Related papers: A note on a local limit theorem for Wiener space v…

We prove a Berry-Esseen theorem, a local central limit theorem and (local) large and (global) moderate deviations principles for i.i.d. (uniformly) random non-uniformly expanding or hyperbolic maps with exponential first return times. Using…

We provide a sharp rate of convergence in the central limit theorem for random vectors with an unconditional, log-concave density. The argument relies on analysis of the Neumann laplacian on convex domains and on the theory of optimal…

Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb R)$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$'s are i.i.d.'s with law $\mu$. We study statistical properties of random variables of the…

In this paper, we study almost sure central limit theorems for sequences of functionals of general Gaussian fields. We apply our result to non-linear functions of stationary Gaussian sequences. We obtain almost sure central limit theorems…

The 1987 Bourgain-Tzafriri Restricted Invertibility Theorem is one of the most celebrated theorems in analysis. At the time of their work, the authors raised the question of a possible infinite dimensional version of the theorem. In this…

We prove a central limit theorem for the components of the largest eigenvectors of the adjacency matrix of a finite-dimensional random dot product graph whose true latent positions are unknown. In particular, we follow the methodology…

Inspired by an extension of Wiener's lemma on the relation of measures $\mu$ on the unit circle and their Fourier coefficients $\widehat{\mu}(k_n)$ along subsequences $(k_n)$ of the natural numbers by Cuny, Eisner and Farkas [CEF19,…

We introduce a new family of distributions to approximate $\mathbb {P}(W\in A)$ for $A\subset\{...,-2,-1,0,1,2,...\}$ and $W$ a sum of independent integer-valued random variables $\xi_1$, $\xi_2$, $...,$ $\xi_n$ with finite second moments,…

In this article we review the standard versions of the Central and of the Levy-Gnedenko Limit Theorems, and illustrate their application to the convolution of independent random variables associated with the distribution known as…

We give a new, self-contained proof of the multidimensional central limit theorem using the technique of ``doubling variables," which is traditionally used to prove uniqueness of solutions of partial differential equations (PDEs). Our…

We derive a central limit theorem for the mean-square of random waves in the high-frequency limit over shrinking sets. Our proof applies to any compact Riemannian manifold of arbitrary dimension, thanks to the universality of the local Weyl…

We consider the gradient field model in $\left[ -N,N\right] ^{2}\cap \mathbb{Z}^{2}$ with a uniformly convex interaction potential. Naddaf-Spencer \cite{NS} and Miller \cite{Mi} proved that the macroscopic averages of linear statistics of…

Consider a stationary, weakly dependent sequence of random variables. Given only mild conditions, allowing for polynomial decay of the autocovariance function, we show a Berry-Esseen bound of optimal order $n^{-1/2}$ for studentized…

We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…

We establish here a Quantitative Central Limit Theorem (in Wasserstein distance) for the Euler-Poincar\'{e} Characteristic of excursion sets of random spherical eigenfunctions in dimension 2. Our proof is based upon a decomposition of the…

Let $X_t = B_t + \mu t$, $t \geq 0$, be planar Brownian motion with nonzero drift, and let $K_t^r = \{x \in \mathbb{R}^2 : {\rm dist}(x, X[0,t]) \leq r\}$ be the radius-$r$ Wiener sausage up to time $t$. For a bounded Borel function $\psi$…

In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their…

We extend the Wiener-Khinchin theorem to non-wide sense stationary (WSS) random processes, i.e. we prove that, under certain assumptions, the power spectral density (PSD) of any random process is equal to the Fourier transform of the…

Suppose X is a random vector, that is distributed uniformly in some n-dimensional convex set. It was conjectured that when the dimension n is very large, there exists a non-zero vector u, such that the distribution of the real random…

We establish the vector-valued Wiener type theorems for countable projective and inductive limits of quasi-Banach algebras in a weighted setting for both finite and infinite dimensional cases. As an application, we extend the notions of…