Related papers: CLT for biorthogonal ensembles and related combina…

Using a Coulomb gas approach, we compute the generating function of the covariances of power traces for one-cut $\beta$-ensembles of random matrices in the limit of large matrix size. This formula depends only on the support of the spectral…

The purpose of this note is to introduce a new family of quasi-symmetric functions called LLT cumulants and discuss its properties. We define LLT cumulants using the algebraic framework for conditional cumulants and we prove that the…

We study CMV matrices by focusing on their right-limit sets. We prove a CMV version of a recent result of Remling dealing with the implications of the existence of absolutely continuous spectrum, and we study some of its consequences. We…

We study the convergence of distributions on finite paths of weighted digraphs, namely the family of Boltzmann distributions and the sequence of uniform distributions. Targeting applications to the convergence of distributions on paths, we…

Under the Kolmogorov--Smirnov metric, an upper bound on the rate of convergence to the Gaussian distribution is obtained for linear statistics of the matrix ensembles in the case of the Gaussian, Laguerre, and Jacobi weights. The main lemma…

We present some Markovian approaches to prove universality results for some functions on the symmetric group. Some of those statistics are already studied in [Kammoun, 2018, 2020] but not the general case. We prove, in particular, that the…

The eigenvalue probability density function for symplectic invariant random matrix ensembles can be generalised to discrete settings involving either a linear or exponential lattice. The corresponding correlation functions can be expressed…

Sample covariance matrix and multivariate $F$-matrix play important roles in multivariate statistical analysis. The central limit theorems {\sl (CLT)} of linear spectral statistics associated with these matrices were established in Bai and…

We derive and solve kinetic equations for leptogenesis within the Closed Time Path (CTP) formalism. It is particularly emphasised how the procedure of real intermediate state subtraction familiar from the Boltzmann approach is realised…

For H\'enon maps, Bianchi and Dinh recently proved the exponential mixing of all orders for the measure of maximal entropy and, as a consequence of the recent work of Bj\"orklund and Gorodnik, the CLT for H\"older observables. We extend…

The control of bilinear systems has attracted considerable attention in the field of systems and control for decades, owing to their prevalence in diverse applications across science and engineering disciplines. Although much work has been…

The macroscopic properties, the properties of individual components and how those components interact with each other are three important aspects of a composited structure. An understanding of the interplay between them is essential in the…

We introduce families of two-parameter multivariate polynomials indexed by pairs of partitions $v,w$ -- biaxial double $(\beta,q)$-Grothendieck polynomials -- which specialize at $q=0$ and $v=1$ to double $\beta$-Grothendieck polynomials…

From the study of the high order freeness of random matrices, it is known that the order $r$ cumulant of the trace of a polynomial of $N$-dimensional GUE/GOE is of order $N^{2-r}$ if $r$ is fixed. In this work, we extend the study along…

Consider a random vector $\mathbf{y}=\mathbf{\Sigma}^{1/2}\mathbf{x}$, where the $p$ elements of the vector $\mathbf{x}$ are i.i.d. real-valued random variables with zero mean and finite fourth moment, and $\mathbf{\Sigma}^{1/2}$ is a…

We obtain explicit expressions for positive integer moments of the probability density of eigenvalues of the Jacobi and Laguerre random matrix ensembles, in the asymptotic regime of large dimension. These densities are closely related to…

We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…

Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given…

Let G=\{G(x),x\in R^1\} be a mean zero Gaussian processes with stationary increments and set \si ^2(|x-y|)= E(G(x)-G(y))^2. Let f be a symmetric function with Ef(\eta)<\ff, where \eta=N(0,1). When \si^2(s) is concave or when \si^2(s)=s^r$,…

This paper re-examines the limit theorems of Abadie and Imbens for nearest-neighbor matching estimators of average treatment effects with a fixed number of matches. We establish, for the first time, a non-normalized central limit theorem…