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We study a random partial covering model on the $(d-1)$-dimensional unit sphere, where $N$ spherical caps are placed independently and uniformly at random, each covering a surface fraction of $1/N$. This model provides a continuous…

Probability · Mathematics 2026-04-10 Steven Hoehner , Christoph Thäle

The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…

Probability · Mathematics 2026-03-25 Ashif Khan , Chetan D. Pahlajani

In this paper, we study a class of multiscale McKean-Vlasov stochastic systems where the entire system depends on the distribution of the fast component. First of all, by the Poisson equation method we prove that the slow component…

Probability · Mathematics 2025-09-30 Jie Xiang , Huijie Qiao

Stochastic Event Timing is a fundamental issue in developing both analytic and simulation models for stochastic systems. Generalized Erlang distributions are quite useful for generating those random events in a quite general way by…

Systems and Control · Electrical Eng. & Systems 2019-12-02 Carlos-Andrey Maia

In this paper, a connection between bi-free probability and the asymptotics of random quantum channels and tensor products of random matrices is established. Using bi-free matrix models, it is demonstrated that the spectral distribution of…

Operator Algebras · Mathematics 2024-05-30 Paul Skoufranis

We introduce a novel random walk model that emerges in the event-chain Monte Carlo (ECMC) of spin systems. In the ECMC, the lifting variable specifying the spin to be updated changes its value to one of its interacting neighbor spins. This…

Statistical Mechanics · Physics 2018-01-19 Kenji Kimura , Saburo Higuchi

We study the fluctuations of smooth linear statistics of Laplace eigenvalues of compact hyperbolic surfaces lying in short energy windows, when averaged over the moduli space of surfaces of a given genus. The average is taken with respect…

Spectral Theory · Mathematics 2023-01-03 Zeév Rudnick , Igor Wigman

Multivariate Bessel processes are classified via associated root systems and positive multiplicity constants. They describe the dynamics of interacting particle systems of Calogero-Moser-Sutherland type. Recently, Andraus, Katori, and…

Probability · Mathematics 2020-09-30 Michael Voit

Transitions to chaos in archetypal low-dimensional nonlinear maps offer real and precise model systems in which to assess proposed generalizations of statistical mechanics. The known association of chaotic dynamics with the structure of…

Chaotic Dynamics · Physics 2014-09-29 Alberto Robledo

Probabilistic timed automata are classical timed automata extended with discrete probability distributions over edges. We introduce clock-dependent probabilistic timed automata, a variant of probabilistic timed automata in which transition…

Logic in Computer Science · Computer Science 2017-07-17 Jeremy Sproston

We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the…

Probability · Mathematics 2012-01-04 Bernard Bercu , Pierre Del Moral , Arnaud Doucet

We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…

Probability · Mathematics 2015-06-12 Florent Benaych-Georges , Alice Guionnet , Camille Male

We generalise the Erdos-Renyi limit theorem on the maximum of the partial sums of random variables to the case when the number of terms in these sums is randomly distributed. Certain relations between the limiting theorems of this type and…

Probability · Mathematics 2007-05-23 A. Khorunzhy

We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…

Probability · Mathematics 2025-01-31 Bertrand Cloez , Nicolás Zalduendo

We analyze maximum entropy random graph ensembles with constrained degrees, drawn from arbitrary degree distributions, and a tuneable number of 3-loops (triangles). We find that such ensembles generally exhibit two transitions, a clustering…

Disordered Systems and Neural Networks · Physics 2020-08-26 Fabian Aguirre Lopez , Anthony CC Coolen

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.

Disordered Systems and Neural Networks · Physics 2007-05-23 M. Shcherbina , B. Tirozzi

Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…

Probability · Mathematics 2023-08-08 S. G. Bobkov , G. P. Chistyakov , F. Götze

In this paper we are concerned with the study of additive ergodic averages in multiplicative systems and the investigation of the "pretentious" dynamical behaviour of these systems. We prove a mean ergodic theorem (Theorem A) that…

Dynamical Systems · Mathematics 2024-10-01 Dimitrios Charamaras

We investigate the convergence in distribution of sequential empirical processes of dependent data indexed by a class of functions F. Our technique is suitable for processes that satisfy a multiple mixing condition on a space of functions…

Probability · Mathematics 2014-09-26 Herold Dehling , Olivier Durieu , Marco Tusche

Quantum state complexity metrics, such as anticoncentration and nonstabilizerness, or ``magic'', offer key insights into many-body physics, information scrambling, and quantum computing. Anticoncentration and equilibration of magic…

Quantum Physics · Physics 2025-09-22 Emanuele Tirrito , Xhek Turkeshi , Piotr Sierant
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