## A simple invariance theorem (2004)

by
Sourav Chatterjee

Citations: | 7 - 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This is an old article (from May 2004), that will probably not be published, because a much improved paper with new results is in preparation.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