English
Related papers

Related papers: Large deviations and central limit theorems for se…

200 papers

Consider critical percolation in two dimensions. Under the condition that there are k disjoint alternating black and white arms crossing the annulus A(l,n), we prove a central limit theorem and variance estimates for the winding angles of…

Probability · Mathematics 2013-10-07 Chang-Long Yao

We consider the asymptotic normalcy of families of random variables $X$ which count the number of occupied sites in some large set. We write $Prob(X=m)=p_mz_0^m/P(z_0)$, where $P(z)$ is the generating function $P(z)=\sum_{j=0}^{N}p_jz^j$…

Combinatorics · Mathematics 2015-08-19 J. L. Lebowitz , B. Pittel , D. Ruelle , E. R. Speer

We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…

Probability · Mathematics 2021-01-01 Alexey Bufetov , Vadim Gorin

We analyze the asymptotic fluctuations of linear eigenvalue statistics of random centrosymmetric matrices with i.i.d. entries. We prove that for a complex analytic test function, the centered and normalized linear eigenvalue statistics of…

Probability · Mathematics 2025-10-20 Indrajit Jana , Sunita Rani

We derive in this preprint the moment and exponential tail estimates, sufficient conditions for the Non-Central Limit Theorem (NCLT) in the ordinary one-dimensional space as well as in the space of continuous functions for the properly…

Probability · Mathematics 2017-10-17 E. Ostrovsky , L. Sirota

We consider regular lattices of coupled chaotic maps. Depending on lattice size, there may exist a window in parameter space where complete synchronization is eventually attained after a transient regime. Close outside this window, an…

Chaotic Dynamics · Physics 2009-11-11 C. Anteneodo , A. M. Batista , R. L. Viana

The paper that is commented by Touchette contains a computational study which opens the door to a desirable generalization of the standard large deviation theory (applicable to a set of $N$ nearly independent random variables) to systems…

Statistical Mechanics · Physics 2015-06-12 Guiomar Ruiz , Constantino Tsallis

We obtain estimates on the decay of correlations, Central Limit Theorem and Large Deviations for dynamical systems admitting an induced weak Gibbs--Markov map, for larger classes of observables with weaker regularity than H\"{o}lder,…

Dynamical Systems · Mathematics 2025-04-10 Asad Ullah , Helder Vilarinho

In this paper, we rigorously derive Central Limit Theorems (CLT) for Bayesian two-layerneural networks in the infinite-width limit and trained by variational inference on a regression task. The different networks are trained via different…

Machine Learning · Statistics 2024-06-14 Arnaud Descours , Tom Huix , Arnaud Guillin , Manon Michel , Éric Moulines , Boris Nectoux

We show that the variance of centred linear statistics of eigenvalues of GUE matrices remains bounded for large $n$ for some classes of test functions less regular than Lipschitz functions. This observation is suggested by the limiting form…

Probability · Mathematics 2015-10-07 Philippe Sosoe , Percy Wong

In this paper, we establish the central limit theorem (CLT) for the linear spectral statistics (LSS) of sample correlation matrix $R$, constructed from a $p\times n$ data matrix $X$ with independent and identically distributed (i.i.d.)…

Probability · Mathematics 2024-09-20 Yanpeng Li , Guangming Pan , Jiahui Xie , Wang Zhou

In this paper we give sufficient conditions for the almost sure central limit theorem started at a point, known under the name of quenched central limit theorem. This is achieved by using a new idea of conditioning with respect to both the…

Probability · Mathematics 2022-09-08 Magda Peligrad

The standard Large Deviation Theory (LDT) is mathematically illustrated by the Boltzmann-Gibbs factor which describes the thermal equilibrium of short-range-interacting many-body Hamiltonian systems, the velocity distribution of which is…

Statistical Mechanics · Physics 2021-12-24 Ugur Tirnakli , Constantino Tsallis , Nihat Ay

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

Probability · Mathematics 2022-05-24 Shuo Yan

We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…

Probability · Mathematics 2020-11-05 Nikolai Leonenko , Claudio Macci , Barbara Pacchiarotti

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 relationship between chaotic behavior and the Central Limit Theorem (CLT) in the Kuramoto model. We calculate sums of angles at equidistant times along deterministic trajectories of single oscillators and we show that, when…

Statistical Mechanics · Physics 2015-05-13 Giovanna Miritello , Alessandro Pluchino , Andrea Rapisarda

We deduce sufficient conditions for the Central Limit Theorem (CLT) in the Lebesgue-Riesz space L(p) defined on some measure space for the sequence of centered random variables satisfying the strong mixing (Rosenblatt) condition. We…

Probability · Mathematics 2019-12-05 M. R. Formica , E. Ostrovsky , L. Sirota

The question of whether the central limit theorem (CLT) holds for the total number of edges in exponential random graph models (ERGMs) in the subcritical region of parameters has remained an open problem. In this paper, we establish the…

Probability · Mathematics 2025-04-09 Xiao Fang , Song-Hao Liu , Qi-Man Shao , Yi-Kun Zhao

The global clustering coefficient serves as a powerful metric for the structural analysis and comparison of complex networks. Random geometric graphs offer a realistic framework for representing the spatial constraints and geometry often…

Statistics Theory · Mathematics 2026-02-23 Mingao Yuan , Md. Niamul Islam Sium