Related papers: Central limit theorems from the roots of probabili…

In this manuscript we give an extension of the classic Salem--Zygmund inequality for locally sub-Gaussian random variables. As an application, the concentration of the roots of a Kac polynomial is studied, which is the main contribution of…

Let $ \nu $ be a probability distribution over the linear semi-group $ \mathrm{End}(E) $ for $ E $ a finite dimensional vector space over a locally compact field. We assume that $ \nu $ is proximal, strongly irreducible and that $…

We establish the limiting distribution of $\frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{n\le x}\alpha(n)$ where $\alpha$ is a Steinhaus random multiplicative function, answering a question of Harper. The distributional convergence is proved…

Given a positive integer $n$, consider a random permutation $\tau$ of the set $\{1,2,\ldots, n\}$. In $\tau$, we look for sequences of consecutive integers that appear in adjacent positions: a maximal such a sequence is called a block. Each…

The existence of the scaling limit and its universality, for correlations between zeros of {\it Gaussian} random polynomials, or more generally, {\it Gaussian} random sections of powers of a line bundle over a compact manifold has been…

In a series of papers [22-24] by Bufetov and Gorin, Schur generating functions as the Fourier transforms on the unitary group $U(N)$, are introduced to study the asymptotic behaviors of random $N$-particle systems. We introduce and study…

We generalize some previous results on random polynomials in several complex variables. A standard setting is to consider random polynomials $H_n(z):=\sum_{j=1}^{m_n} a_jp_j(z)$ that are linear combinations of basis polynomials $\{p_j\}$…

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

The purpose of this paper is to generalize our earlier work on the logarithm of the Riemann zeta-function to linear combinations of logarithms of primitive Dirichlet $L$-functions with constant real coefficients. Under the assumption of…

A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…

We consider random matrices of the form $H_N=A_N+U_N B_N U^*_N$, where $A_N$, $B_N$ are two $N$ by $N$ deterministic Hermitian matrices and $U_N$ is a Haar distributed random unitary matrix. We establish a universal Central Limit Theorem…

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…

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

Around 2008, Schramm conjectured that the critical probabilities for Bernoulli bond percolation satisfy the following continuity property: If $(G_n)_{n\geq 1}$ is a sequence of transitive graphs converging locally to a transitive graph $G$…

Let $X_1,\,X_2,\,\ldots,\,X_N$, $N\in\mathbb{N}$ be independent but not necessarily identically distributed discrete and integer-valued random variables. Assume that $X_1\geqslant m_1$, $X_2\geqslant m_2$, $\ldots$, $X_N\geqslant m_N$…

Unitary ensembles of large N x N random matrices with a non-Gaussian probability distribution P[H] ~ exp{-TrV[H]} are studied using a theory of polynomials orthogonal with respect to exponential weights. Asymptotically exact expressions for…

If $p:\mathbb{C} \to \mathbb{C}$ is a non-constant polynomial, the Gauss--Lucas theorem asserts that its critical points are contained in the convex hull of its roots. We consider the case when $p$ is a random polynomial of degree $n$ with…

We consider polynomials on the unit circle defined by the recurrence relation \Phi_{k+1}(z) = z \Phi_{k} (z) - \bar{\alpha}_{k} \Phi_k^{*}(z) for k \geq 0 and \Phi_0=1. For each n we take \alpha_0, \alpha_1, ...,\alpha_{n-2} i.i.d. random…

Suppose that $\langle f_n \rangle$ is a sequence of polynomials, $\langle f_n^{(k)}(0)\rangle$ converges for every non-negative integer $k$, and that the limit is not $0$ for some $k$. It is shown that if all the zeros of $f_1, f_2, \dots$…

We examine the behavior of the number of $k$-term arithmetic progressions in a random subset of $\mathbb{Z}/n\mathbb{Z}$. We prove that if a set is chosen by including each element of $\mathbb{Z}/n\mathbb{Z}$ independently with constant…