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Let $\mathbf{X}^{(1)}_{n},\ldots,\mathbf{X}^{(m)}_{n}$, where $\mathbf{X}^{(i)}_{n}=(X^{(i)}_{1},\ldots,X^{(i)}_{n})$, $i=1,\ldots,m$, be $m$ independent sequences of independent and identically distributed random variables taking their…

Probability · Mathematics 2016-03-15 Ruoting Gong , Christian Houdré , Ümit Işlak

We prove a central limit theorem for a certain class of functions on sparse rank-one inhomogeneous random graphs endowed with additional i.i.d. edge and vertex weights. Our proof of the central limit theorem uses a perturbative form of…

Probability · Mathematics 2024-04-22 Anja Sturm , Moritz Wemheuer

General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…

We prove a central limit theorem under diffusive scaling for the displacement of a random walk on ${\mathbb Z}^d$ in stationary and ergodic doubly stochastic random environment, under the $\mathcal{H}_{-1}$-condition imposed on the drift…

Probability · Mathematics 2017-02-23 Gady Kozma , Bálint Tóth

We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance…

Probability · Mathematics 2012-04-12 Yizao Wang , Michael Woodroofe

We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…

Probability · Mathematics 2018-03-28 Dalibor Volny

We analyze the fluctuations of incomplete $U$-statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled…

Probability · Mathematics 2020-03-24 Matthias Löwe , Sara Terveer

This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…

Dynamical Systems · Mathematics 2026-02-20 Rafael A. Bilbao , Rafael Lucena

For a class of random partitions of an infinite set a de Finetti-type representation is derived, and in one special case a central limit theorem for the number of blocks is shown.

Probability · Mathematics 2007-05-23 Alexander Gnedin

In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.

Probability · Mathematics 2007-08-01 Yu Miao

We consider sequences of homogeneous sums based on independent random variables and satisfying a central limit theorem (CLT). We address the following question: "In which cases is it not possible to reduce such an asymptotic result to the…

Probability · Mathematics 2025-12-17 Francesco Caravenna , Francesca Cottini , Giovanni Peccati

We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n} \ll b_n \ll n$ and test functions are sufficiently smooth.

Probability · Mathematics 2013-10-22 Lingyun Li , Alexander Soshnikov

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…

Probability · Mathematics 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

We discuss CLT for the global and local linear statistics of random matrices from classical compact groups. The main part of our proofs are certain combinatorial identities much in the spirit of works by Kac and Spohn.

Probability · Mathematics 2007-05-23 Alexander Soshnikov

We prove a law of large numbers and a central limit theorem for a tagged particle in a symmetric simple exclusion process in the one-dimensional lattice with variable diffusion coefficient. The scaling limits are obtained from a similar…

Statistical Mechanics · Physics 2009-04-24 Milton Jara , Patricia Goncalves

A new type of stochastic dependence for a sequence of random variables is introduced and studied. Precisely, (X_n)_{n\geq 1} is said to be conditionally identically distributed (c.i.d.), with respect to a filtration (G_n)_{n\geq 0}, if it…

Probability · Mathematics 2007-05-23 Patrizia Berti , Luca Pratelli , Pietro Rigo

The first aim of this paper is to wonder to what extent we can generalize the central limit theorem of Gordin [5] under the so-called L 1-projective criteria to ergodic stationary random fields when completely commuting filtrations are…

Probability · Mathematics 2022-01-19 Han-Mai Lin , Florence Merlevède , Dalibor Voln{ý}

This paper consists of a proof of a multivariate Central Limit Theorem for "rectangular" sums of dependent complex-valued, rho-prime-mixing random variables indexed by Z^d.

Probability · Mathematics 2013-07-29 Robert J. Niichel

We use Stein's method to prove a generalization of the Lindeberg-Feller CLT providing an upper and a lower bound for the superior limit of the Kolmogorov distance between a normally distributed random variable and the rowwise sums of a…

Probability · Mathematics 2011-12-30 Ben Berckmoes , Bob Lowen , Jan Van Casteren

Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given…

Probability · Mathematics 2011-03-23 Henry Lam , Jose Blanchet , Damian Burch , Martin Z. Bazant
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