Related papers: Fluctuations for matrix-valued Gaussian processes
This paper explores certain kinds of empirical process with respect to the components of multivariate Gaussian. We put forward some finite sample bounds which hold for multivariate Gaussian under general dependence. We give necessary and…
We consider the fluctuations of regular functions $f$ of a Wigner matrix $W$ viewed as an entire matrix $f(W)$. Going beyond the well studied tracial mode, $\mathrm{Tr}[f(W)]$, which is equivalent to the customary linear statistics of…
We investigate the fluctuations of cumulative density of particles in the asymmetric simple exclusion process with respect to the stationary distribution (also known as the steady state), as a stochastic process indexed by $[0,1]$. In three…
We consider the point process \begin{align*} \frac{1}{Z_{n}}\prod_{1 \leq j < k \leq n} |e^{i\theta_{j}}-e^{-i\theta_{k}}|^{\beta}\prod_{j=1}^{n} d\theta_{j}, \qquad \theta_{1},\ldots,\theta_{n} \in (-\pi,\pi], \quad \beta > 0, \end{align*}…
Exact upper and lower bounds on the ratio $\mathsf{E}w(\mathbf{X}-\mathbf{v})/\mathsf{E}w(\mathbf{X})$ for a centered Gaussian random vector $\mathbf{X}$ in $\mathbb{R}^n$, as well as bounds on the rate of change of…
This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…
The distribution of the performed work for spin glasses with gauge symmetry is considered. With the aid of the gauge symmetry, which leads to the exact/rigorous results in spin glasses, we find a fascinating relation of the performed work…
In this work, we consider a finite-state inhomogeneous-time Markov chain whose probabilities of transition from one state to another tend to decrease over time. This can be seen as a cooling of the dynamics of an underlying Markov chain. We…
A mathematical model is developed, to jointly analyze elastic and inelastic scattering data of fluctuating membranes within a single theoretical framework. The model builds on a non-homogeneously clipped time-dependent Gaussian random…
For an ergodic map $T$ and a non-constant, real-valued $f \in L^1$, the ergodic averages $\mathbb{A}_N f(x) = \frac{1} {N} \sum_{n=1}^N f(T^n x)$ converge a.e., but the convergence is never monotone. Depending on particular properties of…
We study the fluctuations of the matrix entries of regular functions of Wigner random matrices in the limit when the matrix size goes to infinity. In the case of the Gaussian ensembles (GOE and GUE) this problem was considered by A.Lytova…
The paper describes the global limiting behavior of Gaussian beta ensembles where the parameter $\beta$ is allowed to vary with the matrix size $n$. In particular, we show that as $n \to \infty$ with $n\beta \to \infty$, the empirical…
We examine the fluctuations of the empirical density measure for the colour version of the symmetric nearest neighbour zero range particle systems in dimension one. We show that the weak limit of these fluctuations is the solution of a…
Let $Z = (Z_t)_{t\in[0,\infty)}$ be an ergodic Markov process and, for every $n\in\mathbb{N}$, let $Z^n = (Z_{n^2 t})_{t\in[0,\infty)}$ drive a process $X^n$. Classical results show under suitable conditions that the sequence of…
We study the largest eigenvalue of a Gaussian random symmetric matrix $X_n$, with zero-mean, unit variance entries satisfying the condition $\sup_{(i, j) \ne (i', j')}|\mathbb{E}[X_{ij} X_{i'j'}]| = O(n^{-(1 + \varepsilon)})$, where…
Fluctuations of the order parameters of the Gardner model for any $\alpha<\alpha_c$ are studied. It is proved that they converge in distribution to a family of jointly Gaussian random variables.
We establish asymptotically Gaussian fluctuations for functionals of a large class of spin models and strongly correlated random point fields, achieving near-optimal rates. For spin models, we demonstrate Gaussian asymptotics for the…
We study the typical behavior of the harmonic measure in large critical Galton-Watson trees whose offspring distribution is in the domain of attraction of a stable distribution with index $\alpha\in (1,2]$. Let $\mu_n$ denote the hitting…
For each $n\geq 1$, let $ {X_{in}, \quad i \geq 1} $ be independent copies of a nonnegative continuous stochastic process $X_{n}=(X_n(t))_{t\in T}$ indexed by a compact metric space $T$. We are interested in the process of partial maxima…
We study an iterated temporal and contemporaneous aggregation of $N$ independent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying immigration having index $\alpha \in (0, 2)$. Limits of…