Related papers: Convergence rates in the functional CLT for alpha-…
We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…
Adaptive and interacting Markov Chains Monte Carlo (MCMC) algorithms are a novel class of non-Markovian algorithms aimed at improving the simulation efficiency for complicated target distributions. In this paper, we study a general…
Conformal field theory (CFT) dispersion relations reconstruct correlators in terms of their double discontinuity. When applied to the crossing equation, such dispersive transforms lead to sum rules that suppress the double-twist sector of…
Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…
In this paper we survey and further study partial sums of a stationary process via approximation with a martingale with stationary differences. Such an approximation is useful for transferring from the martingale to the original process the…
This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…
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…
In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…
In this paper we quantify the rate of convergence in Selberg's central limit theorem for $\log|\zeta(1/2+it)|$ based on the method of proof given by Radziwill and Soundararajan. We achieve the same rate of convergence of $(\log\log\log…
We study the central limit theorem (CLT) for linear eigenvalue statistics of several types of matrix models, whose entries are having exploding moments, i.e., moments of the entries are increasing with the size of the matrix. In particular,…
We extend the methods and results of [arXiv 1603.04896] to the setting of multinomial distributions satisfying certain properties. These include all the multinomial distributions arising from the direct proof of the Central Limit Theorem…
Let $(X_{n,i})_{1\le i\le n,n\in\mathbb{N}}$ be a triangular array of row-wise stationary $\mathbb{R}^d$-valued random variables. We use a "blocks method" to define clusters of extreme values: the rows of $(X_{n,i})$ are divided into $m_n$…
We show how the renormalization group approach can be used to prove quantitative central limit theorems (CLTs) in the setting of free, Boolean, bi-free and bi-Boolean independence under finite third moment assumptions. The proofs rely on…
We consider the determinantal point processes associated with the spectral projectors of a Schr\"odinger operator on $\mathbb{R}$, with a smooth confining potential. In the semiclassical limit, where the number of particles tends to…
The global clustering coefficient serves as a powerful metric for the structural analysis and comparison of complex networks. Random geometric graphs offer a realistic framework for representing the spatial constraints and geometry often…
Motivated by random evolutions which do not start from equilibrium, in a recent work, Peligrad and Voln\'{y} (2018) showed that the quenched CLT (central limit theorem) holds for ortho-martingale random fields. In this paper, we study the…
The field of analytic combinatorics is dedicated to the creation of effective techniques to study the large-scale behaviour of combinatorial objects. Although classical results in analytic combinatorics are mainly concerned with univariate…
The celebrated Trotter approximation theorem provides a sufficient condition for the convergence of a sequence of operator semigroups in terms of the corresponding sequence of infinitesimal generators. There exist a few results on the rate…
In its Euclidean form, the Dense Neighborhood Lemma (DNL) asserts that if $V$ is a finite set of points of $\mathbb{R}^N$ such that for each $v \in V$ the ball $B(v,1)$ intersects $V$ on at least $\delta |V|$ points, then for every…
We established the rate of convergence in the central limit theorem for stopped sums of a class of martingale difference sequences.