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

We give new contributions on the distribution of the zeros of the Riemann zeta function by using the techniques of the Malliavin calculus. In particular, we obtain the error bound in the multidimensional Selberg' s central limit theorem…

The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…

We improve on previous upper bounds for the $q$th norm of the partial sums of the Riemann zeta function on the half line when $0<q\leqslant 1$. In particular, we show that the 1-norm is bounded above by $(\log N)^{1/4}(\log\log N)^{1/4}$.

In this paper, we establish the convergence rate in central limit theorem (CLT) for linearly extended negative quadrant dependent (LENQD) random variables (rv's). Under some weak conditions, the rate of normal approximation is shown as…

We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…

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…

We consider "nonconventional" averaging setup in the form $\frac {dX^\epsilon(t)}{dt}=\epsilon B\big(X^\epsilon(t),\xi(q_1(t)), \xi(q_2(t)),...,\xi(q_\ell(t))\big)$ where $\xi(t),t\geq 0$ is either a stochastic process or a dynamical system…

In 2010, Shiffman and Zelditch proved a central limit theorem (CLT) for smooth statistics of Gaussian random zeros in codimension one over compact K\"ahler manifolds. They raised the question of whether this result admits a two-fold…

We prove a functional limit theorem in a space of analytic functions for the random Dirichlet series $D(\alpha;z)=\sum_{n\geq 2}(\log n)^{\alpha}(\eta_n+{\rm i} \theta_n)/n^z$, properly scaled and normalized, where…

In this paper we provide an explicit bound for $|\zeta(1+it)|$ in the form of $|\zeta(1+it)|\leq \min\left(\log t, \frac{1}{2}\log t+1.93, \frac{1}{5}\log t+44.02 \right)$. This improves on the current best-known explicit bound of…

We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…

Let $(X_i,i\geq 1)$ be a sequence of i.i.d. random variables with values in $[0,1]$, and $f$ be a function such that $`E(f(X_1)^2)<+\infty$. We show a functional central limit theorem for the process $t\mapsto \sum_{i=1}^n f(X_i)1_{X_i\leq…

This paper deals with the large deviations behavior of a stochastic process called thinned Levy process. This process appeared recently as a stochastic-process limit in the context of critical inhomogeneous random graphs. The process has a…

This paper improves the bound on $|S(T)|$. The main result is to show that $|S(T)|\leq 0.111\log T + 0.275\log\log T + 2.450$, which is valid for all $T\geq e$.

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…

Many randomized approximation algorithms operate by giving a procedure for simulating a random variable $X$ which has mean $\mu$ equal to the target answer, and a relative standard deviation bounded above by a known constant $c$. Examples…

We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…

The celebrated Trotter approximation theorem provides a sufficient condition for the convergence of a sequence of operator semigroups in terms of the corresponding sequence of infinitesimal generators. There exist a few results on the rate…

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

We study the object formally defined as \gamma\big([0,t]^{2}\big)=\int\int_{[0,t]^{2}} | X_{s}- X_{r}|^{-\sigma} dr ds-E\int\int_{[0,t]^{2}} | X_{s}- X_{r}|^{-\sigma} dr ds, where $X_{t}$ is the symmetric stable processes of index…