Results 11 to 20 of about 543,386 (314)
Optimal Local Law and Central Limit Theorem for $$\beta $$-Ensembles [PDF]
Communications in Mathematical Physics, 2021 In the setting of generic β-ensembles, we use the loop equation hierarchy to prove a local law with optimal error up to a constant, valid on any scale including microscopic. This local law has the following consequences. (i) The optimal rigidity scale of
P. Bourgade, Krishnan Mody, Michel Pain
semanticscholar +1 more source
Mesoscopic central limit theorem for the circular $\beta $-ensembles and applications
Electronic Journal of Probability, 2021 We give a simple proof of a central limit theorem for linear statistics of the circular $\beta $-ensembles which is valid at almost microscopic scales for functions of class $C^{3}$.
Gaultier Lambert
semanticscholar +1 more source
A Central Limit Theorem for Predictive Distributions
Mathematics, 2021 Let S be a Borel subset of a Polish space and F the set of bounded Borel functions f:S→R. Let an(·)=P(Xn+1∈·∣X1,…,Xn) be the n-th predictive distribution corresponding to a sequence (Xn) of S-valued random variables.
Patrizia Berti +2 more
doaj +1 more source
The central limit theorem under random truncation. [PDF]
Bernoulli (Andover), 2008 Stute W, Wang JL.
europepmc +3 more sources
From the master equation to mean field game limit theory: a central limit theorem [PDF]
Electronic Journal of Probability, 2018 Mean field games (MFGs) describe the limit, as $n$ tends to infinity, of stochastic differential games with $n$ players interacting with one another through their common empirical distribution.
F. Delarue, D. Lacker, K. Ramanan
semanticscholar +1 more source
Improved central limit theorem and bootstrap approximations in high dimensions [PDF]
Annals of Statistics, 2019 This paper deals with the Gaussian and bootstrap approximations to the distribution of the max statistic in high dimensions. This statistic takes the form of the maximum over components of the sum of independent random vectors and its distribution plays ...
V. Chernozhukov +3 more
semanticscholar +1 more source
A Note on Cumulant Technique in Random Matrix Theory
Entropy, 2023 We discuss the cumulant approach to spectral properties of large random matrices. In particular, we study in detail the joint cumulants of high traces of large unitary random matrices and prove Gaussian fluctuation for pair-counting statistics with non ...
Alexander Soshnikov, Chutong Wu
doaj +1 more source
A Central Limit Theorem for the stochastic wave equation with fractional noise [PDF]
Annales De L Institut Henri Poincare-probabilites Et Statistiques, 2018 We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter $H\in [1/2,1)$ in the spatial variable.
F. Delgado-Vences +2 more
semanticscholar +1 more source
Holderian functional central limit theorem for linear processes
Lietuvos Matematikos Rinkinys, 2004 Let (Xt)t ≥ 1 be a linear process defined by Xt = ∑i=0∞ψi εt-1 where (ψi, i ≥ 0) is a sequence of real numbers and (εi , i ∈ Z) is a sequence of random variables with null expectation and variance 1.
Mindaugas Juodis
doaj +3 more sources
Central limit theorem for alternating renewal processes
Lietuvos Matematikos Rinkinys, 2007 Functional central limit theorems for stationary alternating renewal processes with dependent work and repair times, and for associated workload processes are stated. The weak convergence of distributions of properly scaled processesin the Skorokhodspace
Rimas Banys
doaj +1 more source