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Consider a sequence of $n$ independent random variables with a common continuous distribution $F$, and consider the task of choosing an increasing subsequence where the observations are revealed sequentially and where an observation must be…

Probability · Mathematics 2016-08-02 Alessandro Arlotto , Vinh V. Nguyen , J. Michael Steele

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

Probability · Mathematics 2009-11-11 V. Shcherbakov

We prove a Quantitative Functional Central Limit Theorem for one-hidden-layer neural networks with generic activation function. The rates of convergence that we establish depend heavily on the smoothness of the activation function, and they…

Probability · Mathematics 2023-07-06 Valentina Cammarota , Domenico Marinucci , Michele Salvi , Stefano Vigogna

Let T be an ergodic automorphism of the d-dimensional torus T^d, and f be a continuous function from T^d to R^l. On the probability space T^d equipped with the Lebesgue-Haar measure, we prove the weak convergence of the sequential empirical…

Probability · Mathematics 2013-10-01 J. Dedecker , F. Merlevède , F. Pène

In [Kozma-Toth, Ann. Probab. v 45, pp 4307-4347 (2017)] the weak CLT was established for random walks in doubly stochastic (or, divergence-free) random environments, under the following conditions: 1. Strict ellipticity assumed for the…

Probability · Mathematics 2025-01-03 Bálint Tóth

The purpose of this paper is to generalize our earlier work on the logarithm of the Riemann zeta-function to linear combinations of logarithms of primitive Dirichlet $L$-functions with constant real coefficients. Under the assumption of…

Number Theory · Mathematics 2022-01-13 Fatma Çiçek

Let $\Cal S$ be an abelian group of automorphisms of a probability space $(X, {\Cal A}, \mu)$ with a finite system of generators $(A_1, ..., A_d)$. Let $A^{\el}$ denote $A_1^{\ell_1} ... A_d^{\ell_d}$, for ${\el}= (\ell_1, ..., \ell_d)$. If…

Probability · Mathematics 2014-11-14 Jean-Pierre Conze , Guy Cohen

Recent theoretical works have characterized the dynamics of wide shallow neural networks trained via gradient descent in an asymptotic mean-field limit when the width tends towards infinity. At initialization, the random sampling of the…

Probability · Mathematics 2022-03-29 Zhengdao Chen , Grant M. Rotskoff , Joan Bruna , Eric Vanden-Eijnden

The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…

Probability · Mathematics 2012-03-02 Alexander Bulinski , Evgeny Spodarev , Florian Timmermann

We consider percolation on the discrete torus $\mathbb{Z}_n^d$ at $p_c(\mathbb{Z}^d)$, the critical value for percolation on the corresponding infinite lattice $\mathbb{Z}^d$, and within the scaling window around it. We assume that $d$ is a…

Probability · Mathematics 2025-12-23 Arthur Blanc-Renaudie , Asaf Nachmias

In this paper, we derive a central limit theorem for collections of weakly correlated random variables indexed by discrete metric spaces, where the correlation decays in the distance of the indices. The correlation structure we study…

Probability · Mathematics 2022-02-11 Michael Fleermann , Werner Kirsch

For large-scale network systems, network centrality based on control theory plays a crucial role in understanding their properties and controlling them efficiently. The controllability score is such a centrality index and can give a…

Optimization and Control · Mathematics 2025-10-07 Kota Umezu , Kazuhiro Sato

We provide an asymptotic analysis of linear transport problems in the diffusion limit under minimal regularity assumptions on the domain, the coefficients, and the data. The weak form of the limit equation is derived and the convergence of…

Analysis of PDEs · Mathematics 2014-07-31 Herbert Egger , Matthias Schlottbom

We discuss the conductance of quantum wires (QW) in terms of the Tomonaga-Luttinger liquid (TLL) theory. We use explicitly the charge fractionalization scheme which results from the chiral symmetry of the model. We suggest that results of…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 K. -I. Imura , K. -V. Pham , P. Lederer , F. Piechon

This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measure the strength of dependence by covariances of nonlinearly…

Econometrics · Economics 2025-03-10 Denis Kojevnikov , Vadim Marmer , Kyungchul Song

We establish an optimal, linear rate of convergence for the stochastic homogenization of discrete linear elliptic equations. We consider the model problem of independent and identically distributed coefficients on a discretized unit torus.…

Numerical Analysis · Mathematics 2019-02-20 Antoine Gloria , Stefan Neukamm , Felix Otto

We prove a central limit theorem for non-commutative random variables in a von Neumann algebra with a tracial state: Any non-commutative polynomial of averages of i.i.d. samples converges to a classical limit. The proof is based on a…

Mathematical Physics · Physics 2019-09-16 Greg Kuperberg

It is well known that a Lorenz curve, derived from the distribution function of a random variable, can itself be viewed as a probability distribution function of a new random variable [4]. In a previous work of ours [26], we proved the…

Probability · Mathematics 2026-03-03 Vilimir Yordanov

In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…

Statistics Theory · Mathematics 2023-04-19 Taras Bodnar , Stepan Mazur , Nestor Parolya

In this paper, we present a probabilistic study of rare phenomena of the cubic nonlinear Schr\"odinger equation on the torus in a weakly nonlinear setting. This equation has been used as a model to numerically study the formation of rogue…

Analysis of PDEs · Mathematics 2021-11-16 Miguel Angel Garrido , Ricardo Grande , Kristin M. Kurianski , Gigliola Staffilani
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