Related papers: Limit theorems for loop soup random variables
This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…
We reconsider the perturbative expansion of the Wilson loop in 2d noncommutative gauge theories, using an improved integration method. For the class of maximally crossed diagrams in the $\theta \to \infty$ limit we find an intriguing…
On a finite graph, there is a natural family of Boltzmann probability measures on cycle-rooted spanning forests, parametrized by weights on cycles. For a certain subclass of those weights, we construct Gibbs measures in infinite volume, as…
The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in presence of strong correlations between the added random contributions. Here, we study this problem for…
We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…
It is shown that the technique recently suggested by Lowell Brown for summing the tree graphs at threshold can be extended to calculate the loop effects. Explicit result is derived for the sum of one-loop graphs for the amplitude of…
A tight criterion under which the abstract version Lov\'asz Local Lemma (abstract-LLL) holds was given by Shearer decades ago. However, little is known about that of the variable version LLL (variable-LLL) where events are generated by…
We prove a central limit theorem applicable to one dimensional stochastic approximation algorithms that converge to a point where the error terms of the algorithm do not vanish. We show how this applies to a certain class of these…
The main results of this paper are limit theorems for horocycle flows on compact surfaces of constant negative curvature. One of the main objects of the paper is a special family of horocycle-invariant finitely-additive Hoelder measures on…
A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…
This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…
In this article, we study the large-population limit of interacting particle systems posed on weighted random graphs. In that aim, we introduce a general framework for the construction of weighted random graphs, generalizing the concept of…
The primary purpose of this article is to prove a tightness of skew random walks. The tightness result implies, in particular, that the skew Brownian motion can be constructed as the scaling limit of such random walks. Our proof of…
We consider recurrent diffusive random walks on a strip. We present constructive conditions on Green functions of finite sub-domains which imply a Central Limit Theorem with polynomial error bound, a Local Limit Theorem, and mixing of…
In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…
We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…
We show that, under mild assumptions on the limiting curve, a sequence of simple chordal planar curves converges uniformly whenever certain Loewner driving functions converge. We extend this result to random curves. The random version…
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…
We prove a Central Limit Theorem for probability measures defined via the variation of the sum-of-digits function, in base $b\ge 2$. For $r\ge 0$ and $d \in \mathbb{Z}$, we consider $\mu^{(r)}(d)$ as the density of integers $n\in…
Suppose that $G_j$ is a sequence of finite connected planar graphs, and in each $G_j$ a special vertex, called the root, is chosen randomly-uniformly. We introduce the notion of a distributional limit $G$ of such graphs. Assume that the…