Related papers: Quantitative CLTs for symmetric $U$-statistics usi…

We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…

In this article, we fill a gap in the literature regarding quantitative functional central limit theorems (qfCLT) for Hawkes processes by providing an upper bound for the convergence of a nearly unstable Hawkes process toward a…

Using Bernstein polynomial approximations, we prove the central limit theorem for linear spectral statistics of sample covariance matrices, indexed by a set of functions with continuous fourth order derivatives on an open interval including…

We study functional central limit theorems for persistent Betti numbers obtained from networks defined on a Poisson point process. The limit is formed in large volumes of cylindrical shape stretching only in one dimension. The results cover…

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…

Previous results indicate that while chaos can lead to substantial entropy production, thereby maximizing dynamical entanglement, this still falls short of maximality. Random Matrix Theory (RMT) modeling of composite quantum systems,…

This paper is motivated by the problem of quantitatively bounding the convergence of adaptive control methods for stochastic systems to a stationary distribution. Such bounds are useful for analyzing statistics of trajectories and…

Let $\mathbf{X}_n=(x_{ij})$ be a $k \times n$ data matrix with complex-valued, independent and standardized entries satisfying a Lindeberg-type moment condition. We consider simultaneously $R$ sample covariance matrices…

We consider families of random products of close-by Anosov diffeomorphisms, and show that statistical stability and linear response hold for the associated families of equivariant and stationary measures. Our analysis rely on the study of…

We study the distribution of a general class of asymptoticallylinear statistics which are symmetric functions of $N$ independent observations. The distribution functions of these statistics are approximated by an Edgeworth expansion with a…

Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given…

We investigate the probability density of rescaled sums of iterates of deterministic dynamical systems, a problem relevant for many complex physical systems consisting of dependent random variables. A Central Limit Theorem (CLT) is only…

We consider two $n\times n$ non-Hermitian random matrices such that the $ij$th entry of one matrix is correlated with the $ij$th entry of the other matrix. However, the entries of any particular matrix are i.i.d. random variables. We study…

We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…

This survey will appear as a chapter of the forthcoming book [19]. A U-statistic of order $k$ with kernel $f:\X^k \to \R^d$ over a Poisson process is defined in \cite{ReiSch11} as$$ \sum\_{x\_1, \dots , x\_k \in \eta^k\_{\neq}} f(x\_1,…

We consider $U$-statistics on row-column exchangeable matrices, arrays invariant to separate permutations of rows and columns and common in bipartite data. Under the standard dissociation assumption, we develop a graph-indexed analogue of…

Concentration inequalities for the sample mean, like those due to Bernstein, Hoeffding, and Bentkus, are valid for any sample size but overly conservative, yielding confidence intervals that are unnecessarily wide. The central limit theorem…

This paper derives noncentral limit theorems (NCLTs) for suitable scaling of functionals of spatially homogeneous and isotropic, and stationary in time, LRD Gaussian subordinated Spatiotemporal Random Fields (STRFs) with Hermite rank equal…

We consider the hyperuniform model of d-dimensional integer lattice perturbed by independent random variables and we investigate the large scale asymptotic fluctuations of smoothed versions of the usual counting statistics, specifically of…

We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…