Related papers: Central limit theorem for the heat kernel measure …
Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients and a possibly unbounded potential term.
We show that the logarithmic derivatives of the convolution heat kernels on a uni-modular Lie group are exponentially integrable. This result is then used to prove an "integrated" Harnack inequality for these heat kernels. It is shown that…
We consider empirical processes associated with high-frequency observations of a fractional Brownian motion (fBm) $X$ with Hurst parameter $H\in (0,1)$, and derive conditions under which these processes verify a (possibly uniform) law of…
We obtain concentration estimates for the fluctuations of Coulomb gases in any dimension and in a broad temperature regime, including very small and very large temperature regimes which may depend on the number of points. We obtain a full…
The main result of this paper is a functional limit theorem for the sine-process. In particular, we study the limit distribution, in the space of trajectories, for the number of particles in a growing interval. The sine-process has the…
The Central Limit Theorem (CLT) is one of the most fundamental results in statistics. It states that the standardized sample mean of a sequence of $n$ mutually independent and identically distributed random variables with finite first and…
In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…
We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…
We introduce a class of central symmetric infinitely divisible probability measures on compact Lie groups by lifting the characteristic exponent from the real line via the Casimir operator. The class includes Gauss, Laplace and stable-type…
In this paper, we provide a central limit theorem for the finite-dimensional marginal distributions of empirical processes $(Z_n(f))_{f\in\mathcal{F}}$ whose index set $\mathcal{F}$ is a family of cluster functionals valued on blocks of…
Random matrices from the elliptic Ginibre orthogonal ensemble (GinOE) are a certain linear combination of a real symmetric, and real anti-symmetric, real Gaussian random matrices and controlled by a parameter $\tau$. Our interest is in the…
We give sharp asymptotic estimates at infinity of all radial partial derivatives of the heat kernel on H-type groups. As an application, we give a new proof of the discreteness of the spectrum of some natural sub-Riemannian…
The aim of this paper is to prove new uncertainty principles for an integral operator $\tt$ with a bounded kernel for which there is a Plancherel theorem. The first of these results is an extension of Faris's local uncertainty principle…
Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…
The heat kernel method is extended to the case of finite temperature. Special emphasis is given to the study of gauge theories. Due to the compactness of space in the Euclidean time direction (inverse temperature) the field strength cannot…
The partition function of the Chern-Simons theory on the three-sphere with the unitary group $U(N)$ provides a one-matrix model. The corresponding $N$-particle system can be mapped to the determinantal point process whose correlation kernel…
Let $\mu_t$ denote the critical derivative Gibbs measure of branching Brownian motion at time $t$. It has been proved by Madaule (Stochastic Process. Appl. 126 (2016), no. 2, 470--502) and Maillard and Zeitouni (Ann. Inst. Henri Poincar\'e…
We completely characterize the class of univariate distributions allowing for a Stein kernel and illustrate our result by means of some concrete distributions. Moreover, we apply our findings to prove a quantitative version of the central…
We develop an extension of the Gutzwiller approximation to finite temperatures based on the Dirac-Frenkel variational principle. Our method does not rely on any entropy inequality, and is substantially more accurate than the approaches…