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There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…

Probability · Mathematics 2020-10-15 Daniel Remenik

We consider the number of crossings in a random embedding of a graph, $G$, with vertices in convex position. We give explicit formulas for the mean and variance of the number of crossings as a function of various subgraph counts of $G$.…

Probability · Mathematics 2024-10-14 Santiago Arenas-Velilla , Octavio Arizmendi , J. E. Paguyo

This paper concerns the asymptotic behavior of a random variable $W_\lambda$ resulting from the summation of the functionals of a Gibbsian spatial point process over windows $Q_\lambda \uparrow R^d$. We establish conditions ensuring that…

Probability · Mathematics 2014-09-24 Aihua Xia , J. E. Yukich

We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…

Combinatorics · Mathematics 2023-06-22 Lisa Hofer

We obtain a general bound for the Wasserstein-2 distance in normal approximation for sums of locally dependent random variables. The proof is based on an asymptotic expansion for expectations of second-order differentiable functions of the…

Probability · Mathematics 2019-01-23 Xiao Fang

We prove normal approximation bounds for statistics of randomly weighted (simplicial) complexes. In particular, we consider the complete $d$-dimensional complex on $n$ vertices with $d$-simplices equipped with i.i.d. weights. Our normal…

Probability · Mathematics 2024-07-18 Shu Kanazawa , Khanh Duy Trinh , D. Yogeshwaran

Wasserstein barycenters and variance-like criteria based on the Wasserstein distance are used in many problems to analyze the homogeneity of collections of distributions and structural relationships between the observations. We propose the…

Statistics Theory · Mathematics 2018-10-31 Eustasio Del Barrio , Paula Gordaliza , Hélène Lescornel , Jean-Michel Loubes

In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in exponential family models with arbitrary centring and scaling.…

Statistics Theory · Mathematics 2025-01-14 Adrian Fischer , Robert E. Gaunt , Gesine Reinert , Yvik Swan

In this article we consider the graph alignment problem from the perspective of high-dimensional statistics: we aim to estimate an unknown permutation $\pi^*$ from the observation of two correlated random adjacency matrices $A_1$, $A_2$. We…

Probability · Mathematics 2025-10-30 Laurent Massoulié

We provide a general bound on the Wasserstein distance between two arbitrary distributions of sequences of Bernoulli random variables. The bound is in terms of a mixing quantity for the Glauber dynamics of one of the sequences, and a simple…

Probability · Mathematics 2018-10-12 Gesine Reinert , Nathan Ross

Stochastic gradient algorithms are more and more studied since they can deal efficiently and online with large samples in high dimensional spaces. In this paper, we first establish a Central Limit Theorem for these estimates as well as for…

Statistics Theory · Mathematics 2017-10-17 Antoine Godichon-Baggioni

In this paper, we present a detailed convergence analysis of a recently developed approximate Newton-type fully distributed optimization method for smooth, strongly convex local loss functions, called Network-GIANT, which has been…

Optimization and Control · Mathematics 2026-02-17 Souvik Das , Luca Schenato , Subhrakanti Dey

We address the issue of the Central Limit Theorem for (both local and global) empirical measures of diffusions interacting on a possibly diluted Erd\H{o}s-R\'enyi graph. Special attention is given to the influence of initial condition (not…

Probability · Mathematics 2022-08-11 Fabio Coppini , Eric Luçon , Christophe Poquet

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

Mathematical Physics · Physics 2022-12-07 Benjamin Landon , Patrick Lopatto , Philippe Sosoe

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

The paper deals with a random connection model, a random graph whose vertices are given by a homogeneous Poisson point process on $\mathbb{R}^d$, and edges are independently drawn with probability depending on the locations of the two end…

Probability · Mathematics 2021-02-18 Van Hao Can , Khanh Duy Trinh

We present a framework for obtaining explicit bounds on the rate of convergence to equilibrium of a Markov chain on a general state space, with respect to both total variation and Wasserstein distances. For Wasserstein bounds, our main tool…

Statistics Theory · Mathematics 2011-02-28 Neal Madras , Deniz Sezer

We study the evolution of the susceptibility in the subcritical random graph $G(n,p)$ as $n$ tends to infinity. We obtain precise asymptotics of its expectation and variance, and show it obeys a law of large numbers. We also prove that the…

Probability · Mathematics 2009-11-13 Svante Janson , Malwina J. Luczak

Despite the remarkable empirical success of score-based diffusion models, their statistical guarantees remain underdeveloped. Existing analyses often provide pessimistic convergence rates that do not reflect the intrinsic low-dimensional…

Machine Learning · Statistics 2026-04-24 Saptarshi Chakraborty , Quentin Berthet , Peter L. Bartlett

We prove an almost sure central limit theorem on the Poisson space, which is perfectly tailored for stabilizing functionals emerging in stochastic geometry. As a consequence, we provide almost sure central limit theorems for $(i)$ the total…

Probability · Mathematics 2019-12-16 Giovanni-Luca Torrisi , Emilio Leonardi