Related papers: Central limit theorems and moderate deviations for…

We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…

This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to $C^3$, the class of functions with continuous third order derivatives. We…

In two-time-scale stochastic approximation (SA), two iterates are updated at different rates, governed by distinct step sizes, with each update influencing the other. Previous studies have demonstrated that the convergence rates of the…

This paper provides a Central Limit Theorem (CLT) for a process $\{\theta_n, n\geq 0\}$ satisfying a stochastic approximation (SA) equation of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H(\theta_n,X_{n+1})$; a CLT for the associated…

The Quantum Symmetric Simple Exclusion Process (Q-SSEP) is a model for quantum stochastic dynamics of fermions hopping along the edges of a graph with Brownian noisy amplitudes and driven out-of-equilibrium by injection-extraction processes…

We describe limit fluctuations of the height function for the open TASEP on the coexistence line under the stationary measure. It is known that the height function satisfies a law of large numbers as the number of sites $n$ goes to infinity…

In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…

Under the high-dimensional setting that data dimension and sample size tend to infinity proportionally, we derive the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix. Different…

The paper deals with a random connection model, a random graph whose vertices are given by a homogeneous Poisson point process on $\mathbb{R}^d$, and edges are independently drawn with probability depending on the locations of the two end…

We consider the asymmetric simple exclusion process (ASEP) with forward hopping rate 1, backward hopping rate q and periodic boundary conditions. We show that the Bethe equations of ASEP can be decoupled, at all order in perturbation in the…

In this paper, we prove a polynomial Central Limit Theorem for several integrable models, and for the $\beta$-ensembles at high-temperature with polynomial potential. Furthermore, we connect the mean values, the variances and the…

Confidence intervals based on the central limit theorem (CLT) are a cornerstone of classical statistics. Despite being only asymptotically valid, they are ubiquitous because they permit statistical inference under weak assumptions and can…

Hambly, Keevash, O'Connell and Stark have proven a central limit theorem for the characteristic polynomial of a permutation matrix with respect to the uniform measure on the symmetric group. We generalize this result in several ways. We…

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…

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…

In this paper, we revisit the problem of polynomial memory loss and the central limit theorem for time-dependent LSV maps. More precisely, we show that for random LSV maps corresponding to a random parameter beta() we obtain quenched memory…

In this paper, we obtain the central limit theorems for LS estimator in simple linear errors-in-variables (EV) regression models under some mild conditions. And we also show that those conditions are necessary in some sense.

The main objective of this article is to establish a central limit theorem for additive three-variable functionals of bifurcating Markov chains. We thus extend the central limit theorem under point-wise ergodic conditions studied in…

We consider the asymmetric simple exclusion process (ASEP) with half-flat initial condition. We show that the one-point marginals of the ASEP height function are described by those of the $\mbox{Airy}_{2 \rightarrow 1}$ process, introduced…

This article establishes an asymptotic theory for volatility estimation in an infinite-dimensional setting. We consider mild solutions of semilinear stochastic partial differential equations and derive a stable central limit theorem for the…