Related papers: Geometry of the Central Limit Theorem in the Nonex…

The probability distribution of the conductance at the mobility edge, $p_c(g)$, in different universality classes and dimensions is investigated numerically for a variety of random systems. It is shown that $p_c(g)$ is universal for systems…

We discuss the Pistone-Sempi exponential manifold on the finite-dimensional Gaussian space. We consider the role of the entropy, the continuity of translations, Poincar\'e-type inequalities, the generalized differentiability of probability…

We establish that for q>=1, the class of convex combinations of q translates of a smooth probability density has local doubling dimension proportional to q. The key difficulty in the proof is to control the local geometric structure of…

The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…

We study the geometry of centrally-symmetric random polytopes, generated by $N$ independent copies of a random vector $X$ taking values in $\mathbb{R}^n$. We show that under minimal assumptions on $X$, for $N \gtrsim n$ and with high…

In this paper we define (empirical) quadratic variations for a Gaussian isotropic random field $f$ on a unit sphere as sums over equidistant increments on one single geodesic line on the surface of the sphere. We prove a noncentral limit…

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

The q-Gaussians are discussed from the point of view of variance mixtures of normals and exchangeability. For each q< 3, there is a q-Gaussian distribution that maximizes the Tsallis entropy under suitable constraints. This paper shows that…

The geometric sum plays a significant role in risk theory and reliability theory \cite{Kala97} and a prototypical example of the geometric sum is R\'enyi's theorem~\cite{Renyi56} saying a sequence of suitably parameterised geometric sums…

We study a non local approximation of the Gaussian perimeter, proving the Gamma convergence to the local one. Surprisingly, in contrast with the local setting, the halfspace turns out to be a volume constrained stationary point if and only…

We show that the probabilistic distribution over the space in the spectator world, can be associated via noncommutative geometry (with some modifications) to a metric in which the particle lives. According to this geometrical view, the…

Generalized statistical models of voids and hierarchical structure in cosmology are developed. The often quoted negative binomial model and frequently used thermodynamic model are shown to be special cases of a more general distribution…

Choose $n$ random, independent points in $\R^d$ according to the standard normal distribution. Their convex hull $K_n$ is the {\sl Gaussian random polytope}. We prove that the volume and the number of faces of $K_n$ satisfy the central…

We prove a pointwise version of the multi-dimensional central limit theorem for convex bodies. Namely, let X be an isotropic random vector in R^n with a log-concave density. For a typical subspace E in R^n of dimension n^c, consider the…

We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…

We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…

Consider two random variables following Skellam distributions of parameters going to infinity linearly. We prove that the limit distribution of the first variable, conditionally on being equal to the second, is Gaussian.

The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…

Existence of nicely bounded sections of two symmetric convex bodies K and L implies that the intersection of random rotations of K and L is nicely bounded. For L = subspace, this main result immediately yields the unexpected phenomenon: "If…