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This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to $C^3$, the class of functions with continuous third order derivatives. We…

Statistics Theory · Mathematics 2026-03-16 Jian Cui , Zhijun Liu , Jiang Hu , Zhidong Bai

Entropy principles based on thermodynamic consistency requirements are widely used for constitutive modeling in continuum mechanics, providing physical constraints on a priori unknown constitutive functions. The well-known M\"uller-Liu…

Numerical Analysis · Mathematics 2018-12-05 J. Heß , A. F. Cheviakov

We introduce a finite-time detailed fluctuation theorem for the environmental entropy of the form $\tilde P(\Delta S_{env}) = e^{\Delta S_{env}} \tilde P(-\Delta S_{env})$ for an appropriately weighted probability density of the external…

Statistical Mechanics · Physics 2013-04-22 David Luposchainsky , Andre Cardoso Barato , Haye Hinrichsen

Inspired by Katok's intermediate entropy property [Inst. Hautes \'Etudes Sci. Publ. Math. 51 (1980), 137-173], we introduce and study the notion of entropy flexibility for discrete-time and continuous-time dynamical systems. By using…

Dynamical Systems · Mathematics 2025-07-18 Alexander Arbieto , Piotr Oprocha , Elias Rego

This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…

Systems and Control · Electrical Eng. & Systems 2022-09-28 Alexis J. Vallarella , Hernan Haimovich

When at equilibrium, large-scale systems obey conventional thermodynamics because they belong to microscopic configurations (or states) that are typical. Crucially, the typical states usually represent only a small fraction of the total…

Statistical Mechanics · Physics 2025-01-14 Bernat Corominas-Murtra , Rudolf Hanel , Petr Jizba

Numerical solutions of the mode-coupling theory (MCT) equations for a hard-sphere fluid confined between two parallel hard walls are elaborated. The governing equations feature multiple parallel relaxation channels which significantly…

Soft Condensed Matter · Physics 2020-08-05 Gerhard Jung , Michele Caraglio , Lukas Schrack , Thomas Franosch

We prove the Central Limit Theorem and superpolynomial mixing for environment viewed for the particle process in quasi periodic Diophantine random environment. The main ingredients are smoothness estimates for the solution of the Poisson…

Dynamical Systems · Mathematics 2024-07-24 Klaudiusz Czudek , Dmitry Dolgopyat

In the recent paper [2], it was proved that the closure of the planar diffeomorphisms in the Sobolev norm consists of the functions which are non-crossing (NC), i.e., the functions which can be uniformly approximated by continuous…

Functional Analysis · Mathematics 2020-04-20 Daniel Campbell , Aldo Pratelli , Emanuela Radici

We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…

Probability · Mathematics 2018-03-28 Dalibor Volny

We establish the existence of a spectral gap for the transfer operator induced on $\mathbb P^k = \mathbb P^k (\mathbb C)$ by a generic holomorphic endomorphism and a suitable continuous weight and its perturbations on various functional…

Complex Variables · Mathematics 2022-04-07 Fabrizio Bianchi , Tien-Cuong Dinh

Using the Coulomb Fluid method, this paper derives central limit theorems (CLTs) for linear spectral statistics of three "spiked" Hermitian random matrix ensembles. These include Johnstone's spiked model (i.e., central Wishart with spiked…

Statistics Theory · Mathematics 2015-06-18 Damien Passemier , Matthew R. Mckay , Yang Chen

We prove a central limit theorem (CLT) for the Frechet mean of independent and identically distributed observations in a compact Riemannian manifold assuming that the population Frechet mean is unique. Previous general CLT results in this…

Probability · Mathematics 2022-11-01 Thomas Hotz , Huiling Le , Andrew T. A. Wood

Random instances of Constraint Satisfaction Problems (CSP's) appear to be hard for all known algorithms, when the number of constraints per variable lies in a certain interval. Contributing to the general understanding of the structure of…

Discrete Mathematics · Computer Science 2009-04-20 Andrea Montanari , Ricardo Restrepo , Prasad Tetali

We present a complete characterization of the asymptotic behaviour of a correlated Bernoulli sequence { which depends on the parameter $\theta \in [0,1]$. A martingale theory based approach will allow} us to prove versions of the law of…

Probability · Mathematics 2024-04-12 Manuel González-Navarrete , Rodrigo Lambert , Victor Hugo Vázquez Guevara

Let $X=(X_1,X_2,\ldots)$ be a sequence of random variables with values in a standard space $(S,\mathcal{B})$. Suppose \begin{gather*} X_1\sim\nu\quad\text{and}\quad P\bigl(X_{n+1}\in\cdot\mid…

Probability · Mathematics 2022-04-05 Patrizia Berti , Emanuela Dreassi , Fabrizio Leisen , Luca Pratelli , Pietro Rigo

We construct conservative analytic flows of zero metric entropy which satisfy the classical central limit theorem.

Dynamical Systems · Mathematics 2022-10-20 Dmitry Dolgopyat , Bassam Fayad , Adam Kanigowski

In the present paper, we study central limit theorems (CLTs) for non-symmetric random walks on nilpotent covering graphs from a point of view of discrete geometric analysis developed by Kotani and Sunada. We establish a semigroup CLT for a…

Probability · Mathematics 2021-08-17 Satoshi Ishiwata , Hiroshi Kawabi , Ryuya Namba

We discuss a class of coupled systems of nonlocal nonlinear balance laws modeling multilane traffic, with the nonlocality present in both convective and source terms. The uniqueness and existence of the entropy solution are proven via…

Numerical Analysis · Mathematics 2025-07-11 Aekta Aggarwal , Helge Holden , Ganesh Vaidya

We prove a variant of the central limit theorem (CLT) for a sequence of i.i.d. random variables $\xi_j$, perturbed by a stochastic sequence of linear transformations $A_j$, representing the model uncertainty. The limit, corresponding to a…

Probability · Mathematics 2015-07-20 Dmitry B. Rokhlin