Related papers: Noncentral convergence of multiple integrals

Given a reference random variable, we study the solution of its Stein equation and obtain universal bounds on its first and second derivatives. We then extend the analysis of Nourdin and Peccati by bounding the Fortet-Mourier and…

Let $\S$ be a commutative semigroup with identity $e$ and let $\Gamma$ be a compact subset in the pointwise convergence topology of the space $\S'$ of all non-zero multiplicative functions on $\S.$ Given a continuous function $F: \Gamma \to…

Fluctuations of the order parameters of the Gardner model for any $\alpha<\alpha_c$ are studied. It is proved that they converge in distribution to a family of jointly Gaussian random variables.

We show that there exists a sequence $\{n_k, k\ge 1\}$ growing at least geometrically such that for any finite non-negative measure $\nu$ such that $\hat \nu\ge 0$, any $T>0$, $$ \int_{-2^{n_k} T}^{2^{n_k} T} \hat \nu(x) \dd x \ll_\e…

Let f_1,f_2,..., be functions chosen independently and uniformly from the set of all functions from a set of cardinality n into itself. Let g_t be the composition of the first t functions, and let T be the smallest t for which g_t is…

In [NP09a], Nourdin and Peccati established a neat characterization of Gamma approximation on a fixed Wiener chaos in terms of convergence of only the third and fourth cumulants. In this paper, we investigate the rate of convergence in…

We adapt arguments concerning entropy-theoretic convergence from the independent case to the case of FKG random variables. FKG systems are chosen since their dependence structure is controlled through covariance alone, though in the sequel…

Let $F_n = (F_{1,n}, ....,F_{d,n})$, $n\geq 1$, be a sequence of random vectors such that, for every $j=1,...,d$, the random variable $F_{j,n}$ belongs to a fixed Wiener chaos of a Gaussian field. We show that, as $n\to\infty$, the…

We consider $N\times N$ matrices $X$ with independent, identically distributed entries, and prove that the sequence of measures $\frac{ | \det (X-z)|^\gamma}{\mathbb{E}[ | \det (X-z)|^\gamma]}$ converge to the Gaussian Multiplicative Chaos…

Let $G=(V,E)$ be a simple undirected graph. $G$ is a circulant graph defined on $V=\mathbb{Z}_n$ with difference set $D\subseteq \{1,2,\ldots,\lfloor\frac{n}{2}\rfloor\}$ provided two vertices $i$ and $j$ in $\mathbb{Z}_n$ are adjacent if…

Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of…

We give a detailed proof, in the identically distributed case, of a conjecture of Feige about the maximum probability that the sum of n independent non-negative integer valued random variables, each of mean 1, exceeds n. The general case is…

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

It is shown that the density of the ratio of two random variables with the same variance and joint Gaussian density satisfies a non stationary diffusion equation. Implications of this result for kernel density estimation of the condensed…

A fractional matching of a graph $G$ is a function $f:E(G) \to [0,1]$ such that for any $v\in V(G)$, $\sum_{e\in E_G(v)}f(e)\leq 1$ where $E_G(v) = \{e \in E(G): e$ is incident with $v$ in $G\}$. The fractional matching number of $G$ is…

Let $(X,\mu)$ be a probability space equipped with an invertible, measure-preserving transformation $T\colon X \to X$. We exhibit a wide class of weights $w$ so that whenever $f,g \in L^{\infty}(X)$, the bilinear ergodic averages \[…

We study the asymptotic convergence of solutions as $t\rightarrow\infty$ of $\partial_t u=-f(u)+\int f(u)$, a nonlocal differential equation that is formally a gradient flow in a constant-mass subspace of $L^2$ arising from simplified…

In this article, we obtain a super-exponential rate of convergence in total variation between the traces of the first $m$ powers of an $n\times n$ random unitary matrices and a $2m$-dimensional Gaussian random variable. This generalizes…

We investigate generalizations of the Cram\'er theorem. This theorem asserts that a Gaussian random variable can be decomposed into the sum of independent random variables if and only if they are Gaussian. We prove asymptotic counterparts…

Let $M$ be a random $m \times n$ matrix with binary entries and i.i.d. rows. The weight (i.e., number of ones) of a row has a specified probability distribution, with the row chosen uniformly at random given its weight. Let $N(n,m)$ denote…