Related papers: Fluctuations of the Gromov-Prohorov sample model
In this paper, we show how to use the framework of mod-Gaussian convergence in order to study the fluctuations of certain models of random graphs, of random permutations and of random integer partitions. We prove that, in these three…
Fluctuations of observables provide unique insights into the nature of physical systems, and their study stands as a cornerstone of both theoretical and experimental science. Generalized fluctuations, or cumulants, provide information…
Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…
We provide a convergence result for sequences of random variables taking values in a metric space that satisfy a stochastic quasi-Fej\'er monotonicity condition, in the context of a (local) compactness assumption. Our result is quantitative…
Let $G$ be a real Lie group, $\Lambda<G$ a lattice and $H<G$ a connected semisimple subgroup without compact factors and with finite center. We define the notion of $H$-expanding measures $\mu$ on $H$ and, applying recent work of…
In this paper, we use the framework of mod-$\phi$ convergence to prove precise large or moderate deviations for quite general sequences of real valued random variables $(X_{n})_{n \in \mathbb{N}}$, which can be lattice or non-lattice…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
The regularized vacuum fluctuation related to a conformally coupled massless scalar field defined on a space-time with dynamical horizon is computed with respect a radially moving observer in a generic flat Friedmann-Robertson-Walker…
Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…
In the paper we are dealing with metric measure spaces of diameter at most one and of total measure one. Gromov introduced the sampling compactification of the set of these spaces. He asked whether the metric measure space invariants extend…
In this paper, we relate the framework of mod-$\phi$ convergence to the construction of approximation schemes for lattice-distributed random variables. The point of view taken here is that of Fourier analysis in the Wiener algebra, allowing…
In this paper, we characterize compatibility of distributions and probability measures on a measurable space. For a set of indices $\mathcal J$, we say that the tuples of probability measures $(Q_i)_{i\in \mathcal J} $ and distributions…
In this work, a metric is presented on the set of boundedly-compact pointed metric spaces that generates the Gromov-Hausdorff topology. A similar metric is defined for measured metric spaces that generates the Gromov-Hausdorff-Prokhorov…
We investigate small deviation properties of Gaussian random fields in the space $L_q(\R^N,\mu)$ where $\mu$ is an arbitrary finite compactly supported Borel measure. Of special interest are hereby "thin" measures $\mu$, i.e., those which…
The main aim of this article is to give an exposition of weak convergence, Prohorov theorem and Prohorov spaces. In this context we study the relationship between Levy distance $\ell(F, G)$ between two distribution functions $F$ and $G$ and…
We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit…
We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…
The existence of a generalized fluctuation-dissipation theorem observed in simulations and experiments performed in various glassy materials is related to the concepts of local equilibration and heterogeneity in space. Assuming the…
We demonstrate that measurements of number fluctuations within finite cells provide a direct means to study fluctuation scaling in a trapped two-component condensate. This quantum system supports a second-order phase transition between…
The computation of observables in high energy QCD involves an average over stochastic semiclassical small-x gluon fields. The weight of various configurations is determined by the effective action. We introduce a method to study…