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We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…

Probability · Mathematics 2018-03-28 Dalibor Volny

By extending the Johnson--Barron projection method from one dimension to high dimensions and utilizing a Wang type dimension-free Harnack inequality, we obtain a new quantitative bound for the entropic central limit theorem under the…

Probability · Mathematics 2026-04-08 Chang-song Deng , Lin Wang , Lihu Xu

We consider linear two-time-scale stochastic approximation algorithms driven by martingale noise. Recent applications in machine learning motivate the need to understand finite-time error rates, but conventional stochastic approximation…

Machine Learning · Computer Science 2025-12-12 Seo Taek Kong , Sihan Zeng , Thinh T. Doan , R. Srikant

We study a block mean-field Ising model with $N$ spins split into $s_N$ blocks, with Curie-Weiss interaction within blocks and nearest-neighbor coupling between blocks. While previous models deal with the block magnetization for a fixed…

Probability · Mathematics 2026-03-03 Jonas Jalowy , Isabel Lammers , Matthias Löwe

By means of parallel tempering Monte Carlo simulations we find strong evidence for a finite-temperature spin-glass transition in a system of diluted classical Heisenberg dipoles randomly placed on the sites of a simple cubic lattice. We…

Disordered Systems and Neural Networks · Physics 2009-12-18 Pawel Stasiak , Michel J. P. Gingras

The Sherrington--Kirkpatrick model of spin glasses, the Hopfield model of neural networks and the Ising spin glass are all models of binary data belonging to the one-parameter exponential family with quadratic sufficient statistic. Under…

Probability · Mathematics 2007-12-18 Sourav Chatterjee

We prove a Central Limit Theorem for the linear statistics of two-dimensional Coulomb gases, with arbitrary inverse temperature and general confining potential, at the macroscopic and mesoscopic scales and possibly near the boundary of the…

Mathematical Physics · Physics 2018-03-01 Thomas Leblé , Sylvia Serfaty

Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernozhukov et al. (2017) proved a Berry--Esseen type result for…

Statistics Theory · Mathematics 2019-06-26 Arun Kumar Kuchibhotla , Somabha Mukherjee , Debapratim Banerjee

We derive exact critical-temperature bounds for the classical ferromagnetic Ising model on two-dimensional periodic tessellations of the plane. For any such tessellation or lattice, the critical temperature is bounded from above by a…

Statistical Mechanics · Physics 2026-05-29 Davidson Noby Joseph , Igor Boettcher

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…

Probability · Mathematics 2020-01-14 Steven Rosenberg , Jie Xu

This paper establishes a CLT for linear statistics of the form $\langle \mathbf{q},\boldsymbol{\sigma} \rangle$ with quantitative Berry-Esseen bounds, where $\boldsymbol{\sigma}$ is an observation from an exponential family with a quadratic…

Probability · Mathematics 2026-04-20 Seunghyun Lee , Nabarun Deb , Sumit Mukherjee

The question of whether the central limit theorem (CLT) holds for the total number of edges in exponential random graph models (ERGMs) in the subcritical region of parameters has remained an open problem. In this paper, we establish the…

Probability · Mathematics 2025-04-09 Xiao Fang , Song-Hao Liu , Qi-Man Shao , Yi-Kun Zhao

We study the central limit theorem (CLT) for linear eigenvalue statistics of several types of matrix models, whose entries are having exploding moments, i.e., moments of the entries are increasing with the size of the matrix. In particular,…

Probability · Mathematics 2026-04-30 Indrajit Jana , Sunita Rani

The finite lattice method of series expansion has been used to extend low-temperature series for the partition function, order parameter and susceptibility of the spin-1 Ising model on the square lattice. A new formalism is described that…

High Energy Physics - Lattice · Physics 2011-07-19 I. G. Enting , A , J. Guttmann , I. Jensen

Using Bernstein polynomial approximations, we prove the central limit theorem for linear spectral statistics of sample covariance matrices, indexed by a set of functions with continuous fourth order derivatives on an open interval including…

Statistics Theory · Mathematics 2010-11-29 Zhidong Bai , Xiaoying Wang , Wang Zhou

We analyze the fluctuations of incomplete $U$-statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled…

Probability · Mathematics 2020-03-24 Matthias Löwe , Sara Terveer

Motivated by random evolutions which do not start from equilibrium, in a recent work, Peligrad and Voln\'{y} (2018) showed that the quenched CLT (central limit theorem) holds for ortho-martingale random fields. In this paper, we study the…

Probability · Mathematics 2019-09-12 Na Zhang , Lucas Reding , Magda Peligrad

We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

Probability · Mathematics 2025-12-16 Christian Hirsch , Raphaël Lachièze-Rey

A central limit theorem is proved for the free energy of the random field Ising model with all plus or all minus boundary condition, at any temperature (including zero temperature) and any dimension. This solves a problem posed by Wehr and…

Mathematical Physics · Physics 2019-03-29 Sourav Chatterjee

The Ghatak-Sherrington (GS) spin glass model is a random probability measure defined on the configuration space $\{0,\pm1,\pm2,\ldots, \pm \mathcal{S} \}^N$ with system size $N$ and $\mathcal{S}\ge1$ finite. This generalizes the classical…

Probability · Mathematics 2024-04-03 Yueqi Sheng , Qiang Wu