Related papers: Entropic CLT for Order Statistics
For a uniform process $\{ X_t: t\in E\}$ (by which $X_t $ is uniformly distributed on $(0,1)$ for $t\in E$) and a function $w(x)>0$ on $(0,1)$, we give a sufficient condition for the weak convergence of the empirical process based on $\{…
We prove, for any $\beta >0$, a central limit theorem for the fluctuations of linear statistics in the Sine-$\beta$ process, which is the infinite volume limit of the random microscopic behavior in the bulk of one-dimensional log-gases at…
In these notes, we obtain new stability estimates for centered non-degenerate selfdecomposable probability measures on $\mathbb{R}^d$ with finite second moment and for non-degenerate symmetric $\alpha$-stable probability measures on…
The central limit theorem for convex bodies says that with high probability the marginal of an isotropic log-concave distribution along a random direction is close to a Gaussian, with the quantitative difference determined asymptotically by…
We consider several low--dimensional chaotic maps started in far-from-equilibrium initial conditions and we study the process of relaxation to equilibrium. In the case of conservative maps the Boltzmann-Gibbs entropy S(t) increases linearly…
We study the relative entropy between the empirical estimate of a discrete distribution and the true underlying distribution. If the minimum value of the probability mass function exceeds an $\alpha > 0$ (i.e. when the true underlying…
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…
The criteria determining the sign of entropy change in the open system are formulated. The concepts of entrostat, degree of openness, critical level of ordering are entered. The opportunity of occurrence of entropy oscillations in a…
The out-of-time-order correlator (OTOC), recently analyzed in several physical contexts, is studied for low-dimensional chaotic systems through semiclassical expansions and numerical simulations. The semiclassical expansion for the OTOC…
We consider two $n\times n$ non-Hermitian random matrices such that the $ij$th entry of one matrix is correlated with the $ij$th entry of the other matrix. However, the entries of any particular matrix are i.i.d. random variables. We study…
We show that the variance of centred linear statistics of eigenvalues of GUE matrices remains bounded for large $n$ for some classes of test functions less regular than Lipschitz functions. This observation is suggested by the limiting form…
Combining cross-section and time series data is a long and well established practice in empirical economics. We develop a central limit theory that explicitly accounts for possible dependence between the two data sets. We focus on common…
We study entanglement growth in a harmonic oscillator chain subjected to the weak measurement of observables which have been smeared-out over a length scale $R$. We find that entanglement grows diffusively ($S \sim t^{1/2}$) for a large…
We study the central limit theorem for sums of independent tensor powers, $\frac{1}{\sqrt{d}}\sum\limits_{i=1}^d X_i^{\otimes p}$. We focus on the high-dimensional regime where $X_i \in \mathbb{R}^n$ and $n$ may scale with $d$. Our main…
Unlike classical simple random walks, one-dimensional random walks in random environments (RWRE) are known to have a wide array of potential limiting distributions. Under certain assumptions, however, it is known that CLT-like limiting…
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…
We consider families of random products of close-by Anosov diffeomorphisms, and show that statistical stability and linear response hold for the associated families of equivariant and stationary measures. Our analysis rely on the study of…
Statistical modeling often involves identifying an optimal estimate to some underlying probability distribution known to satisfy some given constraints. I show here that choosing as estimate the centroid, or center of mass, of the set…
An equivalent condition for the product of elements of an independent random sample on a compact algebraic group converging in distribution to some random variable as the sample size increases is obtained. Namely, a limit distribution…
Local increases in the mean of a random field are detected (conservatively) by thresholding a field of test statistics at a level $u$ chosen to control the tail probability or $p$-value of its maximum. This $p$-value is approximated by the…