Related papers: A Central Limit Theorem and Higher Order Results f…

Here I prove non-central limit theorems for non-linear functionals of vector valued stationary random fields under appropriate conditions. They are the multivariate versions of the results in paper\cite{2}. Previously A. M. Arcones…

The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in presence of strong correlations between the added random contributions. Here, we study this problem for…

A reduction theorem is proved for functionals of Gamma-correlated random fields with long-range dependence in d-dimensional space. In the particular case of a non-linear function of a chi-squared random field with Laguerre rank equal to…

This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…

We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…

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…

We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…

This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…

Angular anisotropy techniques for cosmic diffuse radiation maps are powerful probes, even for quite small data sets. A popular observable is the angular power spectrum; we present a detailed study applicable to any unbinned source skymap…

In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…

Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical…

In 1981, Karp and Sipser proved a law of large numbers for the matching number of a sparse Erd\H{o}s-R\'enyi random graph, in an influential paper pioneering the so-called differential equation method for analysis of random graph processes.…

We provide a complete asymptotic distribution theory for clustered data with a large number of independent groups, generalizing the classic laws of large numbers, uniform laws, central limit theory, and clustered covariance matrix…

To investigate and specify the statistical properties of cosmological fields with particular attention to possible non-Gaussian features, accurate formulae for the bispectrum and the bispectrum covariance are required. The bispectrum is the…

Ratios of random variables often appear in probability and statistical applications. We aim to approximate the moments of such ratios under several dependence assumptions. Extending the ideas in Collomb [C. R. Acad. Sci. Paris 285 (1977)…

We prove two theorems related to the Central Limit Theorem (CLT) for Martin-L\"of Random (MLR) sequences. Martin-L\"of randomness attempts to capture what it means for a sequence of bits to be "truly random". By contrast, CLTs do not make…

We provide new bounds for the rate of convergence of the multivariate Central Limit Theorem in Wasserstein distances of order $p \geq 2$. In particular, we obtain what we conjecture to be the asymptotically optimal rate whenever the density…

A distributional symmetry is invariance of a distribution under a group of transformations. Exchangeability and stationarity are examples. We explain that a result of ergodic theory provides a law of large numbers: If the group satisfies…

The generalized P\`olya urn (GPU) models and their variants have been investigated in several disciplines. However, typical assumptions made with respect to the GPU do not include urn models with diagonal replacement matrix, which arise in…

The Gerlach and Sengupta (GS) formalism of coordinate-invariant, first-order, spherical and nonspherical perturbations around an arbitrary spherical spacetime is generalized to higher orders, focusing on second-order perturbation theory.…