Related papers: Mod-Poisson convergence in probability and number …

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…

Given a dilation matrix M, a so-called space of M-positive vectors in the Euclidean space is introduced and studied. An algebraic structure of this space is similar to the positive half-line equipped with the termwise addition modulo 2,…

Let g be a random element of a finite classical group G, and let \lambda_{z-1}(g) denote the partition corresponding to the polynomial z-1 in the rational canonical form of g. As the rank of G tends to infinity, \lambda_{z-1}(g) tends to a…

High-dimensional count data poses significant challenges for statistical analysis, necessitating effective methods that also preserve explainability. We focus on a low rank constrained variant of the Poisson log-normal model, which relates…

We define the $L$-measure on the set of Dirichlet characters as an analogue of the Plancherel measure, once considered as a measure on the irreducible characters of the symmetric group. We compare the two measures and study the limit in…

At large quantum numbers, the probability densities for particle-in-a-box or simple harmonic oscillator converge to the classical result upon coarse-graining the quantum mechanical probability densities by introducing a finite resolution in…

We show that under certain general conditions, short sums of $\ell$-adic trace functions over finite fields follow a normal distribution asymptotically when the origin varies, generalizing results of Erd\H{o}s-Davenport, Mak-Zaharescu and…

The notion of the H\"older convolution is introduced. The main result is that, under general conditions on functions L_1, ..., L_n, the function inverse to the Legendre--Fenchel transform of the H\"older convolution of L_1, ..., L_n…

We consider the Rosenzweig-Porter model of random matrix which interpolates between Poisson and gaussian unitary statistics and compute exactly the two-point correlation function. Asymptotic formulas for this function are given near the…

The Dirac's chord method may be suitable in different areas of physics for the representation of certain six-dimensional integrals for a convex body using the probability density of the chord length distribution. For a homogeneous model…

The K-theory of a functor may be viewed as a relative version of the K-theory of a ring. In the case of a Galois extension of a number field F/L with rings of integers A/B respectively, this K-theory of the "norm functor" is an extension of…

We show that the distribution of self-normalized sums of free self-adjoint random variables converges weakly to Wigner's semicircle law under appropriate conditions and estimate the rate of convergence in terms of the Kolmogorov distance.…

Let $\mathfrak g$ be a finite-dimensional Lie algebra. The symmetric algebra $\mathcal S(\mathfrak g)$ is equipped with the standard Lie-Poisson bracket. In this paper, we elaborate on a surprising observation that one naturally associates…

The probability distribution of the conductance Pc(g) at the Anderson critical point is calculated. It is find that Pc(g) has a dip at small g in agreement with epsilon expansion results. The Pc(g) for the 3d system is quite different from…

The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…

The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…

Given a discrete quantum group $H$ with a finite normal quantum subgroup $G$, we show that any positive, possibly unbounded, harmonic function on $H$ with respect to an irreducible invariant random walk is $G$-invariant. This implies that,…

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…

We establish a direct connection between two fundamental topics: one in probability theory and one in quantum field theory. The first topic is the problem of pointwise multiplication of random Schwartz distributions which has been the…

The well known Erdos-Turan law states that the logarithm of an order of a random permutation is asymptotically normally distributed. The aim of this work is to estimate convergence rate in this theorem and also to prove analogous result for…