All Questions
10 questions
1
vote
1
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233
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Hypothesis to guarantee Lindeberg's condition
Imagine to have a set of random variables $\{ X_i \}_{i=1}^{n}$ independent (Non identically distributed). In these scenario, if the Lindeberg's condition hold we can extend the result of the CLT, i.e....
- 305
0
votes
2
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204
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What is the limiting marginal distribution of a fixed number of coordinates of a random point drawn uniformly on large-dimensional sphere?
Let $X=(X_1,\ldots,X_d)$ be uniformly-distributed on the sphere of radius $\sqrt{d}$ in $\mathbb R^d$. It is well-known that in the limit $d \to \infty$, the marginal distribution of $X_1$ converges ...
- 6,853
2
votes
1
answer
116
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A question on the applicability Chebyshev inequality for sequence of random quantities
Let $(X_n)_n$ and $(Y_n)_n$ be two mutually independent sequences of random tensors (i.e scalars, vectors, matrices, etc.) defined on the same probability space, and let $f$ be a measurable function.
...
- 6,853
1
vote
1
answer
475
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Convergence of quadratic form $y^T Q y$ where $y$ is a random iid sequence of length $n$ and $Q$ is an $n \times n$ random matrix independent of $y$
For each positive integer, let $Q_n=(q_{i,j})_{i,j \in [n]}$ be a random $n \times n$ psd matrix. In the limit $n \to \infty$, suppose the eigenvalues of this sequence of matrices are uniformly ...
- 6,853
5
votes
3
answers
5k
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Distribution of the individual coordinates of a uniform random vector on a high-dimensional sphere
Let $X=(X_1,\ldots,X_n)$ be a random vector uniformly distributed on the $n$-dimensional sphere of radius $R > 0$. Intuitively, i think that for large $p$ every coordinate $X_i$ is normally ...
- 6,853
5
votes
0
answers
1k
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Asymptotic behavior of row sums in 2-d array of random variables
Set-up. Let $f : \mathbb{N} \to \mathbb{N}$ be increasing. For each $m \in [0,1]$, consider an infinite two-dimensional array of random variables, where row $n$ has $f(n)$ variables:
$B^m_{1,1}$ $B^...
- 61
3
votes
1
answer
196
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Uniform Convergence for Vectors
$\textbf{Problem statement:}$
Let $\mathcal H:\mathcal X \rightarrow \{0,1\}$ be a class of Boolean functions for $\mathcal X \subset \mathbb R^n$, and let the VC Dimension of $\mathcal H$ be $VC_{...
- 197
5
votes
1
answer
295
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Constructive Central Limit Theorem
Background: Let $\{a_i\}_{i=1}^n$ be i.i.d. random variables with zero-mean and unit variance, on a probability space $\Omega$. Define $$s_n=\frac{1}{\sqrt{n}}\sum_{i\leq n} a_i$$
Central limit ...
- 159
2
votes
0
answers
366
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Convergence rate of Pearson correlation matrix
I am interested in (rather sharp if not the finest) tail/concentration bounds for the Pearson correlation matrix: let $X_1,\ldots,X_N \sim \mathcal{N}(0,1)$ be correlated random variables; let $\rho(...
- 121
5
votes
2
answers
683
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Asymptotic Expansion of Distribution in Central Limit Theorem for Non-Identically Distributed Random Variables
My question is related to the following theorem (e.g. Section XVI.4 of Feller's 1971 book): Let $Z_i$ $(i=1,\cdots,n)$ be independent and identically distributed random variables with mean zero, ...
- 325