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We develop the asymptotic expansion theory for vector-valued sequences (F N) N $\ge$1 of random variables in terms of the convergence of the Stein-Malliavin matrix associated to the sequence F N. Our approach combines the classical Fourier…

The normalization of Bethe eigenstates for the totally asymmetric simple exclusion process on a ring of $L$ sites is studied, in the large $L$ limit with finite density of particles, for all the eigenstates responsible for the relaxation to…

We study the nodal intersections number of random Gaussian toral Laplace eigenfunctions ("arithmetic random waves") against a fixed smooth reference curve. The expected intersection number is proportional to the the square root of the…

We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…

We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…

This paper investigates the asymptotic behavior of Green functions associated to partially homogeneous random walks in the quadrant $Z_+^2$. There are four possible distributions for the jumps of these processes, depending on the location…

We study thermally activated dynamics using functional renormalization within the field theory of randomly pinned elastic systems, a prototype for glasses. It appears through an essentially non-perturbative boundary layer in the running…

We establish central limit theorems (CLTs) for the linear spectral statistics of the adjacency matrix of inhomogeneous random graphs across all sparsity regimes, providing explicit covariance formulas under the assumption that the variance…

The steady state for a system of N particle under the influence of an external field and a Gaussian thermostat and colliding with random "virtual" scatterers can be obtained explicitly in the limit of small field. We show the sequence of…

The question of whether the central limit theorem (CLT) holds for the total number of edges in exponential random graph models (ERGMs) in the subcritical region of parameters has remained an open problem. In this paper, we establish the…

Consider the class of Ensemble Square Root filtering algorithms for the numerical approximation of the posterior distribution of nonlinear Markovian signals partially observed with linear observations corrupted with independent measurement…

A popular Bayesian nonparametric approach to survival analysis consists in modeling hazard rates as kernel mixtures driven by a completely random measure. In this paper we derive asymptotic results for linear and quadratic functionals of…

We prove annealed central limit theorems for finite pattern counts in the measurement record of discrete-time quantum trajectories generated by repeated measurements in a disordered environment. Under summable mixing assumptions on the…

This paper studies the asymptotic properties of weighted sums of the form $Z_n=\sum_{i=1}^n a_i X_i$, in which $X_1, X_2, \ldots, X_n$ are i.i.d.~random variables and $a_1, a_2, \ldots, a_n$ correspond to either eigenvalues or singular…

We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…

We investigate Stein-Malliavin approximations for nonlinear functionals of geometric interest of Gaussian random eigenfunctions on the unit $d$ -dimensional sphere ${\mathbb{S}}^{d},$ $d\geq 2.$ All our results are established in the high…

In this paper, quantitative bounds in high-frequency central limit theorems are derived for Poisson based $U$-statistics of arbitrary degree built by means of wavelet coefficients over compact Riemannian manifolds. The wavelets considered…

We investigate Gaussian Laplacian eigenfunctions (Arithmetic Random Waves) on the three-dimensional standard flat torus, in particular the asymptotic distribution of the nodal intersection length against a fixed regular reference surface.…

For the general class of quasifree fermionic right mover/left mover systems over the infinitely extended two-sided discrete line introduced in [8] within the algebraic framework of quantum statistical mechanics, we study the von Neumann…

In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…