Related papers: Optimal local law and central limit theorem for $\…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…
In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…
We study the fluctuations of ergodic sums using global and local specifications on periodic points. We obtain Lindeberg-type central limit theorems in both situations. As an application, when the system possesses a unique measure of maximal…
We consider a general linear program in standard form whose right-hand side constraint vector is subject to random perturbations. This defines a stochastic linear program for which, under general conditions, we characterize the fluctuations…
We offer a physicists' proof that center-vortex theory requires the area in the Wilson-loop area law to involve an extremal area. Area-law dynamics is determined by integrating over Wilson loops only, not over surface fluctuations for a…
In this paper, we prove a polynomial Central Limit Theorem for several integrable models, and for the $\beta$-ensembles at high-temperature with polynomial potential. Furthermore, we connect the mean values, the variances and the…
This paper studies beta ensembles on the real line in a high temperature regime, that is, the regime where $\beta N \to const \in (0, \infty)$, with $N$ the system size and $\beta$ the inverse temperature. In this regime, the convergence to…
We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…
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…
Given $L\geq 1$, we discuss the problem of determining the highest $\alpha=\alpha(L)$ such that any solution to a homogeneous elliptic equation in divergence form with ellipticity ratio bounded by $L$ is in $C^\alpha_{\rm loc}$. This…
We analyze the fluctuations of incomplete $U$-statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled…
The Gaussian $\beta$-ensemble is a real $n$-point configuration $\{x_j\}_1^n$ picked randomly with respect to the Boltzmann factor $e^{-\frac\beta 2H_n}$, $H_n=\sum_{i\ne j}\log\frac 1{|x_i-x_j|}+n\sum_{i=1}^n\tfrac 12x_i^2.$ The point…
We extend recent results on the Asymptotic Equipartition Property for the density of $n$ particles in $\beta$-ensembles, as $n$ tends to infinity. We prove the Large Deviation Principle of the log-density for a general potential and the…
In this paper we obtain the central limit theorems, moderate deviations and the laws of the iterated logarithm for the energy \[H_n=\sum_{1\le j<k\le n}\omega_j\omega_k1_{\{S_j=S_k\}}\] of the polymer $\{S_1,...,S_n\}$ equipped with random…
We prove the Eigenstate Thermalisation Hypothesis for Wigner matrices uniformly in the entire spectrum, in particular near the spectral edges, with a bound on the fluctuation that is optimal for any observable. This complements earlier…
The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of…
We study discrete $\beta$-ensembles as introduced in [17]. We obtain rigidity estimates on the particle locations, i.e. with high probability, the particles are close to their classical locations with an optimal error estimate. We prove the…