A simple invariance theorem

Details A simple invariance theorem A simple invariance theorem

2005-08-12

arxiv.org/abs/math/0508213v1

Mathematics

Probability

Scientific 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.

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