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We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…

Mathematical Physics · Physics 2011-01-18 Mariya Shcherbina

We establish a central limit theorem for partial sums of stationary linear random fields with dependent innovations, and an invariance principle for anisotropic fractional Brownian sheets. Our result is a generalization of the invariance…

Probability · Mathematics 2013-02-14 Yizao Wang

We prove a weak iterated invariance principle for a large class of non-uniformly expanding random dynamical systems. In addition, we give a quenched homogenization result for fast-slow systems in the case when the fast component corresponds…

Dynamical Systems · Mathematics 2025-02-11 Davor Dragicevic , Yeor Hafouta

Analogies between the noncommutative harmonic oscillator and noncommutative fields are analyzed. Following this analogy we construct examples of quantum fields theories with explicit CPT and Lorentz symmetry breaking. Some applications to…

High Energy Physics - Theory · Physics 2008-11-26 Paola Arias , Ashok Das , Jorge Gamboa , Justo Lopez-Sarrion , Fernando Mendez

The chiral limit of finite-volume QCD is the $\epsilon$-regime of the theory. We discuss how this regime can be used for determining low-energy observables of QCD by means of comparisons between lattice simulations and quenched and…

High Energy Physics - Lattice · Physics 2016-09-01 P. H. Damgaard

We study the real-time dynamics of the order parameter $<\sigma(t)>$ in the Ising field theory after a quench in the fermion mass, which corresponds to a quench in the transverse field of the corresponding transverse field Ising chain. We…

Strongly Correlated Electrons · Physics 2013-01-14 Dirk Schuricht , Fabian H. L. Essler

We consider sequences of symmetric $U$-statistics, not necessarily Hoeffding-degenerate, both in a one- and multi-dimensional setting, and prove quantitative central limit theorems (CLTs) based on the use of {\it contraction operators}. Our…

Probability · Mathematics 2021-04-01 Christian Döbler , Giovanni Peccati

We study the quantum quench in two coupled Tomonaga-Luttinger Liquids (TLLs), from the off-critical to the critical regime, relying on the conformal field theory approach and the known solutions for single TLLs. We consider a squeezed form…

Statistical Mechanics · Physics 2021-09-15 Paola Ruggiero , Pasquale Calabrese , Laura Foini , Thierry Giamarchi

We study the problem of a quantum quench in which the initial state is the ground state of an inhomogeneous hamiltonian, in two different models, conformal field theory and ordinary free field theory, which are known to exhibit…

Statistical Mechanics · Physics 2018-08-28 Spyros Sotiriadis , John Cardy

Statistical mechanics describes interaction between particles of a physical system. Particle properties of the system can be modelled with a random field on a lattice and studied at different distance scales using renormalization group…

Probability · Mathematics 2015-04-29 Farida Kachapova , Ilias Kachapov

We consider discrete non-divergence form difference operators in a random environment and the corresponding process--the random walk in a balanced random environment in $\mathbb{Z}^d$ with a finite range of dependence. We first quantify the…

Probability · Mathematics 2022-09-30 Xiaoqin Guo , Jonathon Peterson , Hung V. Tran

We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…

Statistics Theory · Mathematics 2015-07-28 Randolf Altmeyer , Markus Bibinger

We prove a Central Limit Theorem (CLT) in the non-commutative setting of random matrix products where the underlying process is driven by a subshift of finite type (SFT) with Markov measure. We use the martingale method introduced by Y.…

Probability · Mathematics 2021-06-30 Alex Furman , Robert Thijs Kozma

We study a quantum quench of an integrable quantum field theory in the planar infinite-$N$ limit. Unlike isovector-valued $O(N)$ models, matrix-valued field theories in the infinite-$N$ limit are not solvable by the Hartre-Fock…

Statistical Mechanics · Physics 2016-09-21 Axel Cortés Cubero

We prove the quenched version of the central limit theorem for the displacement of a random walk in doubly stochastic random environment, under the $H_{-1}$-condition, with slightly stronger, $L^{2+\varepsilon}$ (rather than $L^2$)…

Probability · Mathematics 2017-10-03 Bálint Tóth

We obtain an elementary invariance principle for multi-dimensional Brownian sheet where the underlying random fields are not necessarily independent or stationary. Possible applications include unit-root tests for spatial as well as panel…

Probability · Mathematics 2019-10-08 Michael C. Tseng

We prove CLTs for biased randomly trapped random walks in one dimension. In particular, we will establish an annealed invariance principal by considering a sequence of regeneration times under the assumption that the trapping times have…

Probability · Mathematics 2016-11-22 Adam Bowditch

In this paper, we establish the convergence rate in central limit theorem (CLT) for linearly extended negative quadrant dependent (LENQD) random variables (rv's). Under some weak conditions, the rate of normal approximation is shown as…

Statistics Theory · Mathematics 2025-09-22 Mohamed Kaber El Alem , Zohra Guessoum , Abdelkader Tatachak , Ourida Sadki

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

Probability · Mathematics 2015-09-10 Zhen-Qing Chen , David A. Croydon , Takashi Kumagai

The Central Limit Theorem (CLT) is one of the most fundamental results in statistics. It states that the standardized sample mean of a sequence of $n$ mutually independent and identically distributed random variables with finite first and…