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

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The aim of this paper is to identify the limit in a high temperature regime of classical beta ensembles on the real line and related eigenvalue processes by using the Markov--Krein transform. We show that the limiting measure of Gaussian…

Probability · Mathematics 2025-05-16 Fumihiko Nakano , Hoang Dung Trinh , Khanh Duy Trinh

We study fluctuations of linear statistics corresponding to smooth functions for certain biorthogonal ensembles. We study those biorthogonal ensembles for which the underlying biorthogonal family satisfies a finite term recurrence and…

Mathematical Physics · Physics 2013-10-09 Jonathan Breuer , Maurice Duits

We compute explicitly, and without any extra regularity assumptions, the large time limit of the fibrewise heat operator for Bismut-Lott type superconnections in the L^2-setting. This is motivated by index theory on certain non-compact…

Differential Geometry · Mathematics 2015-07-16 Sara Azzali , Sebastian Goette , Thomas Schick

In this note, we study possible extensions of the Central Limit Theorem for non-convex bodies. First, we prove a Berry-Esseen type theorem for a certain class of unconditional bodies that are not necessarily convex. Then, we consider a…

Probability · Mathematics 2016-12-15 Uri Grupel

Beta Laguerre processes which are generalizations of the eigenvalue process of Wishart/Laguerre processes can be defined as the square of radial Dunkl processes of type B. In this paper, we study the limiting behavior of their empirical…

Probability · Mathematics 2021-03-25 Hoang Dung Trinh , Khanh Duy Trinh

By means of Metropolis Monte Carlo simulations of a coarse-grained model for flexible polymers, we investigate how the integrated autocorrelation times of different energetic and structural quantities depend on the temperature. We show…

Computational Physics · Physics 2014-08-19 Kai Qi , Michael Bachmann

Recent work in dynamic causal inference introduced a class of discrete-time stochastic processes that generalize martingale difference sequences and arrays as follows: the random variates in each sequence have expectation zero given certain…

Statistics Theory · Mathematics 2025-12-05 Walter Dempsey , Easton Huch

We use the method of atomic decomposition and a new family of Banach spaces to study the action of transfer operators associated to piecewise-defined maps. It turns out that these transfer operators are quasi-compact even when the…

Dynamical Systems · Mathematics 2020-09-03 Alexander Arbieto , Daniel Smania

We prove the equivalence between the integral central limit theorem and the local central limit theorem for two-body potentials with long-range interactions on the lattice $\mathbb{Z}^d$ for $d\ge 1$. The spin space can be an arbitrary,…

Mathematical Physics · Physics 2024-08-09 Eric O. Endo , Roberto Fernández , Vlad Margarint , Nguyen Tong Xuan

We give a closer look at the Central Limit Theorem (CLT) behavior in quasi-stationary states of the Hamiltonian Mean Field model, a paradigmatic one for long-range-interacting classical many-body systems. We present new calculations which…

Statistical Mechanics · Physics 2008-03-17 A. Pluchino , A. Rapisarda , C. Tsallis

A sharp version of the Central Limit Theorem for linear combinations of iterates of an inner function is proved. The authors previously showed this result assuming a suboptimal condition on the coefficients of the linear combination. Here…

Complex Variables · Mathematics 2024-07-25 Artur Nicolau , Odí Soler i Gibert

Let A(n) be a sequence of i.i.d. topical (i.e. isotone and additively homogeneous) operators. Let $x(n,x_0)$ be defined by $x(0,x_0)=x_0$ and $x(n,x_0)=A(n)x(n-1,x_0)$. This can modelize a wide range of systems including, task graphs, train…

Probability · Mathematics 2007-05-23 Glenn Merlet

We extend the newly proposed probability-changing cluster (PCC) Monte Carlo algorithm to the study of systems with the vector order parameter. Wolff's idea of the embedded cluster formalism is used for assigning clusters. The…

Statistical Mechanics · Physics 2009-11-07 Yusuke Tomita , Yutaka Okabe

The loop equations for the $\beta$-ensembles are conventionally solved in terms of a $1/N$ expansion. We observe that it is also possible to fix $N$ and expand in inverse powers of $\beta$. At leading order, for the one-point function…

Mathematical Physics · Physics 2023-04-21 Peter J. Forrester

We present important use cases and limitations when considering results obtained from Cluster Perturbation Theory (CPT). CPT combines the solutions of small individual clusters of an infinite lattice system with the Bloch theory of…

Strongly Correlated Electrons · Physics 2023-09-26 Nicklas Enenkel , Markus Garst , Peter Schmitteckert

We provide a sharp rate of convergence in the central limit theorem for random vectors with an unconditional, log-concave density. The argument relies on analysis of the Neumann laplacian on convex domains and on the theory of optimal…

Probability · Mathematics 2008-05-01 Bo'az Klartag

In this paper, we rigorously derive Central Limit Theorems (CLT) for Bayesian two-layerneural networks in the infinite-width limit and trained by variational inference on a regression task. The different networks are trained via different…

Machine Learning · Statistics 2024-06-14 Arnaud Descours , Tom Huix , Arnaud Guillin , Manon Michel , Éric Moulines , Boris Nectoux

We investigate the random permutation matrices induced by the Chinese restaurant processes with $(\alpha,\theta)$-seating. When $\alpha=0,\theta>0$, the permutations are those following Ewens measures on symmetric groups, and have been…

Probability · Mathematics 2024-12-20 Jaime Garza , Yizao Wang

We introduce a new method for obtaining quantitative convergence rates for the central limit theorem (CLT) in a high dimensional setting. Using our method, we obtain several new bounds for convergence in transportation distance and entropy,…

Probability · Mathematics 2020-09-08 Ronen Eldan , Dan Mikulincer , Alex Zhai

We establish limit theorems involving weak convergence of multiple generations of critical and supercritical branching processes. These results arise naturally when dealing with the joint asymptotic behavior of functionals defined in terms…

Probability · Mathematics 2009-12-25 James Kuelbs , Anand N. Vidyashankar