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Consider a linear elliptic partial differential equation in divergence form with a random coefficient field. The solution operator displays fluctuations around its expectation. The recently developed pathwise theory of fluctuations in…

Analysis of PDEs · Mathematics 2021-12-01 Mitia Duerinckx , Julian Fischer , Antoine Gloria

The classical Erd\H{o}s-Kac theorem states that for $n$ chosen uniformly at random from $1, \dots, N$, the random variable $(\omega(n) - \log\log N)/\sqrt{\log\log N}$ converges in distribution to the standard Gaussian as $N$ tends to…

Number Theory · Mathematics 2026-02-05 Fredy Yip

We introduce a new family of distributions to approximate $\mathbb {P}(W\in A)$ for $A\subset\{...,-2,-1,0,1,2,...\}$ and $W$ a sum of independent integer-valued random variables $\xi_1$, $\xi_2$, $...,$ $\xi_n$ with finite second moments,…

Probability · Mathematics 2007-05-23 Larry Goldstein , Aihua Xia

The Discrete Gaussian model is the lattice Gaussian free field conditioned to be integer-valued. In two dimensions, at sufficiently high temperature, we show that its macroscopic scaling limit on the torus is a multiple of the Gaussian free…

Probability · Mathematics 2024-07-11 Roland Bauerschmidt , Jiwoon Park , Pierre-François Rodriguez

We prove that the rate of convergence for the central limit theorem in finite free convolution is of order $n^{1/2}$

Probability · Mathematics 2023-10-25 Octavio Arizmendi , Daniel Perales

We consider Grenander type estimators for a monotone function $\lambda:[0,1]\to\mathbb{R}$, obtained as the slope of a concave (convex) estimate of the primitive of $\lambda$. Our main result is a central limit theorem for the Hellinger…

Statistics Theory · Mathematics 2016-12-21 Hendrik P. Lopuhaä , Eni Musta

Let $(Y_n)_n$ be a sequence of $\mathbb{R}^d$-valued random variables. Suppose that the generating function \[f(x, z) = \sum_{n = 0}^\infty \varphi_{Y_n}(x) z^n,\] where $\varphi_{Y_n}$ is the characteristic function of $Y_n$, extends to a…

Probability · Mathematics 2025-02-18 Mitchell Lee

The Nagaev-Guivarc'h method, via the perturbation operator theorem of Keller and Liverani, has been exploited in recent papers to establish local limit and Berry-Essen type theorems for unbounded functionals of strongly ergodic Markov…

Probability · Mathematics 2010-09-30 Loïc Hervé , Françoise Pène

Many low temperature disordered systems are expected to exhibit Poisson-Dirichlet (PD) statistics. In this paper, we focus on the case when the underlying disorder is a logarithmically correlated Gaussian process $\phi_N$ on the box…

Probability · Mathematics 2023-02-15 Shirshendu Ganguly , Kyeongsik Nam

In a previous paper, the authors introduced an approach to prove that the statistics of the extremes of a log-correlated Gaussian field converge to a Poisson-Dirichlet variable at the level of the Gibbs measure at low temperature and under…

Probability · Mathematics 2013-10-09 Louis-Pierre Arguin , Olivier Zindy

For a class of degenerate diffusion processes of rank 2, i.e. when only Poisson brackets of order one are needed to span the whole space, we obtain a parametrix representation of the density from which we derive some explicit Gaussian…

Probability · Mathematics 2009-02-18 Valentin Konakov , Stephane Menozzi , Stanislav Molchanov

This work establishes computable bounds between f-divergences for probability measures within a generalized quasi-$\varepsilon_{(M,m)}$-neighborhood framework. We make the following key contributions. (1) a unified characterization of local…

Information Theory · Computer Science 2025-08-12 Xinchun Yu , Shuangqing Wei , Xiao-Ping Zhang

This work develops a mean-field analysis for the asymptotic behavior of deep BitNet-like architectures as smooth quantization parameters approach zero. We establish that empirical measures of latent weights converge weakly to solutions of…

Optimization and Control · Mathematics 2025-09-03 Dongwon Kim , Dongseok Lee

We consider a particle undergoing Brownian motion in Euclidean space of any dimension, forced by a Gaussian random velocity field that is white in time and smooth in space. We show that conditional on the velocity field, the quenched…

Probability · Mathematics 2022-02-09 Alexander Dunlap , Yu Gu

We study the energy landscape near the ground state of a model of a single particle in a random potential with trivial topology. More precisely, we find the large dimensional limit of the Hessian spectrum at the global minimum of the…

Probability · Mathematics 2025-12-16 Hao Xu , Qiang Zeng

We provide numerical indications of the $q$-generalised central limit theorem that has been conjectured (Tsallis 2004) in nonextensive statistical mechanics. We focus on $N$ binary random variables correlated in a {\it scale-invariant} way.…

Statistical Mechanics · Physics 2007-05-23 Luis G. Moyano , Constantino Tsallis , Murray Gell-Mann

Let $(g_{n})_{n\geq 1}$ be a sequence of independent and identically distributed (i.i.d.) $d\times d$ real random matrices. For $n\geq 1$ set $G_n = g_n \ldots g_1$. Given any starting point $x=\mathbb R v\in\mathbb{P}^{d-1}$, consider the…

Probability · Mathematics 2025-02-20 Hui Xiao , Ion Grama , Quansheng Liu

We will prove the Berry-Esseen theorem for the number counting function of the circular $\beta$-ensemble (C$\beta$E), which will imply the central limit theorem for the number of points in arcs of the unit circle in mesoscopic and…

Probability · Mathematics 2023-12-15 Renjie Feng , Gang Tian , Dongyi Wei

In the literature of high-dimensional central limit theorems, there is a gap between results for general limiting correlation matrix $\Sigma$ and the strongly non-degenerate case. For the general case where $\Sigma$ may be degenerate, under…

Probability · Mathematics 2023-05-30 Xiao Fang , Yuta Koike , Song-Hao Liu , Yi-Kun Zhao

For free energies of the form \[ F(\mu) = E(\mu) + \sigma\int_\Omega \mu\log\mu\,dx, \quad \sigma > 0, \] we study the Wasserstein gradient flow, a continuity equation also known as mean-field Langevin dynamics, around a stationary state…

Optimization and Control · Mathematics 2026-03-17 Dante Kalise , Lucas M. Moschen , Grigorios A. Pavliotis