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相关论文: A tracial quantum central limit theorem

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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…

概率论 · 数学 2014-05-08 Andrei N. Frolov

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…

概率论 · 数学 2007-12-24 Nadine Guillotin-Plantard , Clémentine Prieur

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)…

数学物理 · 物理学 2011-01-18 Mariya Shcherbina

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…

概率论 · 数学 2026-02-10 R. Srikant

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…

概率论 · 数学 2011-06-01 Magda Peligrad , Hailin Sang

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,…

概率论 · 数学 2016-12-06 Daniel Harnett , David Nualart

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…

数学物理 · 物理学 2012-12-18 M. Fedele

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…

概率论 · 数学 2024-07-10 Timothée Bénard , Emmanuel Breuillard

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.

无序系统与神经网络 · 物理学 2007-05-23 M. Shcherbina , B. Tirozzi

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…

概率论 · 数学 2007-05-23 Erwin Bolthausen , Christine Ritzmann

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…

统计力学 · 物理学 2007-12-16 Silvio M. Duarte Queiros , Constantino Tsallis

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…

概率论 · 数学 2025-01-07 Jonathan C. Mattingly , Ezra Miller , Do Tran

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…

概率论 · 数学 2011-05-24 Magda Peligrad

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…

统计理论 · 数学 2026-05-21 Songliang Chen , Fang Han

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…

概率论 · 数学 2015-12-07 Richard C. Bradley , Cristina Tone

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…

组合数学 · 数学 2016-10-26 Stephen DeSalvo , Georg Menz

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…

概率论 · 数学 2024-02-28 Calvin Wooyoung Chin

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…

概率论 · 数学 2026-03-26 Abdelmalek Abdesselam

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…

数论 · 数学 2016-07-29 Ray Li , Steven J. Miller