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Linear processes are defined as a discrete-time convolution between a kernel and an infinite sequence of i.i.d. random variables. We modify this convolution by introducing decimation, that is, by stretching time accordingly. We then…

Statistics Theory · Mathematics 2008-12-18 François Roueff , Murad S. Taqqu

In this paper, quantitative bounds in high-frequency central limit theorems are derived for Poisson based $U$-statistics of arbitrary degree built by means of wavelet coefficients over compact Riemannian manifolds. The wavelets considered…

Statistics Theory · Mathematics 2016-07-28 Solesne Bourguin , Claudio Durastanti

We use the recently developed method of weighted dependency graphs to prove central limit theorems for the number of occurrences of any fixed pattern in multiset permutations and in set partitions. This generalizes results for patterns of…

Combinatorics · Mathematics 2020-02-26 Valentin Féray

We consider random matrices of the form $H_N=A_N+U_N B_N U^*_N$, where $A_N$, $B_N$ are two $N$ by $N$ deterministic Hermitian matrices and $U_N$ is a Haar distributed random unitary matrix. We establish a universal Central Limit Theorem…

Probability · Mathematics 2020-08-20 Zhigang Bao , Kevin Schnelli , Yuanyuan Xu

The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…

Probability · Mathematics 2016-10-07 Behzad Mehrdad , Lingjiong Zhu

The objects of our interest are the so-called $A$-permutations, which are permutations whose cycle length lie in a fixed set $A$. They have been extensively studied with respect to the uniform or the Ewens measure. In this paper, we extend…

Probability · Mathematics 2013-02-26 Ashkan Nikeghbali , Julia Storm , Dirk Zeindler

We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…

Combinatorics · Mathematics 2023-06-22 Lisa Hofer

We consider a class of non-conformal expanding maps on the $d$-dimensional torus. For an equilibrium measure of an H\"older potential, we prove an analogue of the Central Limit Theorem for the fluctuations of the logarithm of the measure of…

Dynamical Systems · Mathematics 2009-12-17 Renaud Leplaideur , Benoit Saussol

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

We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n} \ll b_n \ll n$ and test functions are sufficiently smooth.

Probability · Mathematics 2013-10-22 Lingyun Li , Alexander Soshnikov

A compact Riemannian manifold may be immersed into Euclidean space by using high frequency Laplace eigenfunctions. We study the geometry of the manifold viewed as a metric space endowed with the distance function from the ambient Euclidean…

Spectral Theory · Mathematics 2015-12-29 Yaiza Canzani , Boris Hanin

We develop a theory of multidimensional randomization in Lebesgue spaces $L^p$ with the aid of Kahane-Khintchine-Marcus-Pisier inequalities. More precisely, we obtain a result in the spirit of Maurey-Pisier's theorem which involves random…

Analysis of PDEs · Mathematics 2015-01-30 Rafik Imekraz

We establish the self-averaging properties of the Wigner transform of a mixture of states in the regime when the correlation length of the random medium is much longer than the wave length but much shorter than the propagation distance. The…

Chaotic Dynamics · Physics 2009-11-07 G. Bal , T. Komorowski , L. Ryzhik

We prove a Berry-Esseen theorem, a local central limit theorem and (local) large and (global) moderate deviations principles for i.i.d. (uniformly) random non-uniformly expanding or hyperbolic maps with exponential first return times. Using…

Dynamical Systems · Mathematics 2021-07-19 Yeor Hafouta

An $\hbar$-expansion is presented for the ensemble-averaged spectral function of noninteracting matter waves in random potentials. We obtain the leading quantum corrections to the deep classical limit at high energies by the Wigner-Weyl…

Quantum Gases · Physics 2015-06-01 Martin-Isbjörn Trappe , Dominique Delande , Cord A. Müller

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

Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…

Probability · Mathematics 2026-02-20 Christian Hirsch , Kyeongsik Nam , Moritz Otto

The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…

Probability · Mathematics 2022-11-29 Morgane Austern

In this note we prove that the asymptotic variance of the nodal length of complex-valued monochromatic random waves restricted to an increasing domain in $\R^3$ is linear in the volume of the domain. Put together with previous results this…

Probability · Mathematics 2022-12-23 Federico Dalmao

For each $n\ge 1$, let $X_{n,1},\ldots,X_{n,N_n}$ be real random variables and $S_n=\sum_{i=1}^{N_n}X_{n,i}$. Let $m_n\ge 1$ be an integer. Suppose $(X_{n,1},\ldots,X_{n,N_n})$ is $m_n$-dependent, $E(X_{ni})=0$, $E(X_{ni}^2)<\infty$ and…

Probability · Mathematics 2022-08-15 Svante Janson , Luca Pratelli , Pietro Rigo