A simple invariance theorem (2004)
by
Sourav Chatterjee
| Citations: | 3 - 1 self |
BibTeX
@MISC{Chatterjee04asimple,
author = {Sourav Chatterjee},
title = {A simple invariance theorem},
year = {2004}
}
OpenURL
Abstract
This is an old article (from May 2004), that will probably not be published, because a much improved paper with new results is in preparation. Still, I decided to put it in the archive because there are some things of interest here (in particular, the section on the S-K model) which will not appear in the new paper. 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. 1 Introduction and







