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A simple invariance theorem

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arxiv math/0508213 v1 pith:JZWBPAK6 submitted 2005-08-12 math.PR math-phmath.MP

classification math.PRmath-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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    Dense kernel-based random graphs on a torus with Pareto weights have a limiting spectral measure, given by a free multiplicative convolution with the semicircle law for the product kernel, and the limit is absolutely ...

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