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This article presents a new proof of the rate of convergence to the normal distribution of sums of independent, identically distributed random variables in chi-square distance, which was also recently studied in \cite{BobkovRenyi}. Our…
Limit theorems for the magnetization in the $p$-spin Curie-Weiss model, for $p \geq 3$, has been derived recently by Mukherjee et al. (2021). In this paper, we strengthen these results by proving Cram\'er-type moderate deviation theorems…
We investigate families of generalized mean--field theories that can be formulated using the Peierls--Bogoliubov inequality. For test--Hamiltonians describing mutually non--interacting subsystems of increasing size, the thermodynamics of…
Stein's method for concentration inequalities was introduced to prove concentration of measure in problems involving complex dependencies such as random permutations and Gibbs measures. In this paper, we provide some extensions of the…
In his work \cite{Ti80}, Tikhomirov combined elements of Stein's method with the theory of characteristic functions to derive Kolmogorov bounds for the convergence rate in the central limit theorem for a normalized sum of a stationary…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…
We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…
Let W be either the number of descents or inversions of a permutation. Stein's method is applied to show that W satisfies a central limit theorem with error rate n^(-1/2). The construction of an exchangeable pair (W,W') used in Stein's…
We consider the mean-field classical Heisenberg model and obtain detailed information about the total spin of the system by studying the model on a complete graph and sending the number of vertices to infinity. In particular, we obtain…
These notes deal with the mean-field approximation for equilibrium states of N-body systems in classical and quantum statistical mechanics. A general strategy for the justification of effective models based on statistical independence…
Quantum criticality of metal-insulator transitions in correlated electron systems is shownto belong to an unconventional universality class with violation of Ginzburg-Landau-Wilson(GLW) scheme formulated for symmetry breaking transitions.…
We prove a general theorem to bound the total variation distance between the distribution of an integer valued random variable of interest and an appropriate discretized normal distribution. We apply the theorem to 2-runs in a sequence of…
We derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying…
We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…
A central limit theorem is proved for the free energy of the random field Ising model with all plus or all minus boundary condition, at any temperature (including zero temperature) and any dimension. This solves a problem posed by Wehr and…
We provide an abstract multivariate central limit theorem with the Lindeberg-type error bounded in terms of Lipschitz functions (Wasserstein 1-distance) or functions with bounded second or third derivatives. The result is proved by means of…
A pathwise large deviation principle in the Wasserstein topology and a pathwise central limit theorem are proved for the empirical measure of a mean-field system of interacting diffusions. The coefficients are path-dependent. The framework…
We build on the formalism developed in [arXiv:1906.08372v1] to propose new representations of solutions to Stein equations. We provide new uniform and non uniform bounds on these solutions (a.k.a.\ Stein factors). We use these…
The mean-field theory tells that the classical critical exponent of susceptibility is the twice of that of magnetization. However, the linear response theory based on the Vlasov equation, which is naturally introduced by the mean-field…
We present analytical results for the strongly anisotropic random field Ising model, consisting of weakly interacting spin chains. We combine the mean-field treatment of interchain interactions with an analytical calculation of the average…