English
Related papers

Related papers: A central limit theorem for integrals of random wa…

200 papers

The scattering of quasiperiodic waves for a two-dimensional Helmholtz equation with a constant refractive index perturbed by a function which is periodic in one direction and of finite support in the other is considered. The scattering…

Mathematical Physics · Physics 2019-10-23 P. Zhevandrov , A. Merzon , M. I. Romero Rodríguez , J. E. de la Paz Méndez

We establish self-norming central limit theorems for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations are obtained by perturbing the slope in the…

Dynamical Systems · Mathematics 2016-09-28 Matthew Nicol , Andrew Török , Sandro Vaienti

The (CLT) central limit theorems for generalized Frechet means (data descriptors assuming values in stratified spaces, such as intrinsic means, geodesics, etc.) on manifolds from the literature are only valid if a certain empirical process…

Statistics Theory · Mathematics 2018-01-23 Benjamin Eltzner , Stephan F. Huckemann

We consider a class of elliptic random matrices which generalize two classical ensembles from random matrix theory: Wigner matrices and random matrices with iid entries. In particular, we establish a central limit theorem for linear…

Probability · Mathematics 2015-03-06 Sean O'Rourke , David Renfrew

We obtain a blow-up theorem for regular submanifolds in the Heisenberg group, where intrinsic dilations are used. Main consequence of this result is an explicit formula for the density of (p+1)-dimensional spherical Hausdorff measure…

Classical Analysis and ODEs · Mathematics 2007-05-23 Valentino Magnani

In this paper, we review the representation theory of the infinite symmetric group, and we extend the works of Kerov and Vershik by proving that the irreducible characters of the infinite symmetric group always satisfy a central limit…

Representation Theory · Mathematics 2011-05-03 Pierre-Loïc Méliot

We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…

Probability · Mathematics 2024-12-20 Aleksandar Mijatović , Isao Sauzedde , Andrew Wade

The purpose of this note is to establish a Central Limit Theorem for the number of eigenvalues of a Wigner matrix in an interval. The proof relies on the correct aymptotics of the variance of the eigenvalue counting function of GUE matrices…

Probability · Mathematics 2011-01-14 Sandrine Dallaporta , Van Vu

We present an elementary proof of the classical Beurling sampling theorem which gives a sufficient condition for sampling of multi-dimensional band-limited functions.

Classical Analysis and ODEs · Mathematics 2011-06-06 Alexander Olevskii , Alexander Ulanovskii

We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic…

Probability · Mathematics 2020-05-06 Lingyun Li , Matthew Reed , Alexander Soshnikov

In a paper from 1995, Wormald gave general criteria for certain parameters in a family of discrete random processes to converge to the solution of a system of differential equations. Based on this method, we show that if some further…

Probability · Mathematics 2009-06-24 Taral Guldahl Seierstad

We study the adjacency matrix of the Linial-Meshulam complex model, which is a higher-dimensional generalization of the Erd\H{o}s-R\'enyi graph model. Recently, Knowles and Rosenthal proved that the empirical spectral distribution of the…

Probability · Mathematics 2023-08-23 Shu Kanazawa , Khanh Duy Trinh

In this work, we study the normal approximation and almost sure central limit theorems for some functionals of an independent sequence of Rademacher random variables. In particular, we provide a new chain rule that improves the one derived…

Probability · Mathematics 2018-10-16 Guangqu Zheng

A rigorous reduction of the many-body wave scattering problem to solving a linear algebraic system is given bypassing solving the usual system of integral equation. The limiting case of infinitely many small particles embedded into a medium…

Mathematical Physics · Physics 2009-11-13 A. G. Ramm

The theorem of Shannon-McMillan-Breiman states that for every generating partition on an ergodic system, the exponential decay rate of the measure of cylinder sets equals the metric entropy almost everywhere (provided the entropy is…

Dynamical Systems · Mathematics 2009-03-10 Nicolai T A Haydn

Let $M$ be a compact connected Riemannian manifold possibly with a boundary, let $V\in C^2(M)$ such that $\mu(d x):=e^{V(x)}d x$ is a probability measure, and let $\{\lambda_i\}_{i\ge 1} $ be all non-trivial eigenvalues of $-L$ with Neumann…

Probability · Mathematics 2021-12-21 Feng-Yu Wang , Jie-Xiang Zhu

We prove sharp local smoothing estimates for wave equations on compact Riemannian manifolds in $n+1$ dimensions for odd $n$ and obtain improved estimates in even dimensions. This is achieved by deriving local smoothing estimates for certain…

Analysis of PDEs · Mathematics 2026-01-06 Shengwen Gan , Danqing He , Xiaochun Li , Shukun Wu

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 sufficient conditions for the belonging of random process to certain Besov space and for the Central Limit Theorem (CLT) in these spaces. We investigate also the non-asymptotic tail behavior of normed sums of centered random…

Probability · Mathematics 2015-07-03 E. Ostrovsky , L. Sirota

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

Statistics Theory · Mathematics 2011-11-10 Vladas Pipiras , Murad S. Taqqu , Patrice Abry