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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.

Central limit theorem for $ε$-independent products and higher-order tensors

TL;DR

The paper develops a central limit theorem for sums of products of -independent random variables, encoding the evolving dependence via graphon limits. It introduces a general framework using -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 -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.

Paper Structure

This paper contains 4 sections, 13 theorems, 81 equations, 2 figures.

Key Result

Theorem 1.1

Let $g_n$ be a graph over $[n]$, and $a\in \mathcal{A}$ be a self-adjoint random variable with mean $\lambda$ and variance $\sigma^2$. Assume that $g_n \to w$ in the graphon sense. Let $a_1,\ldots,a_n\in \mathcal{A}$ be $g_n$-independent and identically distributed random variables with common law $ Then, $S_n$ converges in distribution to a measure $\mu_w$ that depends only on $w$, whose odd mome

Figures (2)

  • Figure 1: Example of lexicographical product.
  • Figure 2: Example of $\pi$ and $\ker(\theta)$.

Theorems & Definitions (23)

  • Theorem 1.1: CSY
  • Theorem 1.2: lancien2024centrallimittheoremtensor
  • Theorem 1.3
  • Corollary 1.4
  • Corollary 1.5
  • Lemma 2.1: speicherjanusz2016mixture
  • Lemma 2.2
  • proof
  • Theorem 3.1
  • Corollary 3.2
  • ...and 13 more