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In this paper we establish a general dynamical Central Limit Theorem (CLT) for group actions which are exponentially mixing of all orders. In particular, the main result applies to Cartan flows on finite-volume quotients of simple Lie…

Dynamical Systems · Mathematics 2017-06-29 Michael Björklund , Alexander Gorodnik

We consider the first-passage percolation problem on effectively one-dimensional graphs with vertex set {1,...,n}\times{0,1} and translation-invariant edge-structure. For three of six non-trivial cases we obtain exact expressions for the…

Probability · Mathematics 2012-01-24 Eckhard Schlemm

The Euclidean first-passage percolation (FPP) model of Howard and Newman is a rotationally invariant model of FPP which is built on a graph whose vertices are the points of homogeneous Poisson point process. It was shown that one has…

Probability · Mathematics 2016-11-01 Michael Damron , Xuan Wang

We study the time behavior of wave functions involved in tunneling through a smooth potential barrier in one dimension in the semiclassical limit. We determine the leading order component of the wave function that tunnels. It is…

Mathematical Physics · Physics 2015-05-18 Vasile Gradinaru , George A. Hagedorn , Alain Joye

We consider the standard first passage percolation model on $\mathbb Z^ d$ with a distribution $G$ taking two values $0<a<b$. We study the maximal flow through the cylinder $[0,n]^ {d-1}\times [0,hn]$ between its top and bottom as well as…

Probability · Mathematics 2023-01-27 Barbara Dembin , Christophe Garban

The $n$-dimensional binary hypercube is the graph whose vertices are the binary $n$-tuples $\{0, 1\}^n$ and where two vertices are connected by an edge if they differ at exactly one coordinate. We prove that if the edges are assigned…

Probability · Mathematics 2014-06-06 Anders Martinsson

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…

Functional Analysis · Mathematics 2007-05-23 gero Fendler

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

Probability · Mathematics 2007-05-23 Erwin Bolthausen , Christine Ritzmann

For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.

Probability · Mathematics 2020-12-08 Nikita Karagodin , Mikhail Lifshits

In this work we extend the quenched local limit theorem obtained by the authors in [BBDS23]. More precisely, we consider a directed random walk on the backbone of the supercritical oriented percolation cluster in dimensions $d+1$ with…

Equip the edges of the lattice $\mathbb{Z}^2$ with i.i.d. random capacities. A law of large numbers is known for the maximal flow crossing a rectangle in $\mathbb{R}^2$ when the side lengths of the rectangle go to infinity. We prove that…

Probability · Mathematics 2009-12-21 Raphaël Rossignol , Marie Théret

We study lower and upper bounds for the probability that a diffusion process in $\mathbb{R}^n$ remains in a tube around a skeleton path up to a fixed time. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate…

Probability · Mathematics 2016-07-19 Vlad Bally , Lucia Caramellino , Paolo Pigato

We study a version of first passage percolation on $\mathbb{Z}^d$ where the random passage times on the edges are replaced by contact times represented by random closed sets on $\mathbb{R}$. Similarly to the contact process without…

Probability · Mathematics 2026-02-02 Benedikt Jahnel , Lukas Lüchtrath , Anh Duc Vu

We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…

Mathematical Physics · Physics 2015-05-14 M. Shcherbina , B. Tirozzi

We prove a Central Limit Theorem for the empirical optimal transport cost, $\sqrt{\frac{nm}{n+m}}\{\mathcal{T}_c(P_n,Q_m)-\mathcal{T}_c(P,Q)\}$, in the semi discrete case, i.e when the distribution $P$ is supported in $N$ points, but…

Probability · Mathematics 2022-02-15 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

Let $X_1,\dots,X_n$ be independent centered random vectors in $\mathbb{R}^d$. This paper shows that, even when $d$ may grow with $n$, the probability $P(n^{-1/2}\sum_{i=1}^nX_i\in A)$ can be approximated by its Gaussian analog uniformly in…

Statistics Theory · Mathematics 2022-03-08 Yuta Koike

We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…

Probability · Mathematics 2024-06-26 Wai-Kit Lam , Arnab Sen

For a smooth stationary Gaussian field on $\mathbb{R}^d$ and level $\ell \in \mathbb{R}$, we consider the number of connected components of the excursion set $\{f \ge \ell\}$ (or level set $\{f = \ell\}$) contained in large domains. The…

Probability · Mathematics 2025-10-08 Dmitry Beliaev , Michael McAuley , Stephen Muirhead

Let ${\cal T}$ be a rooted Galton-Watson tree with offspring distribution $\{p_k\}$ that has $p_0=0$, mean $m=\sum kp_k>1$ and exponential tails. Consider the $\lambda$-biased random walk $\{X_n\}_{n\geq 0}$ on ${\cal T}$; this is the…

Probability · Mathematics 2007-05-23 Yuval Peres , Ofer Zeitouni

There are various models of first passage percolation (FPP) in $\mathbb R^d$. We want to start a very general study of this topic. To this end we generalize the first passage percolation model on the lattice $\mathbb Z^d$ to $\mathbb R^d$…

Probability · Mathematics 2016-11-08 Sebastian Ziesche