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In this paper, we establish optimal Berry--Esseen bounds for the generalized $U$-statistics. The proof is based on a new Berry--Esseen theorem for exchangeable pair approach by Stein's method under a general linearity condition setting. As…

Probability · Mathematics 2021-04-09 Zhuo-Song Zhang

We consider the probability distributions of values in the complex plane attained by Fourier sums of the form \sum_{j=1}^n a_j exp(-2\pi i j nu) /sqrt{n} when the frequency nu is drawn uniformly at random from an interval of length 1. If…

Probability · Mathematics 2017-07-24 Dominik Janzing , Naji Shajarisales , Michel Besserve

Motivated by a probabilistic approach to Kahler-Einstein metrics we consider a general non-equilibrium statistical mechanics model in Euclidean space consisting of the stochastic gradient flow of a given (possibly singular) quasi-convex…

Mathematical Physics · Physics 2016-10-17 Robert J. Berman , Magnus Onnheim

We study gradient field models on an integer lattice with non-convex interactions. These models emerge in distinct branches of physics and mathematics under various names. In particular, as zero-mass lattice (Euclidean) quantum field…

Mathematical Physics · Physics 2024-06-06 Stefan Adams , Simon Buchholz , Roman Kotecký , Stefan Müller

We present a self-contained proof of a uniform bound on multi-point correlations of trigonometric functions of a class of Gaussian random fields. It corresponds to a special case of the general situation considered in [Hairer-Xu], but with…

Probability · Mathematics 2018-10-10 Weijun Xu

We consider uniformly elliptic coefficient fields that are randomly distributed according to a stationary ensemble of a finite range of dependence. We show that the gradient and flux $(\nabla\phi,a(\nabla \phi+e))$ of the corrector $\phi$,…

Analysis of PDEs · Mathematics 2016-05-06 Antoine Gloria , Felix Otto

Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing…

Probability · Mathematics 2018-03-28 Tulasi Ram Reddy , Sreekar Vadlamani , D. Yogeshwaran

The velocity of a passive particle in a one-dimensional wave field is shown to converge in law to a Wiener process, in the limit of a dense wave spectrum with independent complex amplitudes, where the random phases distribution is invariant…

Mathematical Physics · Physics 2012-07-12 Yves Elskens

We study the distribution of a fully connected neural network with random Gaussian weights and biases in which the hidden layer widths are proportional to a large constant $n$. Under mild assumptions on the non-linearity, we obtain…

Machine Learning · Computer Science 2024-06-18 Stefano Favaro , Boris Hanin , Domenico Marinucci , Ivan Nourdin , Giovanni Peccati

The coordinates along any fixed direction(s), of points on the sphere $S^{n-1}(\sqrt{n})$, roughly follow a standard Gaussian distribution as $n$ approaches infinity. We revisit this classical result from a nonstandard analysis perspective,…

Probability · Mathematics 2024-10-17 Irfan Alam

We consider Canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional torus or in a bounded domain of R 2 . We prove that under the Central Limit scaling of vortices intensities, and provided that the system has zero global…

Probability · Mathematics 2020-04-22 Francesco Grotto , Marco Romito

We present a limit theorem describing the behavior of a probabilistic model for square-free numbers. The limiting distribution has a density that comes from the Dickman-De Bruijn function and is constant on the interval $[0,1]$. We also…

Probability · Mathematics 2010-10-18 Francesco Cellarosi , Yakov G. Sinai

We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…

Mathematical Physics · Physics 2015-06-18 Peter J. Forrester , Joel L. Lebowitz

This article presents a new proof of the rate of convergence to the normal distribution of sums of independent, identically distributed random variables in chi-square distance, which was also recently studied in \cite{BobkovRenyi}. Our…

Probability · Mathematics 2017-11-15 Claire Delplancke , Laurent Miclo

We give rates of convergence in the Central Limit Theorem for the coefficients and the spectral radius of the left random walk on GLd(R), assuming the existence of an exponential or polynomial moment.

Probability · Mathematics 2021-12-30 C Cuny , J Dedecker , F Merlevède , M Peligrad

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

Probability · Mathematics 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos

We study the distribution of the maximum of a large class of Gaussian fields indexed by a box $V_N\subset Z^d$ and possessing logarithmic correlations up to local defects that are sufficiently rare. Under appropriate assumptions that…

Probability · Mathematics 2022-05-17 Florian Schweiger , Ofer Zeitouni

A reduction theorem is proved for functionals of Gamma-correlated random fields with long-range dependence in d-dimensional space. In the particular case of a non-linear function of a chi-squared random field with Laguerre rank equal to…

Spectral Theory · Mathematics 2015-04-06 N. N. Leonenko , M. D. Ruiz-Medina , M. S. Taqqu

Let $ \Gamma \subset \RR^s $ be a lattice obtained from a module in a totally real algebraic number field. Let $\cR(\btheta, \bN)$ be an error term in the lattice point problem for the parallelepiped $[-\theta_1 N_1,\theta_1 N_1] \times ...…

Number Theory · Mathematics 2013-07-09 Mordechay B. Levin

Deterministic models of vegetation often summarize, at a macroscopic scale, a multitude of intrinsically random events occurring at a microscopic scale. We bridge the gap between these scales by demonstrating convergence to a mean-field…

Dynamical Systems · Mathematics 2021-05-20 Denis D. Patterson , Simon A. Levin , A. Carla Staver , Jonathan D. Touboul
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