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

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…

In the present note we investigate the problem of standardizing random variables taking values on infinite dimensional Gaussian spaces. In particular, we focus on the transformations induced on densities by the selected standardization…

We reduce the local limit theorem for a non-compact semisimple Lie group acting on its symmetric space to establishing that a natural operator associated to the measure is quasicompact. Under strong Diophantine assumptions on the underlying…

We prove a Central Limit Theorem for the linear statistics of two-dimensional Coulomb gases, with arbitrary inverse temperature and general confining potential, at the macroscopic and mesoscopic scales and possibly near the boundary of the…

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…

Suppose that $\{X_t,\,t\ge0\}$ is a non-stationary Markov process, taking values in a Polish metric space $E$. We prove the law of large numbers and central limit theorem for an additive functional of the form $\int_0^T\psi(X_s)ds$,…

In this paper we complete our understanding of the role played by the limiting (or residue) function in the context of mod-Gaussian convergence. The question about the probabilistic interpretation of such functions was initially raised by…

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…

We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…

Intrinsic volumes of convex sets are natural geometric quantities that also play important roles in applications, such as linear inverse problems with convex constraints, and constrained statistical inference. It is a well-known fact that,…

The Sutherland approximation to the van der Waals forces is applied to the derivation of a self-consistent Vlasov-type field in a liquid filling a half space, bordering vacuum. The ensuing Vlasov equation is then derived, and solved to…

The Littlewood-Richardson coefficients describe the decomposition of tensor products of irreducible representations of a simple Lie algebra into irreducibles. Assuming the number of factors is large, one gets a measure on the space of…

For a one-dimensional super-Brownian motion with density $X(t,x)$, we construct a random measure $L_t$ called the boundary local time which is supported on $\partial \{x:X(t,x) = 0\} =: BZ_t$, thus confirming a conjecture of Mueller, Mytnik…

The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…

We obtain some sufficient conditions for the Central Limit Theorem for the random processes (fields) with values in the separable part of Holder space in the modern terms of majorizing (minorizing) measures, belonging to X.Fernique and…

Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing…

Hambly, Keevash, O'Connell and Stark have proven a central limit theorem for the characteristic polynomial of a permutation matrix with respect to the uniform measure on the symmetric group. We generalize this result in several ways. We…

We prove the Simons-Johnson theorem for the sums $S_n$ of $m$-dependent random variables, with exponential weights and limiting compound Poisson distribution $\CP(s,\lambda)$. More precisely, we give sufficient conditions for…

We introduce a class of Boltzmann equations on the real line, which constitute extensions of the classical Kac caricature. The collisional gain operators are defined by smoothing transformations with quite general properties. By…