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We consider eigenvalues of generalized Wishart processes as well as particle systems, of which the empirical measures converge to deterministic measures as the dimension goes to infinity. In this paper, we obtain central limit theorems to…

Probability · Mathematics 2019-08-12 Jian Song , Jianfeng Yao , Wangjun Yuan

Using Gutzwiller's semiclassical periodic-orbit theory we demonstrate universal behaviour of the two-point correlator of the density of levels for quantum systems whose classical limit is fully chaotic. We go beyond previous work in…

Chaotic Dynamics · Physics 2009-10-13 Sebastian Müller , Stefan Heusler , Alexander Altland , Petr Braun , Fritz Haake

We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…

Probability · Mathematics 2017-06-09 Soukaina Douissi , Khalifa Es-Sebaiy , Frederi G. Viens

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

Probability · Mathematics 2026-04-24 Simmaco Di Lillo , Leonardo Maini , Domenico Marinucci

We revisit the central limit theorem for integrated periodograms, equivalently for Toeplitz quadratic forms of stationary Gaussian sequences. Under a regular-variation assumption allowing long-memory singularities and slowly varying…

Probability · Mathematics 2026-04-07 Samir Ben Hariz , Duc-Quang Bui , Youssef Esstafa

We consider Gaussian Laplace eigenfunctions on the two-dimensional flat torus (arithmetic random waves), and provide explicit Berry-Esseen bounds in the 1-Wasserstein distance for the normal and non-normal high-energy approximation of the…

Probability · Mathematics 2017-02-14 Giovanni Peccati , Maurizia Rossi

We prove a Central Limit Theorem for the empirical optimal transport cost, $\sqrt{\frac{nm}{n+m}}\{\mathcal{T}_c(P_n,Q_m)-\mathcal{T}_c(P,Q)\}$, in the semi discrete case, i.e when the distribution $P$ is supported in $N$ points, but…

Probability · Mathematics 2022-02-15 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

For a smooth stationary Gaussian field on $\mathbb{R}^d$ and level $\ell \in \mathbb{R}$, we consider the number of connected components of the excursion set $\{f \ge \ell\}$ (or level set $\{f = \ell\}$) contained in large domains. The…

Probability · Mathematics 2025-10-08 Dmitry Beliaev , Michael McAuley , Stephen Muirhead

We address the problem of proving a Central Limit Theorem for the empirical optimal transport cost, $\sqrt{n}\{\mathcal{T}_c(P_n,Q)-\mathcal{W}_c(P,Q)\}$, in the semi discrete case, i.e when the distribution $P$ is finitely supported. We…

Probability · Mathematics 2021-05-26 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

We present a simple criterion, only based on second moment assumptions, for the convergence of polynomial or Wiener chaos to a Gaussian limit. We exploit this criterion to obtain new Gaussian asymptotics for the partition functions of…

Probability · Mathematics 2022-10-07 Francesco Caravenna , Francesca Cottini

Euler integrals of deterministic functions have recently been shown to have a wide variety of possible applications, including in signal processing, data aggregation and network sensing. Adding random noise to these scenarios, as is natural…

Probability · Mathematics 2015-06-30 Gregory Naitzat , Robert J. Adler

This study presents functional limit theorems for the Euler characteristic of Vietoris-Rips complexes. The points are drawn from a non-homogeneous Poisson process on $\mathbb{R}^d$, and the connectivity radius governing the formation of…

Probability · Mathematics 2020-04-08 Andrew M. Thomas , Takashi Owada

The study of the Ornstein--Zernike decay of subcritical two-point functions in equilibrium statistical mechanics has a history going back over a century. Despite this, the crossover from Ornstein--Zernike decay to critical power-law decay…

Probability · Mathematics 2026-05-18 Yucheng Liu , Gordon Slade

We study independent and identically distributed random iterations of continuous maps defined on a connected closed subset $S$ of the Euclidean space $\mathbb{R}^{k}$. We assume the maps are monotone (with respect to a suitable partial…

Dynamical Systems · Mathematics 2020-05-28 Edgar Matias , Eduardo Silva

We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…

Probability · Mathematics 2013-07-24 Evgeny Spodarev

Finite-dimensional state-space representations of unsteady aerodynamics implicitly assume a system with fading memory. However, the impulse response of the two-dimensional inviscid (Euler) equations is characterized by an asymptotic…

Fluid Dynamics · Physics 2026-04-21 Sarasija Sudharsan

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

Probability · Mathematics 2010-02-08 Ivan Nourdin , Giovanni Peccati

We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to…

Probability · Mathematics 2019-10-30 Philippe Carmona , Nicolas Pétrélis

Our interest in this paper is to explore limit theorems for various geometric functionals of excursion sets of isotropic Gaussian random fields. In the past, limit theorems have been proven for various geometric functionals of excursion…

Probability · Mathematics 2017-04-04 Marie Kratz , Sreekar Vadlamani

The paper is concerned with the principal eigenvalue of some linear elliptic operators with drift in two dimensional space. We provide a refined description of the asymptotic behavior for the principal eigenvalue as the drift rate…

Analysis of PDEs · Mathematics 2024-05-17 Shuang Liu , Yuan Lou , Maolin Zhou