Related papers: On irreducible central limit theorems

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…

We investigate the multivariate central limit theorem for nonlinear statistics by means of Stein's method and Slepian's smart path interpolation method. Based on certain difference operators in theory of concentration inequalities, we…

We produce a series of Central Limit Theorems (CLTs) associated to compact metric measure spaces $(K,d,\eta)$, with $\eta$ a reasonable probability measure. For the first CLT, we can ignore $\eta$ by isometrically embedding $K$ into…

This paper studies the asymptotic properties of weighted sums of the form $Z_n=\sum_{i=1}^n a_i X_i$, in which $X_1, X_2, \ldots, X_n$ are i.i.d.~random variables and $a_1, a_2, \ldots, a_n$ correspond to either eigenvalues or singular…

In this paper, we establish the central limit theorem (CLT) for the linear spectral statistics (LSS) of sample correlation matrix $R$, constructed from a $p\times n$ data matrix $X$ with independent and identically distributed (i.i.d.)…

We prove a central limit theorem (CLT) for the Frechet mean of independent and identically distributed observations in a compact Riemannian manifold assuming that the population Frechet mean is unique. Previous general CLT results in this…

The central limit theorem for convex bodies says that with high probability the marginal of an isotropic log-concave distribution along a random direction is close to a Gaussian, with the quantitative difference determined asymptotically by…

Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…

We continue the study of the quantum channel version of Shannon's zero-error capacity problem. We generalize the celebrated Haemers bound to noncommutative graphs (obtained from quantum channels). We prove basic properties of this bound,…

High-dimensional autocovariance matrices play an important role in dimension reduction for high-dimensional time series. In this article, we establish the central limit theorem (CLT) for spiked eigenvalues of high-dimensional sample…

Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…

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…

In these notes, we obtain new stability estimates for centered non-degenerate selfdecomposable probability measures on $\mathbb{R}^d$ with finite second moment and for non-degenerate symmetric $\alpha$-stable probability measures on…

We study the central limit theorem for sums of independent tensor powers, $\frac{1}{\sqrt{d}}\sum\limits_{i=1}^d X_i^{\otimes p}$. We focus on the high-dimensional regime where $X_i \in \mathbb{R}^n$ and $n$ may scale with $d$. Our main…

We consider canonical determinantal random point processes with N particles on a compact Riemann surface X defined with respect to the constant curvature metric. In the higher genus (hyperbolic) cases these point processes may be defined in…

Customers arrive at rate N times alpha on a network of N single server infinite buffer queues, choose L queues uniformly, join the shortest one, and are served there in turn at rate beta. We let N go to infinity.We prove a functional…

In this paper, we provide general central limit theorems (CLT's) for associated random variables (rv's) following the approaches used by Newman (1980) and Olivera et al.(2012). Given some assumptions, a Lyapounov-Feller-Levy type theorem is…

We obtain a Lundberg-type inequality in the case of an inhomogeneous renewal risk model. We consider the model with independent, but not necessarily identically distributed, claim sizes and the interoccurrence times. In order to prove the…

We study a special class of graphs with a strong transience feature called uniform transience. We characterize uniform transience via a Feller-type property and via validity of an isoperimetric inequality. We then give a further…

We study homogenisation problems for divergence form equations with rapidly sign-changing coefficients. With a focus on problems with piecewise constant, scalar coefficients in a ($d$-dimensional) crosswalk type shape, we will provide a…