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We provide a Lyapunov type bound in the multivariate central limit theorem for sums of independent, but not necessarily identically distributed random vectors. The error in the normal approximation is estimated for certain classes of sets,…

Probability · Mathematics 2019-07-24 Martin Raič

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

Probability · Mathematics 2024-09-19 Scott Armstrong , Ahmed Bou-Rabee , Tuomo Kuusi

Let $G, G_1,\dots,G_N$ be independent copies of a standard gaussian random vector in $\mathbb{R}^d$ and denote by $\Gamma = \sum_{i=1}^N \langle G_i,\cdot\rangle e_i$ the standard gaussian ensemble. We show that, for any set $A\subset…

Probability · Mathematics 2026-03-19 Daniel Bartl , Shahar Mendelson

We prove martingale-ergodic and ergodic-martingale theorems with continuous parameter for vector valued Bochner integrable functions. We first prove almost everywhere convergence of vector valued martingales with continuous parameter. The…

Dynamical Systems · Mathematics 2020-02-18 Farruh Shahidi

We establish a Zador like theorem for $L^r$-optimal vector quantization when the similarity measure is a twice differentiable Bregman divergence of a strictly convex function. On our way we also prove a similar result when the Bregman…

Functional Analysis · Mathematics 2026-04-06 Guillaume Boutoille , Gilles Pagès

We prove a local limit theorem, i.e. a central limit theorem for densities, for a sequence of independent and identically distributed random variables taking values on an abstract Wiener space; the common law of those random variables is…

Probability · Mathematics 2016-10-05 Alberto Lanconelli , Aurel Iulian Stan

Inertial and gravitational mass or energy-momentum need not be the same for virtual quantum states. Separating their roles naturally leads to the gauge theory of volume-preserving diffeomorphisms of an inner four-dimensional space. The…

Mathematical Physics · Physics 2015-06-16 C. Wiesendanger

We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O(N^{-1/3})$, as the matrix dimension $N$ tends to infinity. We allow the variances of the…

Probability · Mathematics 2022-08-04 Kevin Schnelli , Yuanyuan Xu

The concentration of measure phenomenon in Gauss' space states that every $L$-Lipschitz map $f$ on $\mathbb R^n$ satisfies \[ \gamma_{n} \left(\{ x : | f(x) - M_{f} | \geqslant t \} \right) \leqslant 2 e^{ - \frac{t^2}{ 2L^2} }, \quad t>0,…

Probability · Mathematics 2017-06-30 Petros Valettas

We introduce a family of pairings between a bounded divergence-measure vector field and a function $u$ of bounded variation, depending on the choice of the pointwise representative of $u$. We prove that these pairings inherit from the…

Analysis of PDEs · Mathematics 2019-10-15 Graziano Crasta , Virginia De Cicco , Annalisa Malusa

We prove that for a homogeneous linear partial differential operator $\mathcal A$ of order $k \le 2$ and an integrable map $f$ taking values in the essential range of that operator, there exists a function $u$ of special bounded variation…

Analysis of PDEs · Mathematics 2023-10-06 Adolfo Arroyo-Rabasa

We construct the natural diffusion in the random geometry of planar Liouville quantum gravity. Formally, this is the Brownian motion in a domain $D$ of the complex plane for which the Riemannian metric tensor at a point $z \in D$ is given…

Probability · Mathematics 2013-01-16 Nathanael Berestycki

Let X be a nonempty convex compact subset of some Haus-dorff locally convex topological vector space S. The well know Bauer's maximum principle stats that every convex upper semi-continuous function from X into R attains its maximum at some…

Functional Analysis · Mathematics 2018-12-19 Mohammed Bachir

We derive explicit Berry-Esseen bounds in the total variation distance for the Breuer-Major central limit theorem, in the case of a subordinating function $\varphi$ satisfying minimal regularity assumptions. Our approach is based on the…

Probability · Mathematics 2019-05-09 Ivan Nourdin , Giovanni Peccati , Xiaochuan Yang

(This text is a survey written for the Bourbaki seminar on the work of F. Manners.) Gowers uniformity norms are the central objects of higher order Fourier analysis, one of the cornerstones of additive combinatorics, and play an important…

Combinatorics · Mathematics 2020-09-04 Thomas F. Bloom

Let $X_{i,n},n\in \mathbb{N},1\leq i\leq n$, be a triangular array of independent $\mathbb{R}^d$-valued Gaussian random vectors with correlation matrices $\Sigma_{i,n}$. We give necessary conditions under which the row-wise maxima converge…

Probability · Mathematics 2015-04-08 Sebastian Engelke , Zakhar Kabluchko , Martin Schlather

Given a measure $\nu$ on a regular planar domain $D$, the Gaussian multiplicative chaos measure of $\nu$ studied in this paper is the random measure ${\widetilde \nu}$ obtained as the limit of the exponential of the $\gamma$-parameter…

Probability · Mathematics 2018-12-14 Kenneth Falconer , Xiong Jin

For large classes of even-dimensional Riemannian manifolds $(M,g)$, we construct and analyze conformally invariant random fields. These centered Gaussian fields $h=h_g$, called co-polyharmonic Gaussian fields, are characterized by their…

Probability · Mathematics 2025-07-16 Lorenzo Dello Schiavo , Ronan Herry , Eva Kopfer , Karl-Theodor Sturm

We study two-dimensional integrable field theories from the viewpoint of the four-dimensional Chern-Simons-type gauge theory introduced recently. The integrable field theories are realized as effective theories for the four-dimensional…

High Energy Physics - Theory · Physics 2019-08-08 Kevin Costello , Masahito Yamazaki

We study zeroes of Gaussian analytic functions in a strip in the complex plane, with translation-invariant distribution. We prove that the a limiting horizontal mean counting-measure of the zeroes exists almost surely, and that it is…

Probability · Mathematics 2013-07-02 Naomi Feldheim
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