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An equivalent condition for the product of elements of an independent random sample on a compact algebraic group converging in distribution to some random variable as the sample size increases is obtained. Namely, a limit distribution…

Probability · Mathematics 2022-11-21 O. G. Styrt

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

We consider uniform random permutations of length $n$ conditioned to have no cycle longer than $n^\beta$ with $0<\beta<1$, in the limit of large $n$. Since in unconstrained uniform random permutations most of the indices are in cycles of…

Probability · Mathematics 2018-12-21 Volker Betz , Helge Schäfer , Dirk Zeindler

In this paper, we propose a new interpretation of local limit theorems for univariate and multivariate distributions on lattices. We show that - given a local limit theorem in the standard sense - the distributions are approximated well by…

Probability · Mathematics 2022-08-09 Michael Fleermann , Werner Kirsch , Gabor Toth

This paper develops a unified framework for partial identification and inference in stratified experiments with attrition, accommodating both equal and heterogeneous treatment shares across strata. For equal-share designs, we apply recent…

Econometrics · Economics 2026-01-21 Bruno Ferman , Davi Siqueira , Vitor Possebom

We present a short proof of the central limit theorem which is elementary in the sense that no knowledge of characteristic functions, linear operators, or other advanced results are needed. Our proof is based on Lindeberg's trick of…

Probability · Mathematics 2021-06-03 Calvin Wooyoung Chin

The modified massive Arratia flow is a model for the dynamics of passive particle clusters moving in a random fluid that accounts for the effects of mass aggregation. We show a central limit theorem for the point process associated to the…

Probability · Mathematics 2024-08-12 Andrey Dorogovtsev , Vitalii Konarovskyi , Max von Renesse

This article presents a weak law of large numbers and a central limit theorem for the scaled realised covariation of a bivariate Brownian semistationary process. The novelty of our results lies in the fact that we derive the suitable…

Probability · Mathematics 2017-07-27 Andrea Granelli , Almut E. D. Veraart

Motivated by open problems in applied and computational algebraic topology, we establish multivariate normal approximation theorems for three random vectors which arise organically in the study of random clique complexes. These are: (1) the…

Probability · Mathematics 2022-06-22 Tadas Temčinas , Vidit Nanda , Gesine Reinert

We consider supercritical branching random walks on transitive graphs and we prove a law of large numbers for the mean displacement of the ensemble of particles, and a Stam-type central limit theorem for the empirical distributions, thus…

Probability · Mathematics 2026-02-12 Robin Kaiser , Martin Klötzer , Ecaterina Sava-Huss

We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are straightforward extensions of the univariate case.

Probability · Mathematics 2024-07-29 Erich Häusler , Harald Luschgy

We study sums of locally dependent scores associated with general marked (i.e., labeled) Euclidean point processes. We introduce geometric mixing conditions on the underlying point process and a Lipschitz-"localization" condition on the…

Probability · Mathematics 2026-05-28 B. Błaszczyszyn , D. Yogeshwaran , J. E. Yukich

We consider a class of interacting particle systems with values in $[0,\8)^{\zd}$, of which the binary contact path process is an example. For $d \ge 3$ and under a certain square integrability condition on the total number of the…

Probability · Mathematics 2009-06-26 Yukio Nagahata , Nobuo Yoshida

For a class of symmetric random matrices whose entries are martingale differences adapted to an increasing filtration, we prove that under a Lindeberg-like condition, the empirical spectral distribution behaves asymptotically similarly to a…

Probability · Mathematics 2014-02-27 Florence Merlevède , Costel Peligrad , Magda Peligrad

A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…

Statistics Theory · Mathematics 2021-11-30 Morgane Austern , Peter Orbanz

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…

Probability · Mathematics 2025-06-19 Xiao Fang , Song-Hao Liu , Zhonggen Su , Xiaolin Wang

We study the probability distribution of the area and the number of vertices of random polygons in a convex set $K\subset\mathbb{R}^2$. The novel aspect of our approach is that it yields uniform estimates for all convex sets…

Probability · Mathematics 2015-03-13 John Pardon

We consider bootstrap percolation and diffusion in sparse random graphs with fixed degrees, constructed by configuration model. Every node has two states: it is either active or inactive. We assume that to each node is assigned a…

Probability · Mathematics 2022-09-27 Hamed Amini , Erhan Bayraktar , Suman Chakraborty

This paper studies random cubical sets in $\mathbb{R}^d$. Given a cubical set $X\subset \mathbb{R}^d$, a random variable $\omega_Q\in[0,1]$ is assigned for each elementary cube $Q$ in $X$, and a random cubical set $X(t)$ is defined by the…

Probability · Mathematics 2018-03-20 Yasuaki Hiraoka , Kenkichi Tsunoda

In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…

Probability · Mathematics 2022-02-21 Chuchu Chen , Tonghe Dang , Jialin Hong , Tau Zhou
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