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We establish a central limit theorem for the eigenvalue counting function of a matrix of real Gaussian random variables.

Probability · Mathematics 2024-03-12 Advay Goel , Patrick Lopatto , Xiaoyu Xie

For all 0<t \leq 1, we define a locally Euclidean metric \rho_t on R^3. These metrics are invariant under Euclidean isometries and, if t increases to 1, converges to the Euclidean metric d_E. This research is motivated by expanding…

Differential Geometry · Mathematics 2007-05-23 Young Deuk Kim

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

In this paper we prove a criterion of convergence in distribution in Skorokhod space. We apply this criterion to some special Levy processes and obtain almost-sure versions of limit theorems for these processes.

Probability · Mathematics 2009-08-10 E. E. Permyakova

We prove a local version of the Mazur-Ulam theorem.

Functional Analysis · Mathematics 2009-05-12 Osamu Hatori

We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…

Mathematical Physics · Physics 2015-06-18 Peter J. Forrester , Joel L. Lebowitz

Under natural assumptions on the observable, we prove a Central Limit Theorem, a Berry-Esseen Theorem, and a quantitative Local Limit Theorem for a broad class of partially hyperbolic endomorphisms of the two-dimensional torus. Our results…

Dynamical Systems · Mathematics 2025-07-21 Roberto Castorrini , Kasun Fernando

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

Probability · Mathematics 2023-05-23 Minhao Hong , Heguang Liu , Fangjun Xu

We study the local evolution of Prim's algorithm on large finite weighted graphs. When performed for $n$ steps, where $n$ is the size of the graph, Prim's algorithm will construct the minimal spanning tree (MST). We assume that our graphs…

Probability · Mathematics 2025-07-08 Benoît Corsini , Rowel Gündlach , Remco van der Hofstad

We use a method developed by Bj\"orklund and Gorodnik to show a central limit theorem (as $T$ tends to $\infty$) for the counting functions $\# \left( \Lambda \cap \Omega_T \right)$ where $\Lambda$ ranges over the space $Y_{2d}$ of…

Number Theory · Mathematics 2023-04-18 Kristian Holm

We consider mappings satisfying an upper bound for the distortion of families of curves. We establish lower bounds for the distortion of distances under such mappings. As applications, we obtain theorems on the discreteness of the limit…

Complex Variables · Mathematics 2024-11-07 Evgeny Sevost'yanov , Denys Romash , Nataliya Ilkevych

Stochastic gradient algorithms are more and more studied since they can deal efficiently and online with large samples in high dimensional spaces. In this paper, we first establish a Central Limit Theorem for these estimates as well as for…

Statistics Theory · Mathematics 2017-10-17 Antoine Godichon-Baggioni

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

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

Our contribution in this paper is two folded. We consider first the case of linear programming with real coefficients and give a method which allows the computation of a new upper bound on the distance from the origin to a feasible point.…

Optimization and Control · Mathematics 2020-10-30 Beniamin Costandin , Marius Costandin , Petru Dobra

This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pre-averaging approach (see [Bernoulli 15 (2009) 634--658,…

Statistics Theory · Mathematics 2010-10-05 Jean Jacod , Mark Podolskij , Mathias Vetter

Many clustering algorithms are guided by certain cost functions such as the widely-used $k$-means cost. These algorithms divide data points into clusters with often complicated boundaries, creating difficulties in explaining the clustering…

Machine Learning · Computer Science 2021-11-05 Moses Charikar , Lunjia Hu

Most commonly used \emph{adaptive} algorithms for univariate real-valued function approximation and global minimization lack theoretical guarantees. Our new locally adaptive algorithms are guaranteed to provide answers that satisfy a…

Numerical Analysis · Mathematics 2017-08-28 Sou-Cheng T. Choi , Yuhan Ding , Fred J. Hickernell , Xin Tong

Limit theorems of strong law of large numbers and central limit theorem types are obtained for the compositions of independent identically distributed random unitary channels.

Probability · Mathematics 2026-01-06 S. V. Dzhenzher , V. Zh. Sakbaev

In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their…

Probability · Mathematics 2010-10-19 Jiun-Chau Wang