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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 consider sequences of homogeneous sums based on independent random variables and satisfying a central limit theorem (CLT). We address the following question: "In which cases is it not possible to reduce such an asymptotic result to the…

Probability · Mathematics 2025-12-17 Francesco Caravenna , Francesca Cottini , Giovanni Peccati

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

Probability · Mathematics 2017-11-06 Matthias Reitzner , Matthias Schulte , Christoph Thaele

In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…

Probability · Mathematics 2009-12-12 Ivan del Tenno

The explicit semiclassical treatment of logarithmic perturbation theory for the bound-state problem within the framework of the radial Klein-Gordon equation with attractive real-analytic screened Coulomb potentials, contained time-component…

Quantum Physics · Physics 2007-05-23 I. V. Dobrovolska , R. S. Tutik

We consider a random walk in an i.i.d. Cauchy-tailed conductances environment. We obtain a quenched functional CLT for the suitably rescaled random walk, and, as a key step in the arguments, we improve the local limit theorem for…

Probability · Mathematics 2010-10-18 Martin T. Barlow , Xinghua Zheng

Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…

Probability · Mathematics 2015-12-07 N. J. Simm

In a vast area of probabilistic limit theorems for dynamical systems with chaotic behaviors always only functional form (exponential, power, etc) of the asymptotic laws and of convergence rates were studied. However, for basically all…

Dynamical Systems · Mathematics 2023-06-28 Leonid A. Bunimovich , Yaofeng Su

I present a review of the recent advancements in scattering theory, which provides a unified approach to studying dispersive and hyperbolic equations with general interaction terms and data. These equations encompass time-dependent…

Mathematical Physics · Physics 2024-08-27 Avy Soffer

Consider a random walk among random conductances on $\mathbb{Z}^d$ with $d\geq 2$. We study the quenched limit law under the usual diffusive scaling of the random walk conditioned to have its first coordinate positive. We show that the…

Probability · Mathematics 2013-03-12 Christophe Gallesco , Nina Gantert , Serguei Popov , Marina Vachkovskaia

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 paper, we use the dimensional reduction technique to study the central limit theory (CLT) random quadratic forms based on sample means and sample covariance matrices. Specifically, we use a matrix denoted by $U_{p\times q}$, to map…

Statistics Theory · Mathematics 2022-10-21 Wenzhi Yang , Yiming Liu , Guangming Pan , Wang Zhou

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…

Probability · Mathematics 2011-03-23 Henry Lam , Jose Blanchet , Damian Burch , Martin Z. Bazant

Using techniques from ergodic theory and symbolic dynamics, we derive statistical limit laws for real valued functions on hyperbolic groups. In particular, our results apply to convex cocompact group actions on $\text{CAT}(-1)$ spaces, and…

Dynamical Systems · Mathematics 2020-07-28 Stephen Cantrell

We prove a central limit theorem for the components of the eigenvectors corresponding to the $d$ largest eigenvalues of the normalized Laplacian matrix of a finite dimensional random dot product graph. As a corollary, we show that for…

Machine Learning · Statistics 2016-07-29 Minh Tang , Carey E. Priebe

We take the point of view of the particle in a multidimensional nearest neighbor random walk in random environment (RWRE). We prove a quenched large deviation principle and derive a variational formula for the quenched rate function. Most…

Probability · Mathematics 2008-04-10 Jeffrey M. Rosenbluth

A relativistic version of the rational extended thermodynamics of polyatomic gases based on a new hierarchy of moments that takes into account the total energy composed by the rest energy and the energy of the molecular internal mode is…

Statistical Mechanics · Physics 2022-01-12 Takashi Arima , Maria Cristina Carrisi , Sebastiano Pennisi , Tommaso Ruggeri

The angular bispectrum of spherical random fields has recently gained an enormous importance, especially in connection with statistical inference on cosmological data. In this paper, we provide expressions for its moments of arbitrary order…

Probability · Mathematics 2008-06-05 D. Marinucci

We continue the development of transfer operator techniques for expanding maps on a lattice coupled by general interaction functions. We obtain a spectral gap for an appropriately defined transfer operator, and, as corollaries, the…

Dynamical Systems · Mathematics 2012-03-20 Chinmaya Gupta , Nicolai Haydn

In this paper, we provide general central limit theorems (CLT's) for associated random variables (rv's) following the approaches used by Newman (1980) and Olivera et al.(2012). Given some assumptions, a Lyapounov-Feller-Levy type theorem is…

Probability · Mathematics 2016-11-08 Harouna Sangaré , Gane Samb Lo