English
Related papers

Related papers: A Smeary Central Limit Theorem for Manifolds with …

200 papers

In this paper we consider a superprocess being a measure-valued diffusion corresponding to the equation $u_{t}=Lu+\alpha u-\beta u^{2}$, where $L$ is the infinitesimal operator of the \emph{Ornstein-Uhlenbeck process} and…

Probability · Mathematics 2012-04-02 Piotr Miłoś

We investigate the support of smeary, directionally smeary, and finite sample smeary probability measures $\mu$ with density $\rho$ on spheres $\mathbb{S}^m$. First, in the rotationally symmetric case, we show that a distribution is not…

Statistics Theory · Mathematics 2026-03-24 Susovan Pal

We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fr\'echet mean. The diffusion mean arises as the generalization of Gaussian maximum…

Statistics Theory · Mathematics 2022-12-06 Benjamin Eltzner , Pernille Hansen , Stephan F. Huckemann , Stefan Sommer

In this paper, we establish the Central Limit Theorem (CLT) for linear spectral statistics (LSSs) of large-dimensional generalized spiked sample covariance matrices, where the spiked eigenvalues may be either bounded or diverge to infinity.…

Statistics Theory · Mathematics 2025-10-07 Zhijun Liu , Jiang Hu , Zhidong Bai , Zhihui Lv

We consider sequences of random variables of the type $S_n= n^{-1/2} \sum_{k=1}^n \{f(X_k)-\E[f(X_k)]\}$, $n\geq 1$, where $X=(X_k)_{k\in \Z}$ is a $d$-dimensional Gaussian process and $f: \R^d \rightarrow \R$ is a measurable function. It…

Probability · Mathematics 2010-06-08 Ivan Nourdin , Giovanni Peccati , Mark Podolskij

We obtain concentration estimates for the fluctuations of Coulomb gases in any dimension and in a broad temperature regime, including very small and very large temperature regimes which may depend on the number of points. We obtain a full…

Mathematical Physics · Physics 2022-12-29 Sylvia Serfaty

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…

Mathematical Physics · Physics 2011-08-18 Robert J. Berman

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 local number variance associated with a spherical sampling window of radius $R$ enables a classification of many-particle systems in $d$-dimensional Euclidean space according to the degree to which large-scale density fluctuations are…

Statistical Mechanics · Physics 2021-05-12 Salvatore Torquato , Jaeuk Kim , Michael A. Klatt

In the present paper, as a continuation of our preceding paper [10], we study another kind of central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a viewpoint of discrete geometric analysis…

Probability · Mathematics 2021-08-17 Satoshi Ishiwata , Hiroshi Kawabi , Ryuya Namba

Let us consider i.i.d. random variables $\{a_k,b_k\}_{k \geq 1}$ defined on a common probability space $(\Omega, \mathcal F, \mathbb P)$, following a symmetric Rademacher distribution and the associated random trigonometric polynomials…

Probability · Mathematics 2021-11-25 Jürgen Angst , Guillaume Poly

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

Probability · Mathematics 2017-08-03 Julian Grote , Zakhar Kabluchko , Christoph Thäle

We give a closer look at the Central Limit Theorem (CLT) behavior in quasi-stationary states of the Hamiltonian Mean Field model, a paradigmatic one for long-range-interacting classical many-body systems. We present new calculations which…

Statistical Mechanics · Physics 2008-03-17 A. Pluchino , A. Rapisarda , C. Tsallis

In this paper, we use the dimensional reduction technique to study the central limit theory (CLT) random quadratic forms based on sample means and sample covariance matrices. Specifically, we use a matrix denoted by $U_{p\times q}$, to map…

Statistics Theory · Mathematics 2022-10-21 Wenzhi Yang , Yiming Liu , Guangming Pan , Wang Zhou

This paper investigates the rate of convergence for the central limit theorem of linear spectral statistic (LSS) associated with large-dimensional sample covariance matrices. We consider matrices of the form ${\mathbf…

Probability · Mathematics 2025-06-05 Jian Cui , Jiang Hu , Zhidong Bai , Guorong Hu

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

We establish asymptotically Gaussian fluctuations for functionals of a large class of spin models and strongly correlated random point fields, achieving near-optimal rates. For spin models, we demonstrate Gaussian asymptotics for the…

Probability · Mathematics 2025-09-16 Tien-Cuong Dinh , Subhroshekhar Ghosh , Hoang-Son Tran , Manh-Hung Tran

We prove a local central limit theorem for fluctuations of linear statistics of smooth enough test functions under the canonical Gibbs measure of two-dimensional Coulomb gases at any positive temperature. The proof relies on the existing…

Probability · Mathematics 2021-06-24 Thomas Leblé , Ofer Zeitouni

Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…

Probability · Mathematics 2025-01-07 Jonathan C. Mattingly , Ezra Miller , Do Tran

The theory of glassy fluctuations can be formulated in terms of disordered effective potentials. While the properties of the average potentials are well understood, the study of the fluctuations has been so far quite limited. Close to the…

Disordered Systems and Neural Networks · Physics 2020-06-17 Silvio Franz , Jacopo Rocchi
‹ Prev 1 3 4 5 6 7 10 Next ›