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We prove a central limit theorem for the normalized overlap between two replicas in the spherical SK model in the high temperature phase. The convergence holds almost surely with respect to the disorder variables, and the inverse…

Probability · Mathematics 2019-10-23 Vu Lan Nguyen , Philippe Sosoe

In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…

Probability · Mathematics 2017-08-29 Magda Peligrad , Na Zhang

We study the asymptotic distribution of critical values of random holomorphic `polynomials' s_n on a Kaehler manifold M as the degree n tends to infinity. By `polynomial' of degree n we mean a holomorphic section of the nth power of a…

Probability · Mathematics 2014-10-14 Renjie Feng , Steve Zelditch

We provide a complete description of the critical threshold phenomena for the two-dimensional localized Euler-Poisson equations, introduced by the authors in [Liu & Tadmor, Comm. Math Phys., To appear]. Here, the questions of global…

Analysis of PDEs · Mathematics 2007-05-23 Hailiang Liu , Eitan Tadmor

We study the relationship between chaotic behavior and the Central Limit Theorem (CLT) in the Kuramoto model. We calculate sums of angles at equidistant times along deterministic trajectories of single oscillators and we show that, when…

Statistical Mechanics · Physics 2015-05-13 Giovanna Miritello , Alessandro Pluchino , Andrea Rapisarda

The hierarchical Pitman-Yor process is a discrete random measure used as a prior in Bayesian nonparametrics. It is motivated by the study of groups of clustered data exhibiting power law behavior. Our focus in this paper is on the Gaussian…

Probability · Mathematics 2026-05-13 Shui Feng , J. E. Paguyo

Nualart & Pecatti ([Nualart and Peccati, 2005, Thm 1]) established the first fourth-moment theorem for random variables in a fixed Wiener chaos, i.e. they showed that convergence of the sequence of fourth moments to the fourth moment of the…

Probability · Mathematics 2025-09-03 Andreas Basse-O'Connor , David Kramer-Bang , Clement Svendsen

Consider a sequence of independent random isometries of Euclidean space with a previously fixed probability law. Apply these isometries successively to the origin and consider the sequence of random points that we obtain this way. We prove…

Dynamical Systems · Mathematics 2015-08-17 Péter Pál Varjú

We prove a Functional Central Limit Theorem for the position of a Tagged Particle in the one-dimensional Asymmetric Simple Exclusion Process in the hyperbolic scaling, starting from a Bernoulli product measure conditioned to have a particle…

Probability · Mathematics 2007-05-23 Patricia Goncalves

In this work, we study the normal approximation and almost sure central limit theorems for some functionals of an independent sequence of Rademacher random variables. In particular, we provide a new chain rule that improves the one derived…

Probability · Mathematics 2018-10-16 Guangqu Zheng

The model of self-organizing Eulerian walkers is numerically investigated on the square lattice. The critical exponents for the distribution of a number of steps ($\tau_l$) and visited sites ($\tau_s$) characterizing the process of…

Condensed Matter · Physics 2009-10-28 R. R. Shcherbakov , Vl. V. Papoyan , A. M. Povolotsky

We consider the stochastic behavior of a class of local $U$-statistics of Poisson processes$-$which include subgraph and simplex counts as special cases, and amounts to quantifying clustering behavior$-$for point clouds lying in diverging…

Probability · Mathematics 2022-07-25 Andrew M. Thomas

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…

Statistics Theory · Mathematics 2013-12-24 Avanti Athreya , Vince Lyzinski , David J. Marchette , Carey E. Priebe , Daniel L. Sussman , Minh Tang

The paper is devoted to the investigation of Esscher's transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal…

Probability · Mathematics 2024-07-31 Sergey Bobkov , Friedrich Götze

Part I of this series (arXiv:2602.09029) develops a sharp Gaussian (LAN/GDP) limit theory for neighboring shuffle experiments when the local randomizer is fixed and has full support bounded away from zero. The present paper characterizes…

Statistics Theory · Mathematics 2026-03-12 Alex Shvets

We define the quantile set of order $\alpha \in \left[ 1/2,1\right) $ associated to a law $P$ on $\mathbb{R}^{d}$ to be the collection of its directional quantiles seen from an observer $O\in \mathbb{R}^{d}$. Under minimal assumptions these…

Statistics Theory · Mathematics 2016-12-06 Adil Ahidar-Coutrix , Philippe Berthet

Since the seminal work of Keating and Snaith, the characteristic polynomial of a random Haar-distributed unitary matrix has seen several of its functional studied or turned into a conjecture; for instance: $ \bullet $ its value in $1$…

Probability · Mathematics 2020-11-05 Yacine Barhoumi-Andréani

We study the asymptotic behavior of the spectrum of a quantum system which is a perturbation of a spherically symmetric anharmonic oscillator in dimension 2. We prove that a large part of its eigenvalues can be obtained by Bohr-Sommerfeld…

Mathematical Physics · Physics 2022-01-26 D. Bambusi , B. Langella , M. Rouveyrol

We consider random Schr\"odinger operators with Dirichlet boundary conditions outside lattice approximations of a smooth Euclidean domain and study the behavior of its lowest-lying eigenvalues in the limit when the lattice spacing tends to…

Probability · Mathematics 2018-07-04 Marek Biskup , Ryoki Fukushima , Wolfgang Koenig

We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reductive group) satisfies a central limit theorem under an order…

Probability · Mathematics 2020-06-17 Richard Aoun
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