2025/11/09 by Fang, Xiao, Zhao, Yi-Kun
#60F05 #60J27 #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR)
paper · doi:10.48550/arxiv.2511.06196
We use martingale embeddings to prove a central limit theorem (CLT) for projections of high-dimensional random vectors satisfying a Poincaré 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.