相关论文: A tracial quantum central limit theorem
We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…
We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $\bbZ$-valued transient random walk. This extends the results…
We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…
We prove a non-asymptotic central limit theorem for vector-valued martingale differences using Stein's method, and use Poisson's equation to extend the result to functions of Markov Chains. We then show that these results can be applied to…
We present a general methodology to construct triplewise independent sequences of random variables having a common but arbitrary marginal distribution $F$ (satisfying very mild conditions). For two specific sequences, we obtain in closed…
This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…
We consider a class of self-similar, continuous Gaussian processes that do not necessarily have stationary increments. We prove a version of the Breuer-Major theorem for this class, that is, subject to conditions on the covariance function,…
The study of the normalized sum of random variables and its asymptotic behaviour has been and continues to be a central chapter in probability and statistical mechanics. When those variables are independent the central limit theorem ensures…
We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…
Fluctuations of the order parameters of the Gardner model for any $\alpha<\alpha_c$ are studied. It is proved that they converge in distribution to a family of jointly Gaussian random variables.
The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…
In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…
Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…
In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on martingale techniques and a sharp lower…
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…
In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the…
A useful heuristic in the understanding of large random combinatorial structures is the Arratia-Tavare principle, which describes an approximation to the joint distribution of component-sizes using independent random variables. The…
We prove the Lindeberg--Feller central limit theorem without using characteristic functions or Taylor expansions, but instead by measuring how far a distribution is from the standard normal distribution according to the $2$-Wasserstein…
There is a well understood way of generating random coverings of a fixed manifold by sampling homomorphisms from the fundamental group of this manifold into the symmetric group. We prove a central limit theorem for the number of connected…
Zeckendorf proved that every integer can be written uniquely as a sum of non-adjacent Fibonacci numbers $\{1,2,3,5,\dots\}$. This has been extended to many other recurrence relations $\{G_n\}$ (with their own notion of a legal…