Related papers: A simple invariance theorem

A great number of articles widen a known scientific result $P(a)$ (such as: a theorem, an inequality, or a math/physics/chemical etc. proposition or formula) by a simple recurrence procedure and using, in the proof, the proposition $P(a)$…

We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…

We prove results about uniform convergence of densities in the free central limit theorem without assumptions of boundedness on the support.

We establish an invariance principle for a general class of stationary random fields indexed by $\mathbb Z^d$, under Hannan's condition generalized to $\mathbb Z^d$. To do so we first establish a uniform integrability result for stationary…

We prove Central Limit Theorem for non-stationary random products of $SL(2, \mathbb{R})$ matrices, generalizing the classical results by Le Page and Tutubalin that were obtained in the case of iid random matrix products.

We establish effective convergence rates in the Doeblin-Lenstra law, describing the limiting distribution of approximation coefficients arising from continued fraction convergents of a typical real number. More generally, we prove…

We improve and expand in two directions the theory of norms on complex matrices induced by random vectors. We first provide a simple proof of the classification of weakly unitarily invariant norms on the Hermitian matrices. We use this to…

For random combinatorial optimization problems, there has been much progress in establishing laws of large numbers and computing limiting constants for the optimal value of various problems. However, there has not been as much success in…

The purpose of this note is to recall one remarkable theorem of Khinchin about the special role of the Gaussian distribution. This theorem allows us to give a new interpretation of the Lindeberg condition: it guarantees the uniform…

We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We extend…

In this paper, we provide a central limit theorem for the finite-dimensional marginal distributions of empirical processes $(Z_n(f))_{f\in\mathcal{F}}$ whose index set $\mathcal{F}$ is a family of cluster functionals valued on blocks of…

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

Random matrix theory (RMT) is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Most of the proposed generalizations keep the first assumption and violate the second. Recently, several authors presented…

By the Lindeberg principle, we develop in this paper an approximation to one dimensional (possibly) asymmetric $\alpha$-stable distributions with $\alpha \in (0,2)$ in the smooth Wasserstein distance. It is the first time that the general…

We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…

Generalization of the Lambalgen's theorem is studied with the notion of Hippocratic (blind) randomness without assuming computability of conditional probabilities. In [Bauwence 2014], a counter-example for the generalization of Lambalgen's…

For a given Dirichlet character $\chi (n) = e^{i \theta_n}$, we prove central limit theorems for the series $\sum_{p'} \cos \theta_{p'}$ for non-principal characters, and $\sum_{p' } \cos (t \log p')$ for principal characters, where $p'$…

The present paper is devoted to possible generalizations of the classic Lagrange Mean Value Theorem. We consider a real-valued function of several variables that is only assumed to be continuous. The main concept is to replace the notion of…

We prove an extension of the Thue-Vinogradov Lemma and show some applications. This paper is another example for the application of the polynomial method.

We pursue the idea of generalizing Hindman's Theorem to uncountable cardinalities, by analogy with the way in which Ramsey's Theorem can be generalized to weakly compact cardinals. But unlike Ramsey's Theorem, the outcome of this paper is…