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Statistical inferences for sample correlation matrices are important in high dimensional data analysis. Motivated by this, this paper establishes a new central limit theorem (CLT) for a linear spectral statistic (LSS) of high dimensional…

Statistics Theory · Mathematics 2014-11-04 Jiti Gao , Xiao Han , Guangming Pan , Yanrong Yang

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

In this note, we make some observations about the equivalences between regularized estimating equations, fixed-point problems and variational inequalities. A summary of our findings is given below: (a) A regularized estimating equation is…

Methodology · Statistics 2021-11-03 Yi Yang , Yuwen Gu , Yue Zhao , Jun Fan

We employ the machinery of smooth scaling and coarse-graining of observables, developed recently by us in the context of so-called fluctuation operators (inspired by prior work of Verbeure et al) to make a rigorous renormalisation group…

Mathematical Physics · Physics 2007-05-23 Manfred Requardt

In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the space $L^2(\mu)$ for the partial sums of the sequence of random…

Probability · Mathematics 2015-09-02 Vaidotas Characiejus , Alfredas Račkauskas

For commuting linear operators $P_0,P_1,..., P_\ell$ we describe a range of conditions which are weaker than invertibility. When any of these conditions hold we may study the composition $P=P_0P_1... P_\ell$ in terms of the component…

Operator Algebras · Mathematics 2007-06-19 A. Rod Gover , Josef Silhan

We prove a functional central limit theorem for partial sums of symmetric stationary long range dependent heavy tailed infinitely divisible processes with a certain type of negative dependence. Previously only positive dependence could be…

Probability · Mathematics 2015-04-07 Paul Jung , Takashi Owada , Gennady Samorodnitsky

Nonexpansive mappings play a central role in modern optimization and monotone operator theory because their fixed points can describe solutions to optimization or critical point problems. It is known that when the mappings are sufficiently…

Functional Analysis · Mathematics 2020-04-28 Salihah Alwadani , Heinz H. Bauschke , Xianfu Wang

We consider constrained Horn clause solving from the more general point of view of solving formula equations. Constrained Horn clauses correspond to the subclass of Horn formula equations. We state and prove a fixed-point theorem for Horn…

Logic in Computer Science · Computer Science 2021-09-13 Stefan Hetzl , Johannes Kloibhofer

We consider stochastic optimization problems with the dual tasks of (i) effectively finding the optimizer and (ii) reliably conducting statistical inference for the optimal objective function value. We find that classical simulation…

Methodology · Statistics 2025-09-15 Yuhang Wu , Zeyu Zheng , Yingfei Wang , Guangyu Zhang , Zuohua Zhang , Chu Wang

This paper re-examines the limit theorems of Abadie and Imbens for nearest-neighbor matching estimators of average treatment effects with a fixed number of matches. We establish, for the first time, a non-normalized central limit theorem…

Statistics Theory · Mathematics 2026-05-21 Songliang Chen , Fang Han

This expository essay discusses a finite dimensional approach to dilation theory. How much of dilation theory can be worked out within the realm of linear algebra? It turns out that some interesting and simple results can be obtained. These…

Functional Analysis · Mathematics 2014-12-23 Eliahu Levy , Orr Shalit

In this note, we give a probabilistic interpretation of the Central Limit Theorem used for approximating isotropic Gaussians in [1].

Information Theory · Computer Science 2011-09-29 Kunal Narayan Chaudhury

Using an averaged generating function for coloured hard-dimers, some random variables of interest are studied. The main result lies in the fact that all their probability distributions obey a central limit theorem.

Probability · Mathematics 2009-06-22 Maria Simonetta Bernabei , Horst Thaler

We derive a central limit theorem for sums of a function of independent sums of independent and identically distributed random variables. In particular we show that previously known result from Rempa\la and Weso\lowski (Statist. Probab.…

Probability · Mathematics 2015-05-21 Kamil Marcin Kosiński

In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…

Probability · Mathematics 2022-08-02 Magda Peligrad , Sergey Utev

We introduce a generalization to the lottery ticket hypothesis in which the notion of "sparsity" is relaxed by choosing an arbitrary basis in the space of parameters. We present evidence that the original results reported for the canonical…

Machine Learning · Computer Science 2021-07-27 Ibrahim Alabdulmohsin , Larisa Markeeva , Daniel Keysers , Ilya Tolstikhin

In this thesis we discuss some properties of centralisers in classical Lie algebas and related structures. Our results follow three distinct but related themes: the modular representation theory of centralisers, the sheets of simple Lie…

Rings and Algebras · Mathematics 2013-10-11 Lewis William Topley

This paper provides central limit theorems for the wavelet packet decomposition of stationary band-limited random processes. The asymptotic analysis is performed for the sequences of the wavelet packet coefficients returned at the nodes of…

Information Theory · Computer Science 2009-10-26 Abdourrahmane Atto , Dominique Pastor

We argue that to solve the foundational problems of quantum theory one has to first understand what it means to quantize a classical system. We then propose a quantization method based on replacement of deterministic c-numbers by…

Quantum Physics · Physics 2015-06-05 Agung Budiyono
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