English
Related papers

Related papers: High-dimensional central limit theorems for homoge…

200 papers

We investigate here the behaviour of a large typical meandric system, proving a central limit theorem for the number of components of given shape. Our main tool is a theorem of Gao and Wormald, that allows us to deduce a central limit…

Probability · Mathematics 2024-11-20 Svante Janson , Paul Thévenin

The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…

Dynamical Systems · Mathematics 2020-12-02 Davor Dragičević , Yeor Hafouta

Classical works of Kac, Salem and Zygmund, and Erd\H{o}s and G\'{a}l have shown that lacunary trigonometric sums despite their dependency structure behave in various ways like sums of independent and identically distributed random…

Probability · Mathematics 2023-12-15 Joscha Prochno , Marta Strzelecka

This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role…

Mathematical Physics · Physics 2018-08-16 Jeremiah Birrell , Jan Wehr

In this paper, we obtain an explicit total variation bound in the central limit theorem for the sums of non-i.i.d. random variables. Our results show that, under suitable assumptions, Lindeberg's condition is sufficient and necessary for…

Probability · Mathematics 2025-11-25 N. T. Dung , H. T. P. Thao

The paper is devoted to the investigation of Esscher's transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal…

Probability · Mathematics 2024-07-31 Sergey Bobkov , Friedrich Götze

Vector mesons show up in the electromagnetic current-current correlator. QCD sum rules provide a constraint on hadronic models for this correlator. This constraint is discussed for the case of finite nuclear density concerning the…

Nuclear Theory · Physics 2008-11-26 Stefan Leupold , Ulrich Mosel

We study the Sobolev inequality and the existence of its extremal functions in the setting of homogeneous H\"{o}rmander vector fields. A principal result establishes a mutual inclusion between the set of volume growth rates of subunit balls…

Analysis of PDEs · Mathematics 2025-07-22 Hua Chen , Hong-Ge Chen , Jin-Ning Li

The aim of the present work is to show that recent results of the authors on the approximation of distributions of sums of independent summands by the infinitely divisible laws on convex polyhedra can be shown via an alternative class of…

Probability · Mathematics 2022-08-04 Friedrich Götze , Andrei Yu. Zaitsev

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

Probability · Mathematics 2020-06-22 Ilya Soloveychik

In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a…

Probability · Mathematics 2007-06-07 Elizabeth Meckes

The central limit theorem for convex bodies says that with high probability the marginal of an isotropic log-concave distribution along a random direction is close to a Gaussian, with the quantitative difference determined asymptotically by…

Functional Analysis · Mathematics 2019-10-01 Haotian Jiang , Yin Tat Lee , Santosh S. Vempala

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…

Probability · Mathematics 2025-01-22 Shankar Bhamidi , Amarjit Budhiraja , Akshay Sakanaveeti

We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…

Probability · Mathematics 2023-11-21 Matyas Barczy , Zsolt Páles

We study the Central Limit Theorem (CLT) in the so-called hybrid Lebesgue-continuous spaces and tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces.

Probability · Mathematics 2013-09-11 E. Ostrovsky , L. Sirota

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

Let $A\in \mathbb{R}^{m\times n}\setminus \{0\}$ and $P:=\{x:Ax\le 0\}$. This paper provides a procedure to compute an upper bound on the following homogeneous Hoffman constant: \[ H_0(A) := \sup_{u\in \mathbb{R}^n \setminus P}…

Optimization and Control · Mathematics 2023-07-17 Javier Peña

For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…

Probability · Mathematics 2024-06-21 Sergey G. Bobkov , Friedrich Götze

Since the appearance of H. Robbins article (1948), the central limit theorems for random sums have been studied for about 70 years. The central limit theorems for random sums of independent random variables play a very important role in…

Probability · Mathematics 2023-08-01 Tran Loc Hung

We obtain upper bounds for the fourth and higher moments of short exponential sums involving Fourier coefficients of holomorphic cusp forms twisted by rational additive twists with small denominators.

Number Theory · Mathematics 2019-09-23 Anne-Maria Ernvall-Hytönen , Esa V. Vesalainen
‹ Prev 1 3 4 5 6 7 10 Next ›