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Related papers: Local central limit theorem for gradient field mod…

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We consider models of gradient type, which are the densities of a collection of real-valued random variables $\phi :=\{\phi_x: x \in \Lambda\}$ given by $Z^{-1}\exp({-\sum\nolimits_{j \sim k}V(\phi_j-\phi_k)})$. We focus our study on the…

Probability · Mathematics 2019-09-04 Zichun Ye

A discrete gradient model for interfaces is studied. The interaction potential is a non-convex perturbation of the quadratic gradient potential. Based on a representation for the finite volume Gibbs measure obtained via a renormalization…

Mathematical Physics · Physics 2016-03-16 Susanne Hilger

We study two dimensional massless field in a box with potential $V\left( \nabla \phi \left( \cdot \right) \right) $ and zero boundary condition, where $V$ is any symmetric and uniformly convex function. Naddaf-Spencer and Miller proved the…

Probability · Mathematics 2019-06-19 David Belius , Wei Wu

We derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying…

Probability · Mathematics 2025-03-05 Partha S. Dey , Grigory Terlov

We prove a local limit theorem, i.e. a central limit theorem for densities, for a sequence of independent and identically distributed random variables taking values on an abstract Wiener space; the common law of those random variables is…

Probability · Mathematics 2016-10-05 Alberto Lanconelli , Aurel Iulian Stan

We provide a sharp rate of convergence in the central limit theorem for random vectors with an unconditional, log-concave density. The argument relies on analysis of the Neumann laplacian on convex domains and on the theory of optimal…

Probability · Mathematics 2008-05-01 Bo'az Klartag

This paper is concerned with $d=2$ dimensional lattice field models with action $V(\na\phi(\cdot))$, where $V:\R^d\ra \R$ is a uniformly convex function. The fluctuations of the variable $\phi(0)-\phi(x)$ are studied for large $|x|$ via the…

Mathematical Physics · Physics 2013-05-08 Joseph G. Conlon , Thomas Spencer

Nearest neighbor cells in $R^d,d\in\mathbb{N}$, are used to define coefficients of divergence ($\phi$-divergences) between continuous multivariate samples. For large sample sizes, such distances are shown to be asymptotically normal with a…

Probability · Mathematics 2009-03-06 Yu. Baryshnikov , Mathew D. Penrose , J. E. Yukich

We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…

Probability · Mathematics 2023-03-01 Maximilian Janisch , Thomas Lehéricy

We consider gradient fields $(\phi_x:x\in \mathbb{Z}^d)$ whose law takes the Gibbs--Boltzmann form $Z^{-1}\exp\{-\sum_{< x,y>}V(\phi_y-\phi_x)\}$, where the sum runs over nearest neighbors. We assume that the potential $V$ admits the…

Probability · Mathematics 2010-12-09 Marek Biskup , Herbert Spohn

We introduce a natural measure on bi-infinite random walk trajectories evolving in a time-dependent environment driven by the Langevin dynamics associated to a gradient Gibbs measure with convex potential. We derive an identity relating the…

Probability · Mathematics 2024-04-05 Jean-Dominique Deuschel , Pierre-François Rodriguez

We derive upper bounds on the fluctuations of a class of random surfaces of the $\nabla \phi$-type with convex interaction potentials. The Brascamp-Lieb concentration inequality provides an upper bound on these fluctuations for uniformly…

Probability · Mathematics 2024-01-23 Paul Dario

Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows isotropic and anisotropic models. We apply our…

Statistics Theory · Mathematics 2010-01-08 Frédéric Lavancier , Anne Philippe

Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb{R})$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$ are i.i.d. with law $\mu$. Under the assumptions that $\mu$ has a finite exponential…

Probability · Mathematics 2023-02-06 Tien-Cuong Dinh , Lucas Kaufmann , Hao Wu

We establish the zero-diffusion limit for both continuous and discrete aggregation models over convex and bounded domains. Compared with a similar zero-diffusion limit derived in [44], our approach is different and relies on a coupling…

Analysis of PDEs · Mathematics 2018-09-07 Razvan C. Fetecau , Hui Huang , Daniel Messenger , Weiran Sun

In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…

Probability · Mathematics 2017-08-29 Magda Peligrad , Na Zhang

Non-asymptotic bounds for Gaussian and bootstrap approximation have recently attracted significant interest in high-dimensional statistics. This paper studies Berry-Esseen bounds for such approximations with respect to the multivariate…

Statistics Theory · Mathematics 2022-02-08 Miles E. Lopes

Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…

Probability · Mathematics 2025-01-07 Jonathan C. Mattingly , Ezra Miller , Do Tran

We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…

Probability · Mathematics 2024-06-26 Wai-Kit Lam , Arnab Sen

We study random surfaces with a uniformly convex gradient interaction in the presence of quenched disorder taking the form of a random independent external field. Previous work on the model has focused on proving existence and uniqueness of…

Probability · Mathematics 2022-05-09 Paul Dario
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