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This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…

Probability · Mathematics 2025-09-26 Xinyu Liu , Xinze Zhang , Yong Li

We produce a series of Central Limit Theorems (CLTs) associated to compact metric measure spaces $(K,d,\eta)$, with $\eta$ a reasonable probability measure. For the first CLT, we can ignore $\eta$ by isometrically embedding $K$ into…

Probability · Mathematics 2020-01-14 Steven Rosenberg , Jie Xu

The classical Lorenz flow, and any flow which is close to it in the $C^2$-topology, satisfies a Central Limit Theorem (CLT). We prove that the variance in the CLT varies continuously.

Dynamical Systems · Mathematics 2021-06-09 Wael Bahsoun , Ian Melbourne , Marks Ruziboev

In this paper, we establish the central limit theorem (CLT) for the linear spectral statistics (LSS) of sample correlation matrix $R$, constructed from a $p\times n$ data matrix $X$ with independent and identically distributed (i.i.d.)…

Probability · Mathematics 2024-09-20 Yanpeng Li , Guangming Pan , Jiahui Xie , Wang Zhou

Previously derived "global" thermodynamic speed limit theorems state that increasing the maximum speed with which a system can evolve between two given probability distributions over its states requires the system to produce more entropy in…

Statistical Mechanics · Physics 2021-12-07 Farita Tasnim , David H. Wolpert

We prove a central limit theorem for the linear statistics of one-dimensional log-gases, or $\beta$-ensembles. We use a method based on a change of variables which allows to treat fairly general situations, including multi-cut and, for the…

Mathematical Physics · Physics 2018-02-08 Florent Bekerman , Thomas Leblé , Sylvia Serfaty

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

We consider the Laguerre Unitary Ensemble (LUE), the set of $n\times n$ sample covariance matrices $M = \frac{1}{n}X^*X$ where the $m\times n$ ($n \le m$) matrix $X$ has i.i.d. standard complex Gaussian entries. In particular we are…

Probability · Mathematics 2023-10-13 Henry Hu

The complex behavior of confined fluids arising due to a competition between layering and local packing can be disentangled by considering quasi-confined liquids, where periodic boundary conditions along the confining direction restore…

Soft Condensed Matter · Physics 2020-09-03 Lukas Schrack , Charlotte F. Petersen , Gerhard Jung , Michele Caraglio , Thomas Franosch

Solving bilevel optimization (BLO) problems to global optimality is generally intractable. A common surrogate is to compute a hyper-stationary point -- a stationary point of the hyper-objective function obtained by minimizing or maximizing…

Optimization and Control · Mathematics 2025-10-30 He Chen , Jiajin Li , Anthony Man-Cho So

The main purpose of this paper is to formulate new conditions for smooth linearization of nonautonomous systems with discrete and continuous time. Our results assume that the linear part admits a nonuniform polynomial dichotomy and that the…

Dynamical Systems · Mathematics 2022-10-11 Lucas Backes , Davor Dragicevic , Wenmeng Zhang

We study a class of conditional independence models for discrete data with the property that one or more log-linear interactions are defined within two different marginal distributions and then constrained to 0; all the conditional…

Statistics Theory · Mathematics 2012-10-31 R. Colombi , A. Forcina

We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem (LCLT) for non-autonomous dynamical systems. A key advance is the extension of the spectral…

Dynamical Systems · Mathematics 2018-02-14 Davor Dragicevic , Gary Froyland , Cecilia Gonzalez-Tokman , Sandro Vaienti

This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…

Dynamical Systems · Mathematics 2026-02-20 Rafael A. Bilbao , Rafael Lucena

When the underlying random variables are Gaussian, the classical Central Limit Theorem (CLT) is trivial, but the functional CLT is not. The objective of the paper is to investigate the functional CLT for stationary Gaussian processes in the…

Probability · Mathematics 2022-09-20 S. V. Lototsky

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

Probability · Mathematics 2020-06-22 Ilya Soloveychik

A key object of study in stochastic topology is a random simplicial complex. In this work we study a multi-parameter random simplicial complex model, where the probability of including a $k$-simplex, given the lower dimensional structure,…

Statistics Theory · Mathematics 2023-09-26 Tadas Temčinas , Vidit Nanda , Gesine Reinert

We analyze the asymptotic fluctuations of linear eigenvalue statistics of random centrosymmetric matrices with i.i.d. entries. We prove that for a complex analytic test function, the centered and normalized linear eigenvalue statistics of…

Probability · Mathematics 2025-10-20 Indrajit Jana , Sunita Rani

For a certain parametrized family of maps on the circle, with critical points and logarithmic singularities where derivatives blow up to infinity, a positive measure set of parameters was constructed in [19], corresponding to maps which…

Dynamical Systems · Mathematics 2012-02-07 Hiroki Takahasi

In this article, we establish a central limit theorem for the capacity of the range process for a class of $d$-dimensional symmetric $\alpha$-stable random walks with the index satisfying $d > 5\alpha /2$. Our approach is based on…

Probability · Mathematics 2021-04-20 Wojciech Cygan , Nikola Sandrić , Stjepan Šebek
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