Related papers: Functional central limit theorems for multivariate…
In this paper, we focus on studying central limit theorems for functionals of some specific stationary random processes. In classical probability theory, it is well-known that for non-linear functionals of stationary Gaussian sequences, we…
We study the hard edge limit of a multilevel extension of the Laguerre $\beta$-ensemble at zero temperature. In particular, we show that asymptotically the ensemble is given by Gaussians with covariance matrix expressible in terms of the…
U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…
We study inhomogeneous random graphs with a finite type space. For a natural generalization of the model as a dynamic network-valued process, the paper establishes the following results: (a) Functional central limit theorems for the…
We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the…
This study presents functional limit theorems for the Euler characteristic of Vietoris-Rips complexes. The points are drawn from a non-homogeneous Poisson process on $\mathbb{R}^d$, and the connectivity radius governing the formation of…
This paper provides central limit theorems for the wavelet packet decomposition of stationary band-limited random processes. The asymptotic analysis is performed for the sequences of the wavelet packet coefficients returned at the nodes of…
We study functional central limit theorems for persistent Betti numbers obtained from networks defined on a Poisson point process. The limit is formed in large volumes of cylindrical shape stretching only in one dimension. The results cover…
We study the averaged product of characteristic polynomials of large random matrices in the Gaussian beta-ensemble perturbed by an external source of finite rank. We prove that at the edge of the spectrum, the limiting correlations involve…
We obtain the empirical strong law of large numbers, empirical Glivenko-Cantelli theorem, central limit theorem, functional central limit theorem for various nonparametric Bayesian priors which include the Dirichlet process with general…
We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel…
It is well known that the edge limit of Gaussian/Laguerre Beta-ensembles, as well as a large class of $\beta$-ensembles is given by the $\mathrm{Airy}(\beta)$ point process. We extend this universality result to a general class of additions…
The Calogero-Moser systems are a series of interacting particle systems on one dimension that are both classically and quantum-mechanically integrable. Their integrability has been established through the use of Dunkl operators (a series of…
This paper is devoted to establishing the full scaling limit theorems for multivariate Hawkes processes. Under some mild conditions on the exciting kernels, we develop a new way to prove that after a suitable time-spatial scaling, the…
We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in $\mathbb{R}^d$. This result generalizes an earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998)…
We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
We study global fluctuations for singular values of $M$-fold products of several right-unitarily invariant $N \times N$ random matrix ensembles. As $N \to \infty$, we show the fluctuations of their height functions converge to an explicit…
We explore systems with a large number of fermionic degrees of freedom subject to non-local interactions. We study both vector and matrix-like models with quartic interactions. The exact thermal partition function is expressed in terms of…
Suppose that $\{X_t,\,t\ge0\}$ is a non-stationary Markov process, taking values in a Polish metric space $E$. We prove the law of large numbers and central limit theorem for an additive functional of the form $\int_0^T\psi(X_s)ds$,…