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Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…

Mathematical Physics · Physics 2021-03-17 Yu-Chen Cheng , Hong Qian

A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…

Probability · Mathematics 2024-09-17 Abdollah Jalilian , Arnaud Poinas , Ganggang Xu , Rasmus Waagepetersen

This paper investigates a local central limit theorem for a normalized sequence of random variables belonging to a fixed order Wiener chaos and converging to the standard normal distribution. We prove, without imposing any additional…

Probability · Mathematics 2026-01-13 Masahisa Ebina , Ivan Nourdin , Giovanni Peccati

The objects of our interest are the so-called $A$-permutations, which are permutations whose cycle length lie in a fixed set $A$. They have been extensively studied with respect to the uniform or the Ewens measure. In this paper, we extend…

Probability · Mathematics 2013-02-26 Ashkan Nikeghbali , Julia Storm , Dirk Zeindler

We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

Probability · Mathematics 2025-12-16 Christian Hirsch , Raphaël Lachièze-Rey

We study the linear eigenvalue statistics of large random graphs in the regimes when the mean number of edges for each vertex tends to infinity. We prove that for a rather wide class of test functions the fluctuations of linear eigenvalue…

Mathematical Physics · Physics 2015-06-03 Maria Shcherbina , Brunello Tirozzi

We prove a central limit theorem for network formation models with strategic interactions and homophilous agents. Since data often consists of observations on a single large network, we consider an asymptotic framework in which the network…

Econometrics · Economics 2026-03-11 Michael P. Leung , Hyungsik Roger Moon

We review and present some known results for non-linear functionals of Gaussian variables in the context of discrete Gaussian fields defined on the $d$ dimensional lattice. Our main result is a Central Limit Theorem in the spirit of the…

Probability · Mathematics 2025-12-16 Fabio Coppini , Wioletta M. Ruszel

The high frequency behaviour for random eigenfunctions of the spherical Laplacian has been recently the object of considerable interest, also because of strong motivations arising from Physics and Cosmology. In this paper, we are concerned…

Probability · Mathematics 2015-05-20 Domenico Marinucci , Igor Wigman

Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on $\mathbb{Z}^d$. The random walk on random walks model refers to a particular stochastic process on $\mathbb{Z}^d$…

Probability · Mathematics 2024-11-22 Stein Andreas Bethuelsen , Florian Völlering

We determine the asymptotic law for the fluctuations of the total number of critical points of random Gaussian spherical harmonics in the high degree limit. Our results have implications on the sophistication degree of an appropriate…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Igor Wigman

In previous papers, we studied the asymptotic behaviour of $S_N(A,X)=(2N+1)^{-d/2}\sum_{n \in A_N} X_n,$ where $X$ is a centered, stationary and weakly dependent random field, and $A_N=A \cap [-N,N]^d$, $A \subset \mathbb{Z}^d$. This leads…

Methodology · Statistics 2009-11-06 Beatriz Marron , Ana Tablar

One way to model telecommunication networks are static Boolean models. However, dynamics such as node mobility have a significant impact on the performance evaluation of such networks. Consider a Boolean model in $\mathbb{R}^d$ and a random…

Probability · Mathematics 2021-12-24 Nils Aschenbruck , Stephan Bussmann , Hanna Döring

In this paper we prove the propagation of chaos property for an ensemble of interacting neurons subject to independent Brownian noise. The propagation of chaos property means that in the large network size limit, the neurons behave as if…

Probability · Mathematics 2017-05-03 Jamil Salhi , James MacLaurin , Salwa Toumi

We study independent and identically distributed random iterations of continuous maps defined on a connected closed subset $S$ of the Euclidean space $\mathbb{R}^{k}$. We assume the maps are monotone (with respect to a suitable partial…

Dynamical Systems · Mathematics 2020-05-28 Edgar Matias , Eduardo Silva

This article completes [G. Giacomin, R. Greenblatt, ALEA 2022] by identifying explicitly the leading coefficient in the asymptotic development of the free energy density of the centered Random Field Ising Chain as the spin-spin interaction…

Probability · Mathematics 2024-05-24 Orphée Collin

In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the…

Probability · Mathematics 2015-12-07 Richard C. Bradley , Cristina Tone

We study the asymptotic behavior of random dimer coverings of the one-periodic Aztec diamond in random environment. We investigate quenched limit theorems for the height function and we extend annealed limit theorems that were recently…

Probability · Mathematics 2025-10-15 Panagiotis Zografos

We study random dynamical systems composed of LSV maps with varying parameters, without any mixing assumptions on the base space of random dynamics. We establish a quenched central limit theorem and identify conditions under which the…

Dynamical Systems · Mathematics 2026-04-08 Davor Dragičević , Juho Leppänen

This paper investigates fractional Riesz-Bessel equations with random initial conditions. The spectra of these random initial conditions exhibit singularities both at zero frequency and at non-zero frequencies, which correspond to the cases…

Probability · Mathematics 2025-12-11 Maha Mosaad A. Alghamdi , Andriy Olenko