Related papers: A Note on the Central Limit Theorem for the Eigenv…

We study ensembles of random symmetric matrices whose entries exhibit certain correlations. Examples are distributions of Curie-Weiss-type. We provide a criterion on the correlations ensuring the validity of Wigner's semicircle law for the…

In Part I of this article (Banerjee and Kuchibhotla (2023)), we have introduced a new method to bound the difference in expectations of an average of independent random vector and the limiting Gaussian random vector using level sets. In the…

We compute the limiting statistical distribution of the eigenvalues of sequences of matrices whose entries satisfy what we call a vanishing mean variation condition and are $\mu$-distributed for some probability measure. As an application…

In this dissertation, we show that the Central Limit Theorem and the Invariance Principle for Discrete Fourier Transforms discovered by Peligrad and Wu can be extended to the quenched setting. We show that the random normalization…

We take a unified approach to central limit theorems for a class of irreducible urn models with constant replacement matrix. Depending on the eigenvalue, we consider appropriate linear combinations of the number of balls of different…

We consider a more generalized spiked covariance matrix $\Sigma$, which is a general non-definite matrix with the spiked eigenvalues scattered into a few bulks and the largest ones allowed to tend to infinity. By relaxing the matching of…

We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…

We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…

Weingarten functions provide a tool for computing Haar measure matrix integrals of polynomials in the matrix entries. An important property of Weingarten functions, is their particularly simple large $N$ limits. In 2017 Benoit Collins and…

In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we…

This paper develops a quantitative version of de Jong's central limit theorem for homogeneous sums in a high-dimensional setting. More precisely, under appropriate moment assumptions, we establish an upper bound for the Kolmogorov distance…

In this article, we consider random Wigner matrices, that is symmetric matrices such that the subdiagonal entries of Xn are independent, centered, and with variance one except on the diagonal where the entries have variance two. We prove…

We use the recently developed method of weighted dependency graphs to prove central limit theorems for the number of occurrences of any fixed pattern in multiset permutations and in set partitions. This generalizes results for patterns of…

We observe that the distribution of the eigenvalues of an $N$-by-$N$ GUE random matrix is log-concave on $\mathbb{R}^N$, and that the same is true for the law of a single gap between two consecutive eigenvalues. We use this observation to…

We investigate the number of prime factors of individual entries for matrices in the special linear group over the integers. We show that, when properly normalised, it satisfies a central limit theorem of Erd\H{o}s-Kac-type. To do so, we…

A Central Limit Theorem for linear combinations of iterates of an inner function is proved. The main technical tool is Aleksandrov Desintegration Theorem for Aleksandrov-Clark measures.

We compute the deterministic approximation for mixed fluctuation moments of products of deterministic matrices and general Sobolev functions of Wigner matrices. Restricting to polynomials, our formulas reproduce recent results of [Male,…

We establish a central limit theorem for counting large continued fraction digits $(a_n)$, i.e. we count occurrences $\{a_n>b_n\}$, where $(b_n)$ is a sequence of positive integers. Our result improves a similar result by Philipp which…

We study the eigenvectors of generalized Wigner matrices with subexponential entries and prove that they delocalize at the optimal rate with overwhelming probability. We also prove high probability delocalization bounds with sharp…

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…