Related papers: A central limit theorem for square ice
We consider the existence of the integrated density of states (IDS) of the Anderson model on the Hilbert space $\ell^2(\mathbb{Z}^d)$ as analogues to the law of large numbers (LLN). In this work, we prove the analogues central limit theorem…
We explore properties of the $\chi^2$ and more general R\'enyi (Tsallis) distances to the normal law. In particular we provide necessary and sufficient conditions for the convergence to the normal law in the central limit theorem using…
We provide an abstract multivariate central limit theorem with the Lindeberg-type error bounded in terms of Lipschitz functions (Wasserstein 1-distance) or functions with bounded second or third derivatives. The result is proved by means of…
We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles of random matrices with one interval limiting spectrum. We consider ensembles with real analytic potentials and test functions with two…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
Let f be a dominating meromorphic self-map of large topological degree on a compact Kaehler manifold. We give a new construction of the equilibrium measure of f and prove that it is exponentially mixing. Then, we deduce the central limit…
We give a rigorous treatment to the thermodynamic limit of the 6-vertex model. We prove that the unique solution of the Bethe-Ansatz equation exists and the distribution of the roots converges to a continuum measure. We solve this problem…
In this text, we provide a fully rigorous, complete and self-contained proof of E.H.Lieb's statement that (topological) entropy of square ice (or six vertex model, XXZ spin chain for anisotropy parameter $\Delta=1/2$) is equal to…
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…
We study inhomogeneous random graphs with a finite type space. For a natural generalization of the model as a dynamic network-valued process, the paper establishes the following results: (a) Functional central limit theorems for the…
The overlap distribution of the Sherrington-Kirkpatrick model on the Nishimori line has been proved to be self averaging for large volumes. Here we study the joint distribution of the rescaled overlaps around their common mean and prove…
In this paper we prove the central limit theorem for Hotelling's $T^2$ statistic when the dimension of the random vectors is proportional to the sample size.
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…
Given a Coxeter system of large type we prove a non--commutative central limit theorem: After normalisation with the square root of n the characteristic function of the set of the first n generators tends in distribution to Wigners…
This paper deals with the numerical approximation of normalizing constants produced by particle methods, in the general framework of Feynman-Kac sequences of measures. It is well-known that the corresponding estimates satisfy a central…
We establish a central limit theorem for the eigenvalue counting function of a matrix of real Gaussian random variables.
Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…
High proved the following theorem. If the intersections of any two congruent copies of a plane convex body are centrally symmetric, then this body is a circle. In our paper we extend the theorem of High to the sphere and the hyperbolic…
We establish a central limit theorem and prove a moderate deviation principle for stochastic scalar conservation laws. Due to the lack of viscous term, this is done in the framework of kinetic solution. The weak convergence method and…
The applicability conditions of a recently reported Central Limit Theorem-based approximation method in statistical physics are investigated and rigorously determined. The failure of this method at low and intermediate temperature is proved…