Central limit theorem for $ε$-independent products and higher-order tensors
Guillaume Cébron, Patrick Oliveira Santos, Pierre Youssef
TL;DR
The paper develops a central limit theorem for sums of products of $\epsilon$-independent random variables, encoding the evolving dependence via graphon limits. It introduces a general framework using $\mathcal{M}_L$-decorated graphons to capture mixtures of independence structures and derives a master CLT for grid-graph indices, with explicit moment formulas expressed through decorated intersection graphs. The results recover classical and free CLTs (L=1) and extend to higher-order tensor products, including a tensor-free CLT as a special case, all within a unified, graphon-based approach. This framework broadens the scope of CLTs in noncommutative probability and connects graphon theory with mixed independence, enabling concise derivations for complex dependency topologies.
Abstract
We establish a central limit theorem (CLT) for families of products of $ε$-independent random variables. We utilize graphon limits to encode the evolution of independence and characterize the limiting distribution. Our framework subsumes a wide class of dependency structures and includes, as a special case, a CLT for higher-order tensor products of free random variables. Our results extend earlier findings and recover as a special case a recent tensor-free CLT, which was obtained through the development of a tensor analogue of free probability. In contrast, our approach is more direct and provides a unified and concise derivation of a more general CLT via graphon convergence.
