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This paper deals with the Gaussian and bootstrap approximations to the distribution of the max statistic in high dimensions. This statistic takes the form of the maximum over components of the sum of independent random vectors and its…

Statistics Theory · Mathematics 2022-05-31 Victor Chernozhukov , Denis Chetverikov , Kengo Kato , Yuta Koike

We study conditions under which treatment effect estimators constructed under the no-interference assumption in randomized experiments are asymptotically normal in the presence of interference. We prove that the standard Horvitz-Thompson…

Statistics Theory · Mathematics 2019-03-08 Alex Chin

A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…

Probability · Mathematics 2021-06-02 Lampros Gavalakis , Ioannis Kontoyiannis

We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…

Statistics Theory · Mathematics 2026-03-26 Ziwei Su , Imon Banerjee , Diego Klabjan

A univariate clustering criterion for stationary processes satisfying a $\beta$-mixing condition is proposed extending the work of \cite{KB2} to the dependent setup. The approach is characterized by an alternative sample criterion function…

Statistics Theory · Mathematics 2013-11-19 Karthik Bharath

We consider a discrete latent variable model for two-way data arrays, which allows one to simultaneously produce clusters along one of the data dimensions (e.g. exchangeable observational units or features) and contiguous groups, or…

We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…

Combinatorics · Mathematics 2023-06-22 Lisa Hofer

We prove the conjectured limiting normality for the number of crossings of a uniformly chosen set partition of [n] = {1,2,...,n}. The arguments use a novel stochastic representation and are also used to prove central limit theorems for the…

Combinatorics · Mathematics 2015-02-04 Bobbie Chern , Persi Diaconis , Daniel M. Kane , Robert C. Rhoades

We use the recently developed method of weighted dependency graphs to prove central limit theorems for the number of occurrences of any fixed pattern in multiset permutations and in set partitions. This generalizes results for patterns of…

Combinatorics · Mathematics 2020-02-26 Valentin Féray

The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…

Dynamical Systems · Mathematics 2016-03-25 Peter Nandori , Domokos Szasz , Tamas Varju

Randomized block factorial experiments are widely used in industrial engineering, clinical trials, and social science. Researchers often use a linear model and analysis of covariance to analyze experimental results; however, limited studies…

Methodology · Statistics 2022-08-04 Hanzhong Liu , Jiyang Ren , Yuehan Yang

We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…

Statistics Theory · Mathematics 2011-04-22 John H. J. Einmahl , Estáte V. Khmaladze

We study the Central Limit Theorem (CLT) in the so-called mixed (anisotropic) Lebesgue-Riesz spaces and tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces.

Probability · Mathematics 2013-08-27 E. Ostrovsky , L. Sirota

In this paper, a connection between bi-free probability and the asymptotics of random quantum channels and tensor products of random matrices is established. Using bi-free matrix models, it is demonstrated that the spectral distribution of…

Operator Algebras · Mathematics 2024-05-30 Paul Skoufranis

We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly reinforced generalized Polya urns.

Probability · Mathematics 2009-04-27 Patrizia Berti , Irene Crimaldi , Luca Pratelli , Pietro Rigo

Recently a new type of central limit theorem for belief functions was given in Epstein et al. [9]. In this paper, we generalize the central limit theorem in Epstein et al. [9] to accommodate general bounded random variables. These results…

Probability · Mathematics 2017-12-21 Xiaomin Shi

The classic central limit theorem and $\alpha$-stable distributions play a key role in probability theory, and also in Boltzmann-Gibbs (BG) statistical mechanics. They both concern the paradigmatic case of probabilistic independence of the…

Statistical Mechanics · Physics 2008-05-04 Sabir Umarov , Constantino Tsallis , Murray Gell-Mann , Stanly Steinberg

We adapt arguments concerning information-theoretic convergence in the Central Limit Theorem to the case of dependent random variables under Rosenblatt mixing conditions. The key is to work with random variables perturbed by the addition of…

Probability · Mathematics 2008-10-06 Oliver Johnson

In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…

Probability · Mathematics 2007-05-23 L. V. Bogachev , Z. G. Su

In this paper, we derive a central limit theorem for collections of weakly correlated random variables indexed by discrete metric spaces, where the correlation decays in the distance of the indices. The correlation structure we study…

Probability · Mathematics 2022-02-11 Michael Fleermann , Werner Kirsch