Related papers: Spatial CLT for the supercritical Ornstein-Uhlenbe…

In this paper, under the assumption that the dimension is much larger than the sample size, i.e., $p \asymp n^{\alpha}, \alpha>1,$ we consider the (unnormalized) sample covariance matrices $Q = \Sigma^{1/2} XX^*\Sigma^{1/2}$, where…

We establish a Brownian extension to Selberg's central limit theorem for the Riemann zeta function. This implies various limiting distributions for $\zeta$, including an analogue of the reflection principle for the maximum of the Brownian…

Universality classes encompass the analogous thermodynamic behavior of unlike physical systems, at different spatial dimensions $d$, in the vicinity of their critical point. Critical exponents define these classes, with the Ising model…

We provide necessary and sufficient conditions for a Hilbert space-valued Ornstein-Uhlenbeck process to be reversible with respect to its invariant measure $\mu$. For a reversible process the domain of its generator in $L^p(\mu )$ is…

Consider a supercritical Crump--Mode--Jagers process $(\mathcal Z_t^{\varphi})_{t \geq 0}$ counted with a random characteristic $\varphi$. Nerman's celebrated law of large numbers [Z. Wahrsch. Verw. Gebiete 57, 365--395, 1981] states that,…

In this paper, we study the following Schr\"odinger equations with potentials and general nonlinearities \begin{equation*} \left\{\begin{aligned} & -\Delta u+V(x)u+\lambda u=|u|^{q-2}u+\beta f(u), \\ & \int |u|^2dx=\Theta, \end{aligned}…

We prove the central limit theorem (CLT) for a sequence of independent zero-mean random variables $\xi_j$, perturbed by predictable multiplicative factors $\lambda_j$ with values in intervals $[\underline\lambda_j,\overline\lambda_j]$. It…

In this paper we study the asymptotic behavior of mesoscopic fluctuations for the thinned Circular Unitary Ensemble. The effect of thinning is that the eigenvalues start to decorrelate. The decorrelation is stronger on the larger scales…

A large class of evolutionary processes can be modeled by a rule which involves self-replication of some physical quantity with a non local rescaling. I show that a class of such models are exactly solvable -- in the discrete as well as…

We investigate an almost sure limit theorem (ASCLT) for sequences of random variables having the form of a ratio of two terms such that the numerator satisfies the ASCLT and the denominator is a positive term which converges almost surely…

We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…

We consider first-passage percolation on $\mathbb{Z}^2$ with i.i.d. weights, whose distribution function satisfies $F(0) = p_c = 1/2$. This is sometimes known as the "critical case" because large clusters of zero-weight edges force passage…

We consider the energy super critical nonlinear Schr\"odinger equation $$i\pa_tu+\Delta u+u|u|^{p-1}=0$$ in large dimensions $d\geq 11$ with spherically symmetric data. For all $p>p(d)$ large enough, in particular in the super critical…

Universality has been a key concept for the classification of equilibrium critical phenomena, allowing associations among different physical processes and models. When dealing with non-equilibrium problems, however, the distinction in…

We consider the existence of the integrated density of states (IDS) of the Anderson model on the Hilbert space $\ell^2(\mathbb{Z}^d)$ as analogues to the law of large numbers (LLN). In this work, we prove the analogues central limit theorem…

We study large deviations for the time average of the Ornstein-Uhlenbeck process raised to an arbitrary power. We prove that beyond a critical value, large deviations are subexponential in time, with a non-convex rate function whose main…

We establish quantitative blow-up criteria below the scaling threshold for radially symmetric solutions to the defocusing nonlinear Schr\"odinger equation with nonlinearity $|u|^6u$. This provides to our knowledge the first generic results…

For the Keller-Segel system \[ \left\{\, \begin{aligned} u_t &= \Delta u - \nabla \cdot ( u \nabla v ), \\ v_t &= \Delta v - v + u \end{aligned} \right. \tag{$\star$} \] posed in a planar domain $\Omega$ with Neumann boundary conditions,…

In our series of papers, we establish infinite concentration and oscillation estimates for supercritical semilinear elliptic equations in discs. Especially, we extend the previous result by the author (N. arXiv:2404.01634) to the general…

Consider the Ising model on $([1,2N]\times[1,2M])\cap\mathbb{Z}^2$ at critical temperature with periodic boundary condition in the horizontal direction and free boundary condition in the vertical direction. Let $E_{M,N}$ be its total energy…