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A simple invariance theorem

Sourav Chatterjee
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Abstract

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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Sourav Chatterjee. 2005-08-12. A simple invariance theorem. https://arxiv.org/abs/math/0508213

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