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A simple invariance theorem | | Sourav Chatterjee
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12 Aug 2005 | | Subject: | Probability; Mathematical Physics MSC-class: 60F17; 37E20 | math.PR math-ph math.MP | | Abstract: | We present a simple extension of Lindeberg’s argument for the Central Limit Theorem to get a general invariance result. We apply the technique to prove results from random matrix theory, spin glasses, and maxima of random fields. | | Source: | arXiv, math.PR/0508213 | | Services: | Forum | Review | PDF | Favorites | |
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