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We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…

概率论 · 数学 2013-05-07 Razvan Gurau

The first aim of this paper is to wonder to what extent we can generalize the central limit theorem of Gordin [5] under the so-called L 1-projective criteria to ergodic stationary random fields when completely commuting filtrations are…

概率论 · 数学 2022-01-19 Han-Mai Lin , Florence Merlevède , Dalibor Voln{ý}

The classic central limit theorem and $\alpha$-stable distributions play a key role in probability theory, and also in Boltzmann-Gibbs (BG) statistical mechanics. They both concern the paradigmatic case of probabilistic independence of the…

统计力学 · 物理学 2008-05-04 Sabir Umarov , Constantino Tsallis , Murray Gell-Mann , Stanly Steinberg

We prove limit theorems for row sums of a rowwise independent infinitesimal array of random variables with values in a locally compact Abelian group. First we give a proof of Gaiser's theorem, since it does not have an easy access and it is…

概率论 · 数学 2014-03-25 Matyas Barczy , Alexander Bendikov , Gyula Pap

We consider the random walk among random conductances on Z^d. We assume that the conductances are independent, identically distributed and uniformly bounded away from 0 and infinity. We obtain a quantitative version of the central limit…

概率论 · 数学 2011-05-24 Jean-Christophe Mourrat

Von Neumann's original proof of the ergodic theorem is revisited. A uniform convergence rate is established under the assumption that one can control the density of the spectrum of the underlying self-adjoint operator when restricted to…

动力系统 · 数学 2020-03-03 Jonathan Ben-Artzi , Baptiste Morisse

The Keating-Snaith central limit theorem proves that $\Lambda_N(A)=\log\det(I-A)$, for randomly drawn $A\in \operatorname{U}(N)$, suitably normalised, tends to a complex Gaussian random variable in the large $N$ limit. The deviations of the…

数学物理 · 物理学 2025-10-02 E. Bailey , S. Ortiz

The goal of this paper is to describe conditions which guarantee a central limit theorem for random variables, which distributions are controled by hidden Markov chains. We proved that when a Markov chain is ergodic and random variables…

统计理论 · 数学 2018-10-11 Anna Czapkiewicz , Antoni Dawidowicz

In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.

概率论 · 数学 2007-08-01 Yu Miao

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.

概率论 · 数学 2025-11-27 Anton Gorodetski , Victor Kleptsyn , Grigorii Monakov

Extending a previous result of the first two authors, we prove a local limit theorem for the joint distribution of subgraph counts in the Erd\H{o}s-R\'{e}nyi random graph $G(n,p)$. This limit can be described as a nonlinear transformation…

概率论 · 数学 2024-12-13 Ashwin Sah , Mehtaab Sawhney , Daniel G. Zhu

We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…

概率论 · 数学 2019-07-24 Martin Raič

We present simple to implement Wald-type statistics that deliver a general nonparametric inference theory for linear restrictions on varying coefficients in a range of regression models allowing for cross-sectional or spatial dependence. We…

计量经济学 · 经济学 2026-01-27 Abhimanyu Gupta , Xi Qu , Sorawoot Srisuma , Jiajun Zhang

We consider Canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional torus or in a bounded domain of R 2 . We prove that under the Central Limit scaling of vortices intensities, and provided that the system has zero global…

概率论 · 数学 2020-04-22 Francesco Grotto , Marco Romito

In this paper, we obtain the central limit theorem of Hecke eigenvalues in very general setting of split simple algebraic groups over $\mathbb{Q}$, using irreducible characters of compact Lie groups.

数论 · 数学 2025-01-23 Henry H. Kim , Satoshi Wakatsuki , Takuya Yamauchi

The non-commutative Central Limit Theorem (CLT) introduced by Speicher in 1992 states that given almost any sequence of non-commutative random variables that commute or anti-commute pair-wise, the *-moments of the normalized partial sum…

概率论 · 数学 2012-05-18 Natasha Blitvić

Let $(\tau_n)$ be a sequence of toral automorphisms $\tau_n : x \rightarrow A_n x \hbox{mod}\ZZ^d$ with $A_n \in {\cal A}$, where ${\cal A}$ is a finite set of matrices in $SL(d, \mathbb{Z})$. Under some conditions the method of…

概率论 · 数学 2010-06-22 Jean-Pierre Conze , Stéphane Le Borgne , Mikaël Roger

Consider the random polytope, that is given by the convex hull of a Poisson point process on a smooth convex body in $\mathbb{R}^d$. We prove central limit theorems for continuous motion invariant valuations including the Will's functional…

概率论 · 数学 2019-04-02 Jens Grygierek

We establish a strong law of large numbers and a central limit theorem in the Bures-Wasserstein space of covariance operators -- or equivalently centred Gaussian measures -- over a general separable Hilbert space. Specifically, we show that…

概率论 · 数学 2024-11-05 Leonardo V. Santoro , Victor M. Panaretos

Ordered pivotal sampling is one of the simplest algorithm to perform without-replacement unequal probability sampling. It has found uses in the context of longitudinal surveys and spatial sampling, and enables in particular a good spatial…

统计理论 · 数学 2015-11-02 Guillaume Chauvet