Related papers: Central limit theorem for the heat kernel measure …

In this article, we prove the Quantitative Central Limit Theorem (QCLT) for the spatial average of the solution of the nonlinear stochastic heat equation with constant initial condition, driven by space-time Gaussian white noise in…

We study fluctuations of linear statistics in Polyanalytic Ginibre ensembles, a family of point processes describing planar free fermions in a uniform magnetic field at higher Landau levels. Our main result is asymptotic normality of…

We consider a non-Hermitian random matrix $A$ whose distribution is invariant under the left and right actions of the unitary group. The so-called Single Ring Theorem, proved by Guionnet, Krishnapur and Zeitouni, states that the empirical…

We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…

In Lipschitz domains, we study a Darcy-Forchheimer problem coupled with a singular heat equation by a nonlinear forcing term depending on the temperature. By singular we mean that the heat source corresponds to a Dirac measure. We establish…

Perturbation theory is an important tool to describe the properties of QCD at very high temperatures. Recently a new technique has been proposed to compute the one-loop effective action of QCD at finite temperature by making a gauge…

We show that the linear statistics of eigenvalues of circulant matrix obey the Gaussian central limit theorem for a large class of input sequences.

Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

We develop the theory and practical expressions for the full quantum-mechanical distribution of the intrinsic macroscopic polarization of an insulator in terms of the ground state wavefunction. The central quantity is a cumulant generating…

We prove that for q>=1, there exists r(q)<1 such that for p>r(q), the number of points in large boxes which belongs to the infinite cluster has a normal central limit behaviour under the random cluster measure phi_{p,q} on Z^d, d>=2.…

We study the law of a hypoelliptic Brownian motion on an infinite-dimensional Heisenberg group based on an abstract Wiener space. We show that the endpoint distribution, which can be seen as a heat kernel measure, is absolutely continuous…

As a fundamental measure of stability in nonequilibrium thermodynamics, fluctuations provide critical insight into the performance and reliability of heat engines. In this work, we establish universal fluctuation-dissipation bounds that…

In this note we study the error term R_{n,L}(x) in the generalized circle problem for a ball of volume x and a random lattice L of large dimension n. Our main result is the following functional central limit theorem: Fix an arbitrary…

Consider the sample covariance matrix $$\Sigma^{1/2}XX^T\Sigma^{1/2}$$ where $X$ is an $M\times N$ random matrix with independent entries and $\Sigma$ is an $M\times M$ diagonal matrix. It is known that if $\Sigma$ is deterministic, then…

We establish a convergent power series expansion for the expectation of a product of traces of powers of a random unitary matrix under the heat kernel measure. These expectations turn out to be the generating series of certain paths in the…

This article shows that under locally uniformly integral bounds of the negative part of Ricci curvature the heat kernel admits a Gaussian upper bound for small times. This provides general assumptions on the geometry of a manifold such that…

In this paper we show a functional central limit theorem for the sum of the first $\lfloor t n \rfloor$ diagonal elements of $f(Z)$ as a function in $t$, for $Z$ a random real symmetric or complex Hermitian $n\times n$ matrix. The result…

We consider the large deviation function for a classical harmonic chain composed of N particles driven at the end points by heat reservoirs, first derived in the quantum regime by Saito and Dhar and in the classical regime by Saito and Dhar…

We consider the fluctuations of the free energy of positive temperature directed polymers in thin rectangles (N,N^{\alpha}), \alpha < 3/14. For general weight distributions with finite fourth moment we prove that the distribution of these…

We study reflected diffusion on uniform domains where the underlying space admits a symmetric diffusion that satisfies sub-Gaussian heat kernel estimates. A celebrated theorem of Jones (Acta Math. 1981) states that uniform domains in…