Related papers: Central limit theorem for a class of one-dimension…
We study rectification of a current of particles moving in a spatially periodic potential under the influence of time-periodic forces with zero mean value. If certain time-space symmetries are broken a non-zero directed current of particles…
The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…
It is often the case in mathematical analysis that solving an open problem can be facilitated by finding a new set of coordinates which may illumniate the known difficulties. In this article, we illustrate how to derive an assortment…
We establish central limit theorems for general functionals on binomial point processes and their Poissonized version. As an application, a central limit theorem for Betti numbers of random geometric complexes in the thermodynamic regime is…
Kac's $d$ dimensional model gives a linear, many particle, binary collision model from which, under suitable conditions, the celebrated Boltzmann equation, in its spatially homogeneous form, arise as a mean field limit. The ergodicity of…
We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…
Given a Coxeter system of large type we prove a non--commutative central limit theorem: After normalisation with the square root of n the characteristic function of the set of the first n generators tends in distribution to Wigners…
A distributional route to Gaussianity, associated with the concept of Conservative Mixing Transformations in ensembles of random vector-valued variables, is proposed. This route is completely different from the additive mechanism…
Suppose that $\{X_t,\,t\ge0\}$ is a non-stationary Markov process, taking values in a Polish metric space $E$. We prove the law of large numbers and central limit theorem for an additive functional of the form $\int_0^T\psi(X_s)ds$,…
Wasserstein barycenters and variance-like criteria based on the Wasserstein distance are used in many problems to analyze the homogeneity of collections of distributions and structural relationships between the observations. We propose the…
We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…
The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of…
Kinetic theory of dissipative particle dynamics is developed in terms of a Boltzmann pair collision theory. The kinetic transport coefficients are computed from explicit collision integrals and compared favourably with detailed simulations.…
Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…
We introduce a version of Stein's method of comparison of operators specifically tailored to the problem of bounding the Wasserstein-1 distance between continuous and discrete distributions on the real line. Our approach rests on a new…
It is a fundamental problem in mathematical physics to derive macroscopic transport equations from microscopic models. In this paper we derive the linear Boltzmann equation in the low-density limit of a damped quantum Lorentz gas for a…
We investigate in this paper the distribution of the discrepancy of various lattice counting functions. In particular, we prove that the number of lattice points contained in certain domains defined by products of linear forms satisfies a…
We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…
The paper is devoted to the investigation of Esscher's transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal…
The solutions of the one-dimensional homogeneous nonlinear Boltzmann equation are studied in the QE-limit (Quasi-Elastic; infinitesimal dissipation) by a combination of analytical and numerical techniques. Their behavior at large velocities…