the regenerative scheme of Comets, Fern\'andez and Ferrari (2002), we establish a functional central limit theorem (FCLT) for discrete time stochastic processes (chains) with summable memory decay. Furthermore, under stronger…

Probability · Mathematics 2008-09-24 G. Maillard , S. Schöpfer

In 1989 George Cybenko proved in a landmark paper that wide shallow neural networks can approximate arbitrary continuous functions on a compact set. This universal approximation theorem sparked a lot of follow-up research. Shen, Yang and…

Classical Analysis and ODEs · Mathematics 2023-06-02 Jan Holstermann

We study the extent to which wide neural networks may be approximated by Gaussian processes when initialized with random weights. It is a well-established fact that as the width of a network goes to infinity, its law converges to that of a…

Probability · Mathematics 2021-02-18 Ronen Eldan , Dan Mikulincer , Tselil Schramm

Although neural networks traditionally are typically used to approximate functions defined over $\mathbb{R}^n$, the successes of graph neural networks, point-cloud neural networks, and manifold deep learning among other methods have…

Neural and Evolutionary Computing · Computer Science 2019-07-11 Stella Rose Biderman

For a stationary sequence of random variables we derive a self-normalized functional limit theorem under joint regular variation with index $\alpha \in (0,2)$ and weak dependence conditions. The convergence takes place in the space of…

Probability · Mathematics 2026-05-12 Danijel Krizmanic

We study the distribution of a fully connected neural network with random Gaussian weights and biases in which the hidden layer widths are proportional to a large constant $n$. Under mild assumptions on the non-linearity, we obtain…

Machine Learning · Computer Science 2024-06-18 Stefano Favaro , Boris Hanin , Domenico Marinucci , Ivan Nourdin , Giovanni Peccati