Related papers: Multivariate CLT for critical points

We prove strong statistical stability of a large class of one-dimensional maps which may have an arbitrary finite number of discontinuities and of non-degenerate critical points and/or singular points with infinite derivative, and satisfy…

Statistical inference for non-stationary data is hindered by the failure of classical central limit theorems (CLTs), not least because there is no fixed Gaussian limit to converge to. To resolve this, we introduce relative weak convergence,…

We consider Canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional torus or in a bounded domain of R 2 . We prove that under the Central Limit scaling of vortices intensities, and provided that the system has zero global…

We present a general central limit theorem with simple, easy-to-check covariance-based sufficient conditions for triangular arrays of random vectors when all variables could be interdependent. The result is constructed from Stein's method,…

We investigate the probability density of rescaled sums of iterates of deterministic dynamical systems, a problem relevant for many complex physical systems consisting of dependent random variables. A Central Limit Theorem (CLT) is only…

We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued…

We study the resonant prescribed T-curvature problem on a compact 4-dimensional Riemannian manifold with boundary. We derive sharp energy and gradient estimates of the associated Euler-Lagrange functional to characterize the critical points…

Linear structural error-in-variables models with univariate observations are revisited for studying modified least squares estimators of the slope and intercept. New marginal central limit theorems (CLT's) are established for these…

We consider the spectral properties of a class of regularized estimators of (large) empirical covariance matrices corresponding to stationary (but not necessarily Gaussian) sequences, obtained by banding. We prove a law of large numbers…

We prove a mean field limit, a law of large numbers and a central limit theorem for a system of point vortices on the 2D torus at equilibrium with positive temperature. The point vortices are formal solutions of a class of equations…

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…

We adapt Stein's method to obtain Berry--Esseen type error bounds in the multivariate central limit theorem for non-stationary processes generated by time-dependent compositions of uniformly expanding dynamical systems. In a particular case…

We establish a central limit theorem (CLT) for families of products of $\epsilon$-independent random variables. We utilize graphon limits to encode the evolution of independence and characterize the limiting distribution. Our framework…

Establishing central limit theorems (CLTs) for ergodic averages of Markov chains is a fundamental problem in probability and its applications. Since the seminal work~\cite{MR834478}, a vast literature has emerged on the sufficient…

In this paper, we study the Exponential Random Graph Models (ERGMs) conditioning on the number of edges. In subcritical region of model parameters, we prove a conditional Central Limit Theorem (CLT) with explicit mean and variance for the…

We consider "randomized" statistics constructed by using a finite number of observations a random field at randomly chosen points. We generalize the invariance principle (the functional CLT), the Glivenko--Cantelli theorem, the theorem…

The spiked Fisher matrix is a significant topic for two-sample problems in multivariate statistical inference. This paper is dedicated to testing the number of spikes in a high-dimensional generalized spiked Fisher matrix that relaxes the…

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

We give a simple proof of a central limit theorem for linear statistics of the Circular beta-ensembles which is valid at almost arbitrary mesoscopic scale and for functions of class C^3. As a consequence, using a coupling introduced by…

We consider two $n\times n$ non-Hermitian random matrices such that the $ij$th entry of one matrix is correlated with the $ij$th entry of the other matrix. However, the entries of any particular matrix are i.i.d. random variables. We study…