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We use Stein's method to bound the Wasserstein distance of order $2$ between a measure $\nu$ and the Gaussian measure using a stochastic process $(X_t)_{t \geq 0}$ such that $X_t$ is drawn from $\nu$ for any $t > 0$. If the stochastic…

Probability · Mathematics 2020-05-12 Thomas Bonis

This is an expository review paper elaborating on the proof of the martingale functional central limit theorem (FCLT). This paper also reviews tightness and stochastic boundedness, highlighting one-dimensional criteria for tightness used in…

Probability · Mathematics 2007-12-27 Ward Whitt

We make use of an entropic property to establish a convergence theorem (Main Theorem), which reveals that the conditional entropy measures the asymptotic Gaussianity. As an application, we establish the {\it entropic conditional central…

Probability · Mathematics 2024-07-17 Zhi-Ming Ma , Liu-Quan Yao , Shuai Yuan , Hua-Zi Zhang

We prove a central limit theorem (CLT) for the Frechet mean of independent and identically distributed observations in a compact Riemannian manifold assuming that the population Frechet mean is unique. Previous general CLT results in this…

Probability · Mathematics 2022-11-01 Thomas Hotz , Huiling Le , Andrew T. A. Wood

In this paper we establish new simple local geometric criteria for discrete entropic curvature introduced in [47] that are powerful enough to capture many geometric properties of complex models arising in mathematical physics. These results…

Probability · Mathematics 2024-07-01 Martin Rapaport , Paul-Marie Samson

We prove an upper bound on the Wassertein distance between normalized martingales and the standard normal random variable, which extends a result of R\"ollin [Statist. Probabil. Lett. 138 (2018) 171-176]. The proof is based on a method of…

Probability · Mathematics 2022-09-20 Xiequan Fan , Xiaohui Ma

We established the rate of convergence in the central limit theorem for stopped sums of a class of martingale difference sequences.

Probability · Mathematics 2015-06-26 Lahcen Ouchti

In this paper we study the almost sure central limit theorem started from a point for additive functionals of a stationary and ergodic Markov chain via a martingale approximation in the almost sure sense. As a consequence we derive the…

Probability · Mathematics 2009-11-26 Christophe Cuny , Magda Peligrad

We study entanglement entropy for regions with a singular boundary in higher dimensions using the AdS/CFT correspondence and find that various singularities make new universal contributions. When the boundary CFT has an even spacetime…

High Energy Physics - Theory · Physics 2015-06-05 Robert C. Myers , Ajay Singh

Trajectory similarity is a cornerstone of trajectory data management and analysis. Traditional similarity functions often suffer from high computational complexity and a reliance on specific distance metrics, prompting a shift towards deep…

Databases · Computer Science 2025-04-16 Jianing Si , Haitao Yuan , Nan Jiang , Minxiao Chen , Xiao Ma , Shangguang Wang

The finite-bandwidth conductance of a Luttinger liquid (LL) with a cluster of impurities is studied and its variation with respect to temperature is shown. The calculations are done using the correlation functions obtained using the…

Strongly Correlated Electrons · Physics 2019-07-08 Joy Prakash Das , Girish S. Setlur

The goal of the present work is three-fold. The first goal is to set foundational results on optimal transport in Lorentzian (pre-)length spaces, including cyclical monotonicity, stability of optimal couplings and Kantorovich duality…

Metric Geometry · Mathematics 2025-03-14 Fabio Cavalletti , Andrea Mondino

Dimension reduction (DR) methods provide systematic approaches for analyzing high-dimensional data. A key requirement for DR is to incorporate global dependencies among original and embedded samples while preserving clusters in the…

Machine Learning · Statistics 2023-03-10 Antoine Collas , Titouan Vayer , Rémi Flamary , Arnaud Breloy

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

In this article, we discuss the error analysis for a certain class of monotone finite volume schemes approximating nonlocal scalar conservation laws, modeling traffic flow and crowd dynamics, without any additional assumptions on…

Numerical Analysis · Mathematics 2023-06-02 Aekta Aggarwal , Helge Holden , Ganesh Vaidya

We use a multivariate central limit theorem (CLT) to study the distribution of random geometric graphs (RGGs) on the cube and torus in the high-dimensional limit with general node distributions. We find that the distribution of RGGs on the…

Probability · Mathematics 2025-10-14 Oliver Baker , Carl P. Dettmann

We develop a quantum relative entropy method for the mean-field limit of quantum many-body systems. For closed systems governed by the von Neumann equation, we prove a quantitative stability estimate between the $N$-body density matrix and…

Mathematical Physics · Physics 2026-05-12 Gaoyue Guo , Hao Liang , Zhenfu Wang

In this note, we assess the accuracy of CLT-based approximations for the volume of intersection of the $d$-dimensional cube $[-1,1]^d$ and an $L_q$-ball centred at the origin; this is clearly equivalent to approximating the distribution of…

Statistics Theory · Mathematics 2023-12-12 Zoe Shapcott

We develop a nonequilibrium increment method in quantum Monte Carlo simulations to obtain the R\'enyi entanglement entropy of various quantum many-body systems with high efficiency and precision. To demonstrate its power, we show the…

Strongly Correlated Electrons · Physics 2022-07-01 Jiarui Zhao , Bin-Bin Chen , Yan-Cheng Wang , Zheng Yan , Meng Cheng , Zi Yang Meng

In this paper we study the central limit theorem and its functional form for random fields which are not started from their equilibrium, but rather under the measure conditioned by the past sigma field. The initial class considered is that…

Probability · Mathematics 2019-05-13 Magda Peligrad , Dalibor Volný