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We consider the determinantal point processes associated with the spectral projectors of a Schr\"odinger operator on $\mathbb{R}$, with a smooth confining potential. In the semiclassical limit, where the number of particles tends to…

Spectral Theory · Mathematics 2023-05-31 Alix Deleporte , Gaultier Lambert

In this paper we study the additive functionals of Markov chains via conditioning with respect to both past and future of the chain. We shall point out new sufficient projective conditions, which assure that the variance of partial sums of…

Probability · Mathematics 2020-05-19 Magda Peligrad

In this paper we propose a new approach to the central limit theorem (CLT), based on functions of bounded F\'echet variation for the continuously differentiable linear statistics of random matrix ensembles which relies on: a weaker form of…

Probability · Mathematics 2022-01-12 Mario Diaz , James A. Mingo

An estimate of the order of approximation in the central limit theorem for strictly stationary associated random variables with finite moments of order q > 2 is obtained. A moderate deviation result is also obtained. We have a refinement of…

Probability · Mathematics 2017-09-19 M. Sreehari

The main goal of the paper is to prove central limit theorems for the magnetization rescaled by $\sqrt{N}$ for the Ising model on random graphs with $N$ vertices. Both random quenched and averaged quenched measures are considered. We work…

We establish annealed and quenched invariance principles for random walks in random conductances lifted to the p-variation rough path topology, allowing for degenerate environments and long-range jumps. Our proof is based on a unified…

Probability · Mathematics 2026-04-17 Johannes Bäumler , Noam Berger , Tal Orenshtein , Martin Slowik

The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT statistic with its asymptotic distribution under the…

Statistics Theory · Mathematics 2025-01-08 Yunxiao Chen , Irini Moustaki , Haoran Zhang

This paper re-examines the limit theorems of Abadie and Imbens for nearest-neighbor matching estimators of average treatment effects with a fixed number of matches. We establish, for the first time, a non-normalized central limit theorem…

Statistics Theory · Mathematics 2026-05-21 Songliang Chen , Fang Han

We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…

Probability · Mathematics 2013-07-24 Evgeny Spodarev

We focus on the localized phase of pinning models with i.i.d. site disorder on which we assume only that the moment generating function is bounded in a neighborhood of the origin. We develop quantitative correlation functions estimates for…

Probability · Mathematics 2025-04-07 Giambattista Giacomin , Marco Zamparo

The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…

Dynamical Systems · Mathematics 2016-03-25 Peter Nandori , Domokos Szasz , Tamas Varju

In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix when the population covariance matrices are not uniformly bounded, which is a nontrivial…

Statistics Theory · Mathematics 2022-05-17 Zhijun Liu , Jiang Hu , Zhidong Bai , Haiyan Song

In this paper we study the central limit theorem for additive functionals of stationary Markov chains with general state space by using a new idea involving conditioning with respect to both the past and future of the chain. Practically, we…

Probability · Mathematics 2020-05-19 Magda Peligrad

In this paper, we introduce a joint central limit theorem (CLT) for specific bilinear forms, encompassing the resolvent of the sample covariance matrix under an elliptical distribution. Through an exhaustive exploration of our theoretical…

Statistics Theory · Mathematics 2023-12-29 Yanqing Yin , Wang Zhou

The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of…

Probability · Mathematics 2022-05-03 Vassili Kolokoltsov

Ordered pivotal sampling is one of the simplest algorithm to perform without-replacement unequal probability sampling. It has found uses in the context of longitudinal surveys and spatial sampling, and enables in particular a good spatial…

Statistics Theory · Mathematics 2015-11-02 Guillaume Chauvet

The Central Limit Theorem for the random walk on a stationary random network of conductances has been studied by several authors. In one dimension, when conductances and resistances are integrable, and following a method of martingale…

Probability · Mathematics 2009-02-04 Jérôme Depauw , Jean-Marc Derrien

We formulate quenched chiral perturbation theory for heavy-light mesons coupled to pions, and calculate the one-loop chiral logarithmic corrections to $f_B$, $f_{B_{s}}$, $B_B$ and $B_{B_{s}}$. We also calculate these corrections for…

High Energy Physics - Lattice · Physics 2009-10-28 Stephen R. Sharpe , Yan Zhang

We study sample covariance matrices arising from multi-level components of variance. Thus, let $ B_n=\frac{1}{N}\sum_{j=1}^NT_{j}^{1/2}x_jx_j^TT_{j}^{1/2}$, where $x_j\in R^n$ are i.i.d. standard Gaussian, and…

Probability · Mathematics 2024-06-07 Ran Xie , Iain Johnstone

We produce a series of Central Limit Theorems (CLTs) associated to compact metric measure spaces $(K,d,\eta)$, with $\eta$ a reasonable probability measure. For the first CLT, we can ignore $\eta$ by isometrically embedding $K$ into…

Probability · Mathematics 2020-01-14 Steven Rosenberg , Jie Xu
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