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We make use of an entropic property to establish a convergence theorem (Main Theorem), which reveals that the conditional entropy measures the asymptotic Gaussianity. As an application, we establish the {\it entropic conditional central…

Probability · Mathematics 2024-07-17 Zhi-Ming Ma , Liu-Quan Yao , Shuai Yuan , Hua-Zi Zhang

We investigate the asymptotic behavior of the nodal lines for random spherical harmonics restricted to shrinking domains, in the 2-dimensional case: i.e., the length of the zero set $\mathcal{Z}_{\ell,r_\ell} :=…

Probability · Mathematics 2020-10-16 Anna Paola Todino

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Probability · Mathematics 2021-06-09 Michael Röckner , Longjie Xie , Li Yang

Let $(X,d)$ be a proper ultrametric space. Given a measure $m$ on $X$ and a function $C(B)$ defined on the set of all non-singleton balls $B$ we consider the hierarchical Laplacian $L=L_{C}$. Choosing a sequence $\{\varepsilon (B)\}$ of…

Probability · Mathematics 2017-02-25 Alexander Bendikov , Wojciech Cygan

In [Kozma-Toth, Ann. Probab. v 45, pp 4307-4347 (2017)] the weak CLT was established for random walks in doubly stochastic (or, divergence-free) random environments, under the following conditions: 1. Strict ellipticity assumed for the…

Probability · Mathematics 2025-01-03 Bálint Tóth

We investigate a tight binding quantum walk on a graph. Repeated stroboscopic measurements of the position of the particle yield a measured "trajectory", and a combination of classical and quantum mechanical properties for the walk are…

Statistical Mechanics · Physics 2022-05-18 A. Didi , E. Barkai

We study the asymptotic behaviour of occupation times of a transient random walk in quenched random environment on a strip in a sub-diffusive regime. The asymptotic behaviour of hitting times, which is a more traditional object of study, is…

Probability · Mathematics 2015-06-12 Dmitry Dolgopyat , Ilya Goldsheid

We consider first passage percolation on certain isotropic random graphs in $\mathbb{R}^d$. We assume exponential concentration of passage times $T(x,y)$, on some scale $\sigma_r$ whenever $|y-x|$ is of order $r$, with $\sigma_r$ "growning…

Probability · Mathematics 2021-09-03 Kenneth S. Alexander

We prove several fundamental statistical bounds for entropic OT with the squared Euclidean cost between subgaussian probability measures in arbitrary dimension. First, through a new sample complexity result we establish the rate of…

Statistics Theory · Mathematics 2019-05-31 Gonzalo Mena , Jonathan Weed

First, we prove a \emph{local almost sure central limit theorem} for lattice random walks in the plane. The corresponding version for random walks in the line was considered by the author in \cite{5}. This gives us a quantitative version of…

Probability · Mathematics 2014-05-13 Nuno Luzia

In this article we define and study a stochastic process on Galoisian covers of compact manifolds. The successive positions of the process are defined recursively by picking a point uniformly in the Dirichlet domain of the previous one. We…

Probability · Mathematics 2022-02-18 Adrien Boulanger , Olivier Glorieux

We derive some Quantum Central Limit Theorems for expectation values of macroscopically coarse-grained observables, which are functions of coarse-grained hermitean operators. Thanks to the hermicity constraints, we obtain positive-definite…

Quantum Physics · Physics 2023-12-06 Tien D. Kieu

Let $(Z_t^{(q, H)})_{t \geq 0}$ denote a Hermite process of order $q \geq 1$ and self-similarity parameter $H \in (\frac{1}{2}, 1)$. Consider the Hermite-driven moving average process $$X_t^{(q, H)} = \int_0^t x(t-u) dZ^{(q, H)}(u), \qquad…

Probability · Mathematics 2017-05-19 T. T. Diu Tran

The spherical ensemble is a well-studied determinantal process with a fixed number of points on the sphere. The points of this process correspond to the generalized eigenvalues of two appropriately chosen random matrices, mapped to the…

Probability · Mathematics 2014-07-23 Kasra Alishahi , Mohammadsadegh Zamani

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

Probability · Mathematics 2017-12-05 Bojan Basrak , Hrvoje Planinic , Philippe Soulier

We present an argument based on the multidimensional and the uniform central limit theorems, proving that, under some geometrical assumptions between the target function $T$ and the learning class $F$, the excess risk of the empirical risk…

Statistics Theory · Mathematics 2011-02-25 Guillaume Lecué , Shahar Mendelson

We study microscopic observables of the Discrete Gaussian model (i.e., the Gaussian free field restricted to take integer values) at high temperature using the renormalisation group method. In particular, we show the central limit theorem…

Probability · Mathematics 2024-04-16 Jiwoon Park

In this article we focus on a general model of random walk on random marked trees. We prove a recurrence criterion, analogue to the recurrence criterion proved by R. Lyons and Robin Pemantle (1992) in a slightly different model. In the…

Probability · Mathematics 2011-09-02 Gabriel Faraud

We study the high excursion probability of a centered Gaussian field on a square. Writing \(\sigma\) and \(r\) for its standard deviation and correlation function, we assume that \(\sigma\) has a unique maximum at the corner…

Probability · Mathematics 2026-05-22 Svyatoslav Novikov

The spherical functions of the noncompact Grassmann manifolds $G_{p,q}(\mathbb F)=G/K$ over the (skew-)fields $\mathbb F=\mathbb R, \mathbb C, \mathbb H$ with rank $q\ge1$ and dimension parameter $p>q$ can be described as Heckman-Opdam…

Classical Analysis and ODEs · Mathematics 2016-01-11 Michael Voit