Related papers: Limit theorems for loop soup random variables
In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…
The loop clusters of a Poissonian ensemble of Markov loops on a finite or countable graph have been studied in \cite{Markovian-loop-clusters-on-graphs}. In the present article, we study the loop clusters associated with a rotation invariant…
The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…
Given $\alpha \in (0, \infty)$ and $r \in (0, \infty)$, let ${\cal D}_{r, \alpha}$ be the disc of radius $r$ in the hyperbolic plane having curvature $-\alpha^2$. Consider the Poisson point process having uniform intensity density on ${\cal…
We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's…
Loop measures and their associated loop soups are generally viewed as arising from finite state Markov chains. We generalize several results to loop measures arising from potentially complex edge weights. We discuss two applications:…
The 't Hooft criterion leading to confinement out of a percolating cluster of central vortices suggests defining a novel three-dimensional gauge theory directly on a random percolation process. Wilson loop is viewed as a counter of…
In this research announcement, we show that SLE curves can in fact be viewed as boundaries of certain simple Poissonian percolation clusters: Recall that the Brownian loop-soup (introduced in the paper arxiv:math.PR/0304419 with Greg…
In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…
The Central Limit Theorem does not hold for strongly correlated stochastic variables, as is the case for statistical systems close to criticality. Recently, the calculation of the probability distribution function (PDF) of the magnetization…
We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is…
A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…
We introduce and develop a theory of limits for sequences of sparse graphs based on $L^p$ graphons, which generalizes both the existing $L^\infty$ theory of dense graph limits and its extension by Bollob\'as and Riordan to sparse graphs…
This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a function of its summands as their number tends to infinity. In the large deviation range of the…
Let x and y be chosen uniformly in a graph G. We find the limiting distribution of the length of a loop-erased random walk from x to y on a large class of graphs that include the discrete torus in dimensions 5 and above. Moreover, on this…
The uniform spanning tree (UST) and the loop-erased random walk (LERW) are related probabilistic processes. We consider the limits of these models on a fine grid in the plane, as the mesh goes to zero. Although the existence of scaling…
We consider exploration algorithms of the random sequential adsorption type both for homogeneous random graphs and random geometric graphs based on spatial Poisson processes. At each step, a vertex of the graph becomes active and its…
We show that if a sequence of dense graphs has the property that for every fixed graph F, the density of copies of F in these graphs tends to a limit, then there is a natural ``limit object'', namely a symmetric measurable 2-variable…
The theory of graph limits is only understood to any nontrivial degree in the cases of dense graphs and of bounded degree graphs. There is, however, a lot of interest in the intermediate cases. It appears that the most important…
We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…