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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

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 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…

Probability · Mathematics 2025-04-15 Guillaume Cébron , Patrick Oliveira Santos , Pierre Youssef

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

Probability · Mathematics 2020-07-01 Zengjing Chen , Larry G. Epstein

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

A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…

Probability · Mathematics 2025-01-29 Alexander Shmyrov , Vasily Shmyrov

The central limit for the product of free random variables are studied by evaluating all the moments of the limit distribution. The logarithm of the central limit is found to be the same as the sum of two independent free random variables:…

Operator Algebras · Mathematics 2014-10-13 Keang-Po Ho

Let $(\tau_n)$ be a sequence of toral automorphisms $\tau_n : x \rightarrow A_n x \hbox{mod}\ZZ^d$ with $A_n \in {\cal A}$, where ${\cal A}$ is a finite set of matrices in $SL(d, \mathbb{Z})$. Under some conditions the method of…

Probability · Mathematics 2010-06-22 Jean-Pierre Conze , Stéphane Le Borgne , Mikaël Roger

We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the…

Probability · Mathematics 2023-02-15 Makoto Maejima , Noriyoshi Sakuma

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

A Central Limit Theorem for non-commutative random variables is proved using the Lindeberg method. The theorem is a generalization of the Central Limit Theorem for free random variables proved by Voiculescu. The Central Limit Theorem in…

Probability · Mathematics 2007-09-03 Vladislav Kargin

Voiculescu's notion of asymptotic free independence applies to a wide range of random matrices, including those that are independent and unitarily invariant. In this work, we generalize this notion by considering random matrices with a…

Operator Algebras · Mathematics 2025-04-03 Ion Nechita , Sang-Jun Park

This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…

Probability · Mathematics 2011-06-01 Magda Peligrad , Hailin Sang

We investigate the dependence of the center-of-mass tomogram of a system with many degrees of freedom $N$ on the Planck constant $\hbar $. It is shown that to use the central limit theorem under taking the limit $N\to +\infty $ one should…

Quantum Physics · Physics 2009-09-05 Grigori G. Amosov , Vladimir I. Man'ko

The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…

Probability · Mathematics 2022-11-29 Morgane Austern

The Central Limit Theorem (CLT) is one of the most fundamental results in statistics. It states that the standardized sample mean of a sequence of $n$ mutually independent and identically distributed random variables with finite first and…

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

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

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
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