Related papers: Large deviations in Selberg's central limit theore…

We study the use of Gaussian process emulators to approximate the parameter-to-observation map or the negative log-likelihood in Bayesian inverse problems. We prove error bounds on the Hellinger distance between the true posterior…

We prove a law of large numbers and a central limit theorem for a tagged particle in a symmetric simple exclusion process in the one-dimensional lattice with variable diffusion coefficient. The scaling limits are obtained from a similar…

We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than {\epsilon} ({\epsilon} > 0). It is known ([BM05]) that the empirical measure of these fragments converges in law, under some…

It is well known that central order statistics exhibit a central limit behavior and converge to a Gaussian distribution as the sample size grows. This paper strengthens this known result by establishing an entropic version of the CLT that…

We show that the variance of centred linear statistics of eigenvalues of GUE matrices remains bounded for large $n$ for some classes of test functions less regular than Lipschitz functions. This observation is suggested by the limiting form…

Let $X \in \{0,\ldots,n \}$ be a random variable, with mean $\mu$ and standard deviation $\sigma$ and let \[f_X(z) = \sum_{k} \mathbb{P}(X = k) z^k, \] be its probability generating function. Pemantle conjectured that if $\sigma$ is large…

We study the statistical limits of testing and estimation for a rank one deformation of a Gaussian random tensor. We compute the sharp thresholds for hypothesis testing and estimation by maximum likelihood and show that they are the same.…

It is common practice to treat small jumps of L\'evy processes as Wiener noise and thus to approximate its marginals by a Gaussian distribution. However, results that allow to quantify the goodness of this approximation according to a given…

Building on work in \cite{AB24} on the Riemann zeta function at height $T$ off the critical line, we prove an unconditional lower bound on the critical line for real large deviations of the order $V\sim\alpha\log\log T$ for any $\alpha>0.$…

In this article, we establish a central limit theorem for the capacity of the range process for a class of $d$-dimensional symmetric $\alpha$-stable random walks with the index satisfying $d > 5\alpha /2$. Our approach is based on…

The Kullback-Leibler divergence, the Kullback-Leibler variation, and the Bernstein "norm" are used to quantify discrepancies among probability distributions in likelihood models such as nonparametric maximum likelihood and nonparametric…

Let $S(t)$ denote the argument of the Riemann zeta-function, defined as $$ S(t)=\dfrac{1}{\pi}\,\Im\log\zeta(1/2+it). $$ Assuming the Riemann hypothesis, we prove that $$ S(t)=\Omega_{\pm}\bigg(\dfrac{\log t\log\log\log t}{\log\log…

The law of large numbers (LLN) and central limit theorem (CLT) are long and widely been known as two fundamental results in probability theory. Recently problems of model uncertainties in statistics, measures of risk and superhedging in…

Let $\bX=\{X_n\}_{n\geq 1}$ and $\bY=\{Y_n\}_{n\geq 1}$ be two independent random sequences. We obtain rates of convergence to the normal law of randomly weighted self-normalized sums $$ \psi_n(\bX,\bY)=\sum_{i=1}^nX_iY_i/V_n,\quad…

Using recent developments on the theory of locally decodable codes, we prove that the critical size for Szemer\'edi's theorem with random differences is bounded from above by $N^{1-\frac{2}{k} + o(1)}$ for length-$k$ progressions. This…

Probability distributions defined on the half space are known to be quite different from those in the full space. Here, a nonextensive entropic treatment is presented for the half space in an analytic and self-consistent way. In this…

We prove that the exponent of the entropy of one dimensional projections of a log-concave random vector defines a 1/5-seminorm. We make two conjectures concerning reverse entropy power inequalities in the log-concave setting and discuss…

In 1946, A. Selberg proved $N(\sigma,T) \ll T^{1-\frac{1}{4} \left(\sigma-\frac{1}{2}\right)} \log{T}$ where $N(\sigma,T)$ is the number of nontrivial zeros $\rho$ of the Riemann zeta-function with $\Re\{\rho\}>\sigma$ and…

The original Hotelling-Solomons inequality indicates that an upper bound of |mean - median|/(standard deviation) is 1. In this note, we find a new bound depending on the sample size, which is strictly smaller than 1.

Motivated by the celebrated Beck-Fiala conjecture, we consider the random setting where there are $n$ elements and $m$ sets and each element lies in $t$ randomly chosen sets. In this setting, Ezra and Lovett showed an $O((t \log t)^{1/2})$…