Related papers: A local CLT for linear statistics of 2D Coulomb ga…
In 2010, Shiffman and Zelditch proved a central limit theorem (CLT) for smooth statistics of Gaussian random zeros in codimension one over compact K\"ahler manifolds. They raised the question of whether this result admits a two-fold…
We discuss CLT for the global and local linear statistics of random matrices from classical compact groups. The main part of our proofs are certain combinatorial identities much in the spirit of works by Kac and Spohn.
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
The model under consideration is a classical 2D Coulomb gas of pointlike positive and negative unit charges, interacting via a logarithmic potential. In the whole stability range of temperatures, the equilibrium statistical mechanics of…
We address the issue of the Central Limit Theorem for (both local and global) empirical measures of diffusions interacting on a possibly diluted Erd\H{o}s-R\'enyi graph. Special attention is given to the influence of initial condition (not…
In this paper, under the assumption that the dimension is much larger than the sample size, i.e., $p \asymp n^{\alpha}, \alpha>1,$ we consider the (unnormalized) sample covariance matrices $Q = \Sigma^{1/2} XX^*\Sigma^{1/2}$, where…
We study the long-range one-dimensional Riesz gas on the circle, a continuous system of particles interacting through a Riesz kernel. We establish near-optimal rigidity estimates on gaps valid at any scale. Leveraging these local laws…
We study the fluctuations of the eigenvalues of real valued large centrosymmetric random matrices via its linear eigenvalue statistic. This is essentially a central limit theorem (CLT) for sums of dependent random variables. The dependence…
Under the high-dimensional setting that data dimension and sample size tend to infinity proportionally, we derive the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix. Different…
We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…
We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…
We consider the hyperuniform model of d-dimensional integer lattice perturbed by independent random variables and we investigate the large scale asymptotic fluctuations of smoothed versions of the usual counting statistics, specifically of…
We study the local statistical behavior of the super-Coulombic Riesz gas of particles in Euclidean space of arbitrary dimension, with inverse power distance repulsion integrable near $0$, and with a general confinement potential, in a…
In a region above the Almeida-Thouless line, where we are able to control the thermodynamic limit of the Sherrington-Kirkpatrick model and to prove replica symmetry, we show that the fluctuations of the overlaps and of the free energy are…
We consider the classical Coulomb gas in two dimensions at the inverse temperature $\beta=2$, confined within a droplet of radius $R$ by a rotationally invariant potential $U(r)$. For $U(r)\sim r^2$ this describes the eigenvalues of the…
In this article, we revisit the question of fluctuations of linear statistics of beta ensembles in the single cut and non-critical regime for general potentials $V$ under mild regularity and growth assumptions. Our main objective is to…
Linear structural error-in-variables models with univariate observations are revisited for studying modified least squares estimators of the slope and intercept. New marginal central limit theorems (CLT's) are established for these…
We investigate the number fluctuations in small cells of quantum gases pointing out important deviations from the thermodynamic limit fixed by the isothermal compressibility. Both quantum and thermal fluctuations in weakly as well as highly…
We study Coulomb gases in any dimension $d \geq 2$ and in a broad temperature regime. We prove local laws on the energy, separation and number of points down to the microscopic scale. These yield the existence of limiting point processes…
We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…