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We establish a central limit theorem for the fluctuations of the linear statistics in the $\beta$-ensemble of dimension $N$ at a temperature proportional to $N$ and with confining smooth potential. In this regime, the particles do not…

Probability · Mathematics 2024-11-12 Charlie Dworaczek Guera , Ronan Memin

Let ${\cal T}$ be a rooted Galton-Watson tree with offspring distribution $\{p_k\}$ that has $p_0=0$, mean $m=\sum kp_k>1$ and exponential tails. Consider the $\lambda$-biased random walk $\{X_n\}_{n\geq 0}$ on ${\cal T}$; this is the…

Probability · Mathematics 2007-05-23 Yuval Peres , Ofer Zeitouni

We study distributions of differences of unscaled Riemann zeta zeros, $\gamma-\gamma^{'}$, at large. We show, that independently of the location of the zeros, i.e., even for zeros as high as $10^{23}$, their differences have similar…

Number Theory · Mathematics 2020-01-31 Jouni Takalo

Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…

Probability · Mathematics 2013-05-14 Ivan Nourdin , Guillaume Poly

We consider sequences of symmetric $U$-statistics, not necessarily Hoeffding-degenerate, both in a one- and multi-dimensional setting, and prove quantitative central limit theorems (CLTs) based on the use of {\it contraction operators}. Our…

Probability · Mathematics 2021-04-01 Christian Döbler , Giovanni Peccati

Consider the regular $n$-simplex $\Delta_n$ - it is formed by the convex-hull of $n+1$ points in Euclidean space, with each pair of points being in distance exactly one from each other. We prove an exact bound on the width of $\Delta_n$…

Computational Geometry · Computer Science 2023-01-09 Sariel Har-Peled , Eliot W. Robson

This paper takes the so-called probabilistic approach to the Strong Renewal Theorem (SRT) for multivariate distributions in the domain of attraction of a stable law. A version of the SRT is obtained that allows any kind of…

Probability · Mathematics 2017-03-16 Zhiyi Chi

In this paper we establish a general dynamical Central Limit Theorem (CLT) for group actions which are exponentially mixing of all orders. In particular, the main result applies to Cartan flows on finite-volume quotients of simple Lie…

Dynamical Systems · Mathematics 2017-06-29 Michael Björklund , Alexander Gorodnik

We study the distribution functions of several classical error terms in analytic number theory, focusing on the remainder term in the Dirichlet divisor problem $\Delta(x)$. We first bound the discrepancy between the distribution function of…

Number Theory · Mathematics 2024-10-07 Youness Lamzouri

Let $X_1, X_2, \dots, X_n$ be independent and uniformly distributed random variables in the unit square $[0,1]^2$ and let $L(X_1, \dots, X_n)$ be the length of the shortest traveling salesman path through these points. In 1959, Beardwood,…

Probability · Mathematics 2014-12-09 Stefan Steinerberger

We study how the order of N independent random walks in one dimension evolves with time. Our focus is statistical properties of the inversion number m, defined as the number of pairs that are out of sort with respect to the initial…

Statistical Mechanics · Physics 2010-12-17 E. Ben-Naim

We consider one-dimensional discrete-time random walks (RWs) of $n$ steps, starting from $x_0=0$, with arbitrary symmetric and continuous jump distributions $f(\eta)$, including the important case of L\'evy flights. We study the statistics…

Statistical Mechanics · Physics 2023-11-22 Benjamin De Bruyne , Satya N. Majumdar , Gregory Schehr

Let $\xi_1, \xi_2,\ldots$ be a sequence of independent and identically distributed random variables with zero mean, finite second moment and regularly varying right distribution tail. Motivated by a stop-loss insurance model, we consider a…

Probability · Mathematics 2025-06-05 Aaron Chong , Konstantin Borovkov

It is stated in many text books that the any metric appearing in general relativity should be locally Lorentzian i.e. of the type $\eta_\mn = {\rm diag} (1,-1,-1,-1)$ this is usually presented as an independent axiom of the theory, which…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Asher Yahalom

Under certain general conditions, we prove that the stable central limit theorem holds in the total variation distance and get its optimal convergence rate for all $\alpha \in (0,2)$. Our method is by two measure decompositions, one step…

Probability · Mathematics 2023-12-08 Xiang Li , Lihu Xu , Haoran Yang

Let $\Sigma=\{a_1, \ldots , a_n\}$ be a set of positive integers with $a_1 < \ldots < a_n$ such that all $2^n$ subset sums are pairwise distinct. A famous conjecture of Erd\H{o}s states that $a_n>C\cdot 2^n$ for some constant $C$, while the…

Combinatorics · Mathematics 2024-02-02 Simone Costa , Stefano Della Fiore , Andrea Ferraguti

This paper is concerned with the Stein's method associated with a (possibly) asymmetric $\alpha$-stable distribution $Z$, in dimension one. More precisely, its goal is twofold. In the first part, we exhibit a genuine bound for the…

Probability · Mathematics 2018-09-12 Peng Chen , Ivan Nourdin , Lihu Xu

Fr\'echet means of samples from a probability measure $\mu$ on any smoothly stratified metric space M with curvature bounded above are shown to satisfy a central limit theorem (CLT). The methods and results proceed by introducing and…

Probability · Mathematics 2023-11-17 Jonathan C. Mattingly , Ezra Miller , Do Tran

In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix when the population covariance matrices are not uniformly bounded, which is a nontrivial…

Statistics Theory · Mathematics 2022-05-17 Zhijun Liu , Jiang Hu , Zhidong Bai , Haiyan Song

The longest increasing subsequence of a random walk with mean zero and finite variance is known to be $n^{1/2 + o(1)}$. We show that this is not universal for symmetric random walks. In particular, the symmetric Ultra-fat tailed random walk…

Probability · Mathematics 2016-02-09 Robin Pemantle , Yuval Peres