Related papers: A strong central limit theorem for a class of rand…

Let $\mathbb F=\mathbb R$ or $\mathbb C$ and $n\in\b N$. Let $(S_k)_{k\ge0}$ be a time-homogeneous random walk on $GL_n(\b F)$ associated with an $U_n(\b F)$-biinvariant measure $\nu\in M^1(GL_n(\b F))$. We derive a central limit theorem…

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…

We study a model of random surfaces arising in the dimer model on the honeycomb lattice. For a fixed ``wire frame'' boundary condition, as the lattice spacing $\epsilon\to0$, Cohn, Kenyon and Propp [CKP] showed the almost sure convergence…

Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. In particular, we obtain results for distributions which are…

The purpose of this paper is to prove a Fourier restriction estimate for certain 2-dimensional surfaces in $\bbR^{2d}$, $d\ge 3$. These surfaces are defined by a complex curve $\gamma(z)$ of simple type, which is given by a mapping of the…

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

We study the low temperature $(2+1)$D Solid-On-Solid model on $[[1, L ]]^2$ with zero boundary conditions and nonnegative heights (a floor at height $0$). Caputo et al. (2016) established that this random surface typically admits either…

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

Let $\phi$ be a smooth function on a compact interval $I$. Let $$\gamma(t)=\left (t,t^2,\cdots,t^{n-1},\phi(t)\right).$$ In this paper, we show that $$\left(\int_I \big|\hat f(\gamma(t))\big|^q \big|\phi^{(n)}(t)\big|^{\frac{2}{n(n+1)}}…

We obtain effective potential of $O(N)$-symmetric $\phi^4$ theory for large $N$ starting with a finite lattice system and taking the thermodynamic limit with great care. In the thermodynamic limit, it is globally real-valued and convex in…

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…

Let $\phi$ be a Hecke-Maass cusp form for $\mathrm{SL(3, \mathbb{Z})}$ with Langlands parameters $({\bf t}_{i})_{i=1}^{3}$ and $f$ be a holomorphic or Hecke-Maass cusp form for $\mathrm{SL(2,\mathbb{Z})}$. In this article, we prove the…

In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…

In this paper, we use the framework of mod-$\phi$ convergence to prove precise large or moderate deviations for quite general sequences of real valued random variables $(X_{n})_{n \in \mathbb{N}}$, which can be lattice or non-lattice…

The $O(n)$ ${\phi}^4$ model on a slab $\mathbb{R}^{d-1}\times[0,L]$ bounded by free surfaces is studied for $2<d<4$ in the limit $n\to\infty$. The self-consistent potential $V(z)$ which the exact $n\to\infty$ solution of the model involves…

In this article, we study fluctuations of the volume of a stable sausage defined via a $d$-dimensional rotationally invariant $\alpha$-stable process. As the main results, we establish a functional central limit theorem (in the case when…

Let $(Y_n)_n$ be a sequence of $\mathbb{R}^d$-valued random variables. Suppose that the generating function \[f(x, z) = \sum_{n = 0}^\infty \varphi_{Y_n}(x) z^n,\] where $\varphi_{Y_n}$ is the characteristic function of $Y_n$, extends to a…

It has been well known for a long time that the height function of random lozenge tilings of large domains follow a law of large number and possible limits called dimer limit shapes are well understood. For the next order, it is expected…

We study the fluctuations of random surfaces on a two-dimensional discrete torus. The random surfaces we consider are defined via a nearest-neighbor pair potential which we require to be twice continuously differentiable on a (possibly…

In a smoothly bounded convex domain $\Omega\subset R^n$ with $n\ge 1$, a no-flux initial-boundary value problem for \[ \left\{ \begin{array}{l} u_t=\Delta \big(u\phi(v)\big), v_t=\Delta v-uv, \end{array} \right. \] is considered under the…