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We establish asymptotically Gaussian fluctuations for functionals of a large class of spin models and strongly correlated random point fields, achieving near-optimal rates. For spin models, we demonstrate Gaussian asymptotics for the…

Probability · Mathematics 2025-09-16 Tien-Cuong Dinh , Subhroshekhar Ghosh , Hoang-Son Tran , Manh-Hung Tran

We prove a new class of inequalities, yielding bounds for the normal approximation in the Wasserstein and the Kolmogorov distance of functionals of a general Poisson process (Poisson random measure). Our approach is based on an iteration of…

Probability · Mathematics 2014-01-30 Günter Last , Giovanni Peccati , Matthias Schulte

Consider a stationary Poisson process $\eta$ in the $d$-dimensional Euclidean or hyperbolic space and construct a random graph with vertex set $\eta$ as follows. First, each point $x\in\eta$ is connected by an edge to its nearest neighbour,…

Probability · Mathematics 2024-11-04 Holger Sambale , Christoph Thäle , Tara Trauthwein

We prove an almost sure central limit theorem on the Poisson space, which is perfectly tailored for stabilizing functionals emerging in stochastic geometry. As a consequence, we provide almost sure central limit theorems for $(i)$ the total…

Probability · Mathematics 2019-12-16 Giovanni-Luca Torrisi , Emilio Leonardi

In this work, we discuss new bounds for the normal approximation of multivariate Poisson functionals under minimal moment assumptions. Such bounds require one to estimate moments of so-called add-one costs of the functional. Previous works…

Probability · Mathematics 2024-09-05 Tara Trauthwein

Elkies and McMullen [Duke Math.J.~123 (2004) 95--139] have shown that the gaps between the fractional parts of \sqrt n for n=1,\ldots,N, have a limit distribution as N tends to infinity. The limit distribution is non-standard and differs…

Number Theory · Mathematics 2013-06-28 Daniel El-Baz , Jens Marklof , Ilya Vinogradov

Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…

Probability · Mathematics 2026-02-20 Christian Hirsch , Kyeongsik Nam , Moritz Otto

The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…

Probability · Mathematics 2012-03-02 Alexander Bulinski , Evgeny Spodarev , Florian Timmermann

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

In this paper we use a Malliavin-Stein type method to investigate Poisson and normal approximations for the measurable functions of infinitely many independent random variables. We combine Stein's method with the difference operators in…

Probability · Mathematics 2018-08-13 Nguyen Tien Dung

We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…

Statistics Theory · Mathematics 2021-02-24 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…

Probability · Mathematics 2012-12-11 Matthias Schulte , Christoph Thaele

In this paper, we study fluctuations of conditionally centered statistics of the form $$N^{-1/2}\sum_{i=1}^N c_i(g(\sigma_i)-\mathbb{E}_N[g(\sigma_i)|\sigma_j,j\neq i])$$ where $(\sigma_1,\ldots ,\sigma_N)$ are sampled from a dependent…

Statistics Theory · Mathematics 2025-10-07 Nabarun Deb

We present an improved version of the second order Gaussian Poincar\'e inequality, firstly introduced in Chatterjee (2009) and Nourdin, Peccati and Reinert (2009). These novel estimates are used in order to bound distributional distances…

Probability · Mathematics 2019-02-05 Anna Vidotto

Given a Gibbs point process $\P^{\Psi}$ on $\R^d$ having a weak enough potential $\Psi$, we consider the random measures $\mu_\la := \sum_{x \in \P^{\Psi} \cap Q_\la} \xi(x, \P^{\Psi} \cap Q_\la) \delta_{x/\la^{1/d}}$, where $Q_{\la} :=…

Probability · Mathematics 2008-02-06 T. Schreiber , J. E. Yukich

We study linear spectral statistics of high dimensional sample covariance matrices in a regime where the empirical spectral distribution remains governed by the classical sample covariance law but the fluctuation theory is nonclassical. Our…

Statistics Theory · Mathematics 2026-05-13 Yanqing Yin , Wang Zhou

We establish presumably optimal rates of normal convergence with respect to the Kolmogorov distance for a large class of geometric functionals of marked Poisson and binomial point processes on general metric spaces. The rates are valid…

Probability · Mathematics 2017-02-03 Raphaël Lachièze-Rey , Matthias Schulte , J. E. Yukich

We combine Stein's method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry-Ess\'een bounds in Central Limit Theorems (CLTs) involving multiple Wiener-It\^o integrals with respect to a general…

Probability · Mathematics 2008-08-01 Giovanni Peccati , Josep Lluís Solé , Murad S. Taqqu , Frederic Utzet

Starting from an extension of the Poisson bracket structure and Kubo-Martin-Schwinger-property of classical statistical mechanics of continuous systems to spin systems, defined on a lattice, we derive a series of, as we think, new and…

High Energy Physics - Theory · Physics 2007-05-23 Requardt M

We prove quantitative homogenization results for harmonic functions on supercritical continuum percolation clusters--that is, Poisson point clouds with edges connecting points which are closer than some fixed distance. We show that, on…

Probability · Mathematics 2025-09-15 Scott Armstrong , Raghavendra Venkatraman