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Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…

Probability · Mathematics 2026-02-20 Christian Hirsch , Kyeongsik Nam , Moritz Otto

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

Consider a random vector $\mathbf{y}=\mathbf{\Sigma}^{1/2}\mathbf{x}$, where the $p$ elements of the vector $\mathbf{x}$ are i.i.d. real-valued random variables with zero mean and finite fourth moment, and $\mathbf{\Sigma}^{1/2}$ is a…

Statistics Theory · Mathematics 2023-02-27 Nestor Parolya , Johannes Heiny , Dorota Kurowicka

Mean-field models of glasses that present a random first order transition exhibit highly non-trivial fluctuations. Building on previous studies that focused on the critical scaling regime, we here obtain a fully quantitative framework for…

Disordered Systems and Neural Networks · Physics 2022-08-09 Giampaolo Folena , Giulio Biroli , Patrick Charbonneau , Yi Hu , Francesco Zamponi

It is expected that the statistical fluctuations of local observables in large quantum systems obey the central limit theorem, and approximate a normal distribution as their size grows. Here, we prove a version of the Berry-Esseen theorem…

For Standard Model processes in which on-shell intermediate hadronic states contribute - including inclusive semileptonic decays and long-distance effects in rare exclusive decays such as $D\to \pi \ell\ell$ and $B\to K^{(\ast)}\ell\ell$ -…

High Energy Physics - Lattice · Physics 2026-03-17 Andreas Jüttner

We derive a Central Limit Theorem (CLT) for $\log \left\vert\det \left( W_{N}-E_{N}\right)\right\vert,$ where $W_{N}$ is a Wigner matrix, and $E_{N}$ is local to the edge of the semi-circle law. Precisely, $E_N=2+N^{-2/3}\sigma_N$ with…

Probability · Mathematics 2022-07-11 Iain M. Johnstone , Yegor Klochkov , Alexei Onatski , Damian Pavlyshyn

The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…

Probability · Mathematics 2026-05-18 Pietro Maria Sparago

In the present paper, we study central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a point of view of discrete geometric analysis developed by Kotani and Sunada. We establish a semigroup CLT for a…

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

We deduce sufficient conditions for the Central Limit Theorem (CLT) in the Lebesgue-Riesz space L(p) defined on some measure space for the sequence of centered random variables satisfying the strong mixing (Rosenblatt) condition. We…

Probability · Mathematics 2019-12-05 M. R. Formica , E. Ostrovsky , L. Sirota

Spatial-sign covariance matrix (SSCM) is an important substitute of sample covariance matrix (SCM) in robust statistics. This paper investigates the SSCM on its asymptotic spectral behaviors under high-dimensional elliptical populations,…

Statistics Theory · Mathematics 2017-05-19 Weiming Li , Wang Zhou

The asymptotic behaviour of a generalised P\'olya--Eggenberger urn is well--known to depend on the spectrum of its replacement matrix: If its dominant eigenvalue $r$ is simple and no other eigenvalue is `large' in the sense that its real…

Probability · Mathematics 2019-03-13 Noela Müller

We prove the Central Limit Theorem (CLT), the first order Edgeworth Expansion and a Mixing Local Central Limit Theorem (MLCLT) for Birkhoff sums of a class of unbounded heavily oscillating observables over a family of full-branch piecewise…

Dynamical Systems · Mathematics 2025-12-08 Kasun Fernando , Tanja I. Schindler

In this paper we present randomization methods to enhance the accuracy of the central limit theorem (CLT) based inferences about the population mean $\mu$. We introduce a broad class of randomized versions of the Student $t$-statistic, the…

Methodology · Statistics 2016-05-20 Masoud M Nasari

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

Statistics Theory · Mathematics 2023-10-23 Adam B Kashlak

We discuss the problem of ultrametricity in mean field spin glasses by means of a hierarchical clustering algorithm. We complement the clustering approach with quantitative testing: we discuss both in some detail. We show that the…

Statistical Mechanics · Physics 2009-11-10 Stefano Ciliberti , Enzo Marinari

We derive a central limit theorem for the mean-square of random waves in the high-frequency limit over shrinking sets. Our proof applies to any compact Riemannian manifold of arbitrary dimension, thanks to the universality of the local Weyl…

Probability · Mathematics 2019-03-18 Matthew de Courcy-Ireland , Marius Lemm

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

Recent work in dynamic causal inference introduced a class of discrete-time stochastic processes that generalize martingale difference sequences and arrays as follows: the random variates in each sequence have expectation zero given certain…

Statistics Theory · Mathematics 2025-12-05 Walter Dempsey , Easton Huch

Let $\{X_k\}_{k \in \mathbb{Z}}$ be a stationary Gaussian process with values in a separable Hilbert space $\mathcal{H}_1$, and let $G:\mathcal{H}_1 \to \mathcal{H}_2$ be an operator acting on $X_k$. Under suitable conditions on the…

Probability · Mathematics 2024-05-21 Marie-Christine Düker , Pavlos Zoubouloglou