English
Related papers

Related papers: CLT for $\beta$ ensembles at high-temperature, and…

200 papers

On the 1+2 dimensional lattice, we consider a directed polymer in a random Gaussian environment that is independent in time and correlated in space. The spatial correlation is supposed to decay as $(\log |x|)^a /|x|^{2}$, $a>-1$, where the…

Probability · Mathematics 2025-10-02 Clément Cosco , Francesca Cottini , Anna Donadini

The log-partition function $ \log W_N(\beta)$ of the two-dimensional directed polymer in random environment is known to converge in distribution to a normal distribution when considering temperature in the subcritical regime…

Probability · Mathematics 2025-09-03 Clément Cosco , Anna Donadini

For a class of tight-binding many-electron models on hyper-cubic lattices the equal-time correlation functions at non-zero temperature are proved to decay exponentially in the distance between the center of positions of the electrons and…

Mathematical Physics · Physics 2015-05-18 Yohei Kashima

Customers arrive at rate N times alpha on a network of N single server infinite buffer queues, choose L queues uniformly, join the shortest one, and are served there in turn at rate beta. We let N go to infinity.We prove a functional…

Probability · Mathematics 2007-05-23 Carl Graham

We prove a Central Limit Theorem (CLT) in the non-commutative setting of random matrix products where the underlying process is driven by a subshift of finite type (SFT) with Markov measure. We use the martingale method introduced by Y.…

Probability · Mathematics 2021-06-30 Alex Furman , Robert Thijs Kozma

We provide bounds of Berry-Esseen type for fundamental limit theorems in operator-valued free probability theory such as the operator-valued free Central Limit Theorem and the asymptotic behaviour of distributions of operator-valued…

Probability · Mathematics 2022-03-01 Marwa Banna , Tobias Mai

This paper provides a Central Limit Theorem (CLT) for a process $\{\theta_n, n\geq 0\}$ satisfying a stochastic approximation (SA) equation of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H(\theta_n,X_{n+1})$; a CLT for the associated…

Probability · Mathematics 2013-09-13 Gersende Fort

We prove central limit theorems (CLTs) for topological functionals of Bernoulli bond percolation on infinite graphs beyond the Euclidean lattice $\mathbb{Z}^{d}$. For quasi-transitive graphs of subexponential growth, we show that the number…

Probability · Mathematics 2026-04-10 Luciano H. L. de Araújo , Daniel Miranda Machado , Cristian F. Coletti

We study the Central Limit Theorem (CLT) in the so-called hybrid Lebesgue-continuous spaces and tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces.

Probability · Mathematics 2013-09-11 E. Ostrovsky , L. Sirota

We obtain a functional central limit theorem (CLT) for sums of the form $\xi_N(t)=\frac1{\sqrt N}\sum_{n=1}^{[Nt]}\big(F(X(q_1(n)),...,X(q_\ell(n)))-\bar F\big)$ where $q_1,...,q_\ell$ are polynomials.

Probability · Mathematics 2017-08-08 Y. Hafouta , Y. Kifer

We prove the Central Limit Theorem (CLT), the first order Edgeworth Expansion and a Mixing Local Central Limit Theorem (MLCLT) for Birkhoff sums of a class of unbounded heavily oscillating observables over a family of full-branch piecewise…

Dynamical Systems · Mathematics 2025-12-08 Kasun Fernando , Tanja I. Schindler

In this work, we show that uniform integrability is not a necessary condition for central limit theorems (CLT) to hold for normalized multilevel Monte Carlo (MLMC) estimators and we provide near optimal weaker conditions under which the CLT…

Probability · Mathematics 2019-05-17 Håkon Hoel , Sebastian Krumscheid

We produce a series of Central Limit Theorems (CLTs) associated to compact metric measure spaces $(K,d,\eta)$, with $\eta$ a reasonable probability measure. For the first CLT, we can ignore $\eta$ by isometrically embedding $K$ into…

Probability · Mathematics 2020-01-14 Steven Rosenberg , Jie Xu

The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of…

Probability · Mathematics 2022-05-03 Vassili Kolokoltsov

In this article we formulate the CLT associated to Gaussian operators of type B -- see \cite{BEH15}, where important role is played by colored pair partitions. Then we present a certain family of noncommutative random matrix models for the…

Probability · Mathematics 2017-09-20 Wiktor Ejsmont

For Young systems, i.e. for hyperbolic systems without/with singularities satisfying Lai-Sang Young's axioms (which imply exponential decay of correlation and the CLT) a local CLT is proven. In fact, a unified version of the local CLT is…

Dynamical Systems · Mathematics 2019-12-19 Domokos Szász , Tamás Varjú

Let $H$ be a real separable Hilbert space and $(a_k)_{k\in\mathbb{Z}}$ a sequence of bounded linear operators from $H$ to $H$. We consider the linear process $X$ defined for any $k$ in $\mathbb{Z}$ by…

Probability · Mathematics 2010-07-07 Mohamed EL Machkouri

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

Dynamical Systems · Mathematics 2023-07-25 Yeor Hafouta

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

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…

Statistical Mechanics · Physics 2012-03-21 Bruno Leggio , Oleg Lychkovskiy , Antonino Messina