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This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…

Probability · Mathematics 2010-01-15 K. Pakdaman , M. Thieullen , G. Wainrib

Homogeneous normalized random measures with independent increments (hNRMIs) represent a broad class of Bayesian nonparametric priors and thus are widely used. In this paper, we obtain the strong law of large numbers, the central limit…

Statistics Theory · Mathematics 2024-03-22 Junxi Zhang , Shui Feng , Yaozhong Hu

This paper does three things: It proves a central limit theorem for novel permutation statistics (for example, the number of descents plus the number of descents in the inverse). It provides a clear illustration of a new approach to proving…

Probability · Mathematics 2016-10-28 Sourav Chatterjee , Persi Diaconis

We prove a central limit theorem for the normalized overlap between two replicas in the spherical SK model in the high temperature phase. The convergence holds almost surely with respect to the disorder variables, and the inverse…

Probability · Mathematics 2019-10-23 Vu Lan Nguyen , Philippe Sosoe

A quantitative central limit theorem for the simple symmetric exclusion process (SSEP) on a $d$-dimensional discrete torus is proven. The argument is based on a comparison of the generators of the density fluctuation field of the SSEP and…

Probability · Mathematics 2024-08-05 Benjamin Gess , Vitalii Konarovskyi

Consider a stationary Poisson point process in $\mathbb{R}^d$ and connect any two points whenever their distance is less than or equal to a prescribed distance parameter. This construction gives rise to the well known random geometric…

Probability · Mathematics 2017-01-04 Jens Grygierek , Christoph Thaele

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…

Probability · Mathematics 2009-06-24 Taral Guldahl Seierstad

We analyse uniformly random proper $k$-colourings of sparse graphs with maximum degree $\Delta$ in the regime $\Delta < k\ln k $. This regime corresponds to the lower side of the shattering threshold for random graph colouring, a…

Combinatorics · Mathematics 2023-03-28 Eoin Hurley , François Pirot

Consider the sample covariance matrix $$\Sigma^{1/2}XX^T\Sigma^{1/2}$$ where $X$ is an $M\times N$ random matrix with independent entries and $\Sigma$ is an $M\times M$ diagonal matrix. It is known that if $\Sigma$ is deterministic, then…

Probability · Mathematics 2023-02-27 Ji Oon Lee , Yiting Li

A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…

Probability · Mathematics 2014-10-02 Richard C. Bradley , Zbigniew J. Jurek

The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…

Logic in Computer Science · Computer Science 2026-03-10 Henning Basold , Oisín Flynn-Connolly , Chase Ford , Hao Wang

The Frechet mean or barycenter generalizes the idea of averaging in spaces where pairwise addition is not well-defined. In general metric spaces, the Frechet sample mean is not a consistent estimator of the theoretical Frechet mean. For…

Statistics Theory · Mathematics 2013-05-16 Cedric E. Ginestet

We study topological and geometric functionals of $l_\infty$-random geometric graphs on the high-dimensional torus in a sparse regime, where the expected number of neighbors decays exponentially in the dimension. More precisely, we…

Probability · Mathematics 2025-01-08 Gilles Bonnet , Christian Hirsch , Daniel Rosen , Daniel Willhalm

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

Probability · Mathematics 2020-06-22 Ilya Soloveychik

This paper derives central limit and bootstrap theorems for probabilities that sums of centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for…

Statistics Theory · Mathematics 2016-03-09 Victor Chernozhukov , Denis Chetverikov , Kengo Kato

We use the combination of ideas and results from the theory of graph limits and nonlinear evolution equations to provide a rigorous mathematical justification for taking continuum limit for certain nonlocally coupled networks and to extend…

Adaptation and Self-Organizing Systems · Physics 2013-11-25 Georgi S. Medvedev

We consider extremal eigenvalues of sparse random matrices, a class of random matrices including the adjacency matrices of Erd\H{o}s-R\'{e}nyi graphs $\mathcal{G}(N,p)$. Recently, it was shown that the leading order fluctuations of extremal…

Probability · Mathematics 2023-06-08 Jaehun Lee

We consider $n\times n$ real symmetric and Hermitian Wigner random matrices $n^{-1/2}W$ with independent (modulo symmetry condition) entries and the (null) sample covariance matrices $n^{-1}X^*X$ with independent entries of $m\times n$…

Probability · Mathematics 2009-09-25 A. Lytova , L. Pastur

Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…

Probability · Mathematics 2025-01-07 Jonathan C. Mattingly , Ezra Miller , Do Tran

The graph matching problem emerges naturally in various applications such as web privacy, image processing and computational biology. In this paper, graph matching is considered under a stochastic model, where a pair of randomly generated…

Information Theory · Computer Science 2021-01-27 Farhad Shirani , Siddharth Garg , Elza Erkip