Related papers: On irreducible central limit theorems
We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…
The "typical" asymptotic behavior of the weighted sums of independent random vectors in $k$-dimensional space is considered. It is shown that in this case the rate of convergence in the multivariate central limit theorem is of order…
In \cite{Elek} we proved that the limit of a weakly convergent sequence of finite graphs can be viewed as a graphing or a continuous field of infinite graphs. Thus one can associate a type $II_1$-von Neumann algebra to such graph sequences.…
We study the fluctuations of certain biorthogonal ensembles for which the underlying family \{P,Q\} satisfies a finite-term recurrence relation of the form $x P(x) = \mathbf{J}P(x)$. For polynomial linear statistics of such ensembles, we…
Cheeger's inequality states that a tightly connected subset can be extracted from a graph $G$ using an eigenvector of the normalized Laplacian associated with $G$. More specifically, we can compute a subset with conductance…
In a series of papers, of which this is the first, we study sufficient conditions for Hamiltonicity in terms of forbidden induced subgraphs and extend such results to locally finite infinite graphs. For this we use topological circles…
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…
In this paper we study spectra of Laplacians of infinite weighted graphs. Instead of the assumption of local finiteness we impose the condition of summability of the weight function. Such graphs correspond to reversible Markov chains with…
We use the homological perturbation lemma to produce explicit formulas computing the class in the twisted de Rham complex represented by an arbitrary polynomial. This is a non-asymptotic version of the method of Feynman diagrams. In…
The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…
We study the behavior of infinite systems of coupled harmonic oscillators as t->infinity, and generalize the Central Limit Theorem (CLT) to show that their reduced Wigner distributions become Gaussian under quite general conditions. This…
For Young systems, i.e. for hyperbolic systems without/with singularities satisfying Lai-Sang Young's axioms (which imply exponential decay of correlation and the CLT) a local CLT is proven. In fact, a unified version of the local CLT is…
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…
In this paper, we introduce a joint central limit theorem (CLT) for specific bilinear forms, encompassing the resolvent of the sample covariance matrix under an elliptical distribution. Through an exhaustive exploration of our theoretical…
In this paper we extend the known results of analytic connectivity to non-uniform hypergraphs. We prove a modified Cheeger's inequality and also give a bound on analytic connectivity with respect to the degree sequence and diameter of a…
In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the…
A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to…
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…
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…
We consider sequences of $U$-processes based on symmetric kernels of a fixed order, that possibly depend on the sample size. Our main contribution is the derivation of a set of analytic sufficient conditions, under which the aforementioned…