Related papers: The Entropic Erd\H{o}s-Kac Limit Theorem
We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations…
We prove that the generalized Randic index over graphs following the Erd\H{o}s-Renyi model, for both the sparse and dense regimes, is concentrated around its mean when the number of vertices tends to infinity.
A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…
The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…
Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows isotropic and anisotropic models. We apply our…
The classical Erd\H{o}s-Kac theorem states that for $n$ chosen uniformly at random from $1, \dots, N$, the random variable $(\omega(n) - \log\log N)/\sqrt{\log\log N}$ converges in distribution to the standard Gaussian as $N$ tends to…
Local increases in the mean of a random field are detected (conservatively) by thresholding a field of test statistics at a level $u$ chosen to control the tail probability or $p$-value of its maximum. This $p$-value is approximated by the…
In this paper we show that every set $A \subset \mathbb{N}$ with positive density contains $B+C$ for some pair $B,C$ of infinite subsets of $\mathbb{N}$, settling a conjecture of Erd\H{o}s. The proof features two different decompositions of…
We prove that the solution of the Kac analogue of Boltzmann's equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of a few…
We apply ideas from the theory of limits of dense combinatorial structures to study order types, which are combinatorial encodings of finite point sets. Using flag algebras we obtain new numerical results on the Erd\H{o}s problem of finding…
We prove an entropy version of van der Corput's difference theorem: the entropy of a sequence is equal to the entropy of its differences. This reveals a potential correspondence between the theory of uniform distribution mod 1 and entropy.…
We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
We develop a limit theory for controlled mean field stochastic partial differential equations in a variational framework. More precisely, we prove existence results for mean field limits and particle approximations, and we establish a…
We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…
We obtain almost sure limit theorems for partial maxima of norms of a sequence of Banach-valued Gaussian random variables.
We study the fluctuations of ergodic sums using global and local specifications on periodic points. We obtain Lindeberg-type central limit theorems in both situations. As an application, when the system possesses a unique measure of maximal…
Let $x\geqslant 3$, for $1\leqslant n \leqslant x$ an integer, let $\omega(n)$ be its number of distinct prime factors. We show that, among the values $n\leqslant x$ with $\omega(n)=k$ where $1\leqslant k \ll \log_2 x$, $\omega(n-1)$…
This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…
We prove a pointwise version of the multi-dimensional central limit theorem for convex bodies. Namely, let X be an isotropic random vector in R^n with a log-concave density. For a typical subspace E in R^n of dimension n^c, consider the…