Related papers: Limit Theorems on the Mesoscopic Scale for the And…

We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the…

We study the fluctuations of the eigenvalues of real valued large centrosymmetric random matrices via its linear eigenvalue statistic. This is essentially a central limit theorem (CLT) for sums of dependent random variables. The dependence…

We investigate the scaling properties of eigenstates of a one-dimensional (1D) Anderson model in the presence of a constant electric field. The states show a transition from exponential to factorial localization. For infinite systems this…

The purpose of the present work is to establish decorrelation estimates for the locally renormalized eigenvalues of the discrete Anderson model near two distinct energies inside the localization region. In dimension one, we prove these…

We consider two models of one-dimensional discrete random Schrodinger operators (H_n \psi)_l ={\psi}_{l-1}+{\psi}_{l +1}+v_l {\psi}_l, {\psi}_0={\psi}_{n+1}=0 in the cases v_k=\sigma {\omega}_k/\sqrt{n} and v_k=\sigma {\omega}_k/ \sqrt{k}.…

We study the adjacency matrix of the Linial-Meshulam complex model, which is a higher-dimensional generalization of the Erd\H{o}s-R\'enyi graph model. Recently, Knowles and Rosenthal proved that the empirical spectral distribution of the…

We prove that the fluctuations of mesocopic linear statistics for orthogonal polynomial ensembles are universal in the sense that two measures with asymptotic recurrence coefficients have the same asymptotic mesoscopic fluctuations (under…

We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise…

We study temperature fluctuations in mesoscopic $N$-body systems undergoing non-equilibrium processes from the perspective of stochastic thermodynamics. By introducing a stochastic differential equation, we describe the evolution of the…

The three-dimensional Anderson model with a rectangular distribution of site disorder displays two distinct localization-delocalization transitions, against varying disorder intensity, for a relatively narrow range of Fermi energies. Such…

We establish strong dynamical localization for a class of multi-particle Anderson models in a Euclidean space with an alloy-type random potential and a sub-exponentially decaying interaction of infinite range. For the first time in the…

We prove a central limit theorem for the difference of linear eigenvalue statistics of a sample covariance matrix $\widetilde{W}$ and its minor $W$. We find that the fluctuation of this difference is much smaller than those of the…

We consider random Schr\"{o}dinger operators on $\ell^2(\mathbb{Z}^d)$ when the distribution of single site potentials is $\alpha$-H\"{o}lder continuous ($0<\alpha\leq 1$). In localized regime we study the distribution of eigenfunctions…

Functional limit theorems for scaled fluctuations of occupation time processes of a sequence of critical branching particle systems in $\R^d$ with anisotropic space motions and strongly degenerated splitting abilities are proved in the…

We give an upper bound on the total variation distance between the linear eigenvalue statistic, properly scaled and centred, of a random matrix with a variance profile and the standard Gaussian random variable. The second order Poincar\'e…

We consider the Anderson tight-binding model on $\mathbb{Z}^d$, $d\geq 2$, with Gaussian noise and at low disorder $\lambda>0$. We derive a diffusive scaling limit for the entries of the resolvent $R(z)$ at imaginary part…

Central limit theorems play an important role in the study of statistical inference for stochastic processes. However, when the nonparametric local polynomial threshold estimator, especially local linear case, is employed to estimate 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,…

The asymptotic behaviour of a generalised P\'olya--Eggenberger urn is well--known to depend on the spectrum of its replacement matrix: If its dominant eigenvalue $r$ is simple and no other eigenvalue is `large' in the sense that its real…

A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…