Related papers: A Central Limit Theorem for Fluctuations in Polyan…
We investigate singular value statistics for products of independent rectangular complex Ginibre matrices. When the rectangularity parameters of the matrices converge to a common limit in the asymptotic regime, the limiting spectral density…
We analyze Ising/Curie-Weiss models on the Erd\H{o}s-R\'enyi graph with $N$ vertices and edge probability $p=p(N)$ that were introduced by Bovier and Gayrard [J.\ Statist.\ Phys., 72(3-4):643--664, 1993] and investigated in two previous…
We consider canonical determinantal random point processes with N particles on a compact Riemann surface X defined with respect to the constant curvature metric. In the higher genus (hyperbolic) cases these point processes may be defined in…
We study local asymptotics for the spectral projector associated to a Schr\"odinger operator $-\hbar^2\Delta+V$ on $\mathbb{R}^n$ in the semiclassical limit as $\hbar\to0$. We prove local uniform convergence of the rescaled integral kernel…
We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…
We consider a topologically massive Ginzburg-Landau model of superconductivity. In the context of a mean field calculation, we show that there is an increase in the critical temperature driven by the topological term. It is shown that this…
The general fluctuation theory is reviewed with special attention to the role played by different ensembles, and is extended to incorporate stationary metastable states obtained in the long time limit. The fluctuation in a quantity depends…
General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…
Fluctuations of the order parameters of the Gardner model for any $\alpha<\alpha_c$ are studied. It is proved that they converge in distribution to a family of jointly Gaussian random variables.
We study fluctuations in the number of zeros of random analytic functions given by a Taylor series whose coefficients are independent complex Gaussians. When the functions are entire, we find sharp bounds for the asymptotic growth rate of…
We calculate the self-energy of fermions in Landau level n, in a finite field. Two cases are considered, in which fermions couple either to gauge fluctuations (as in the composite fermion gauge theory) or to phonons, as an example of a…
Regarding the conjugacy representation on symmetric groups, we initiate a normalized measure emerging from this representation, namely the conjugacy measure. A central limit theorem for character ratios of random representations of the…
This paper establishes a combinatorial central limit theorem for stratified randomization, which holds under a Lindeberg-type condition. The theorem allows for an arbitrary number or sizes of strata, with the sole requirement being that…
We calculate thermal fluctuation properties: volume-averaged order parameter, Helmholtz free and internal energies, and their variances of a supersaturated disordered phase in the Gibbs canonical ensemble for an asymmetric (third-order…
We study the global fluctuations for linear statistics of the form $\sum_{i=1}^n f(\lambda_i)$ as $n \rightarrow \infty$, for $C^1$ functions $f$, and $\lambda_1, ..., \lambda_n$ being the eigenvalues of a (general) $\beta$-Jacobi ensemble,…
The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…
We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…
In this paper, we survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the Four Moment Theorem and its refinements and applications,…
We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles of random matrices with one interval limiting spectrum. We consider ensembles with real analytic potentials and test functions with two…
This paper establishes central limit theorems for Polyak-Ruppert averaged Q-learning under asynchronous updates. We prove a non-asymptotic central limit theorem, where the convergence rate in Wasserstein distance explicitly reflects the…