Speaker: 方笑(香港中文大学)
Title: Central limit theorem for high temperature Ising models via martingale embedding
Inviter: 随机分析研究中心
Language: Chinese
Time & Venue: 2025 年12月19日15:00–16:00 南楼613
Abstract: We use martingale embeddings to prove a central limit theorem (CLT) for projections of high-dimensional random vectors satisfying a Poincar\'e inequality. We obtain a non-asymptotic error bound for the CLT in 2-Wasserstein distance involving two-point and three-point covariances. We present two illustrative applications to Ising models: one with finite-range interactions and the other in the ferromagnetic case under the Dobrushin condition. This is joint work with Yi-Kun Zhao.
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