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arxiv: math/0508213 · v1 · submitted 2005-08-12 · 🧮 math.PR · math-ph· math.MP

A simple invariance theorem

classification 🧮 math.PR math-phmath.MP
keywords invariancerandomsimpletheoremapplyargumentcentralextension
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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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