Related papers: A fixed-point approach to non-commutative central …

This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…

A new type of stochastic dependence for a sequence of random variables is introduced and studied. Precisely, (X_n)_{n\geq 1} is said to be conditionally identically distributed (c.i.d.), with respect to a filtration (G_n)_{n\geq 0}, if it…

This paper proposes a new statistic to test independence between two high dimensional random vectors ${\mathbf{X}}:p_1\times1$ and ${\mathbf{Y}}:p_2\times1$. The proposed statistic is based on the sum of regularized sample canonical…

We develop the functional renormalization group formalism for a tensorial group field theory with closure constraint, in the case of an Abelian just renormalizable model with quartic interactions. The method allows us to obtain a closed but…

We establish asymptotically Gaussian fluctuations for functionals of a large class of spin models and strongly correlated random point fields, achieving near-optimal rates. For spin models, we demonstrate Gaussian asymptotics for the…

Let $X$ be a centered random variable with unit variance, zero third moment, and such that $E[X^4] \ge 3$. Let $\{F_n : n\geq 1\}$ denote a normalized sequence of homogeneous sums of fixed degree $d\geq 2$, built from independent copies of…

We apply renormalisation-group methods to two-body scattering by a combination of known long-range and unknown short-range potentials. We impose a cut-off in the basis of distorted waves of the long-range potential and identify possible…

We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…

We study fixed points of the easy-plane $\mathbb{CP}^{N-1}$ field theory by combining quantum Monte Carlo simulations of lattice models of easy-plane SU($N$) superfluids with field theoretic renormalization group calculations, by using…

We propose a modification of the non-perturbative renormalization-group (NPRG) which applies to lattice models. Contrary to the usual NPRG approach where the initial condition of the RG flow is the mean-field solution, the lattice NPRG uses…

We use functional renormalization group methods to study gravity minimally coupled to a free scalar field. This setup provides the prototype of a gravitational theory which is perturbatively non-renormalizable at one-loop level, but may…

We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the…

We study the fluctuations of certain biorthogonal ensembles for which the underlying family \{P,Q\} satisfies a finite-term recurrence relation of the form $x P(x) = \mathbf{J}P(x)$. For polynomial linear statistics of such ensembles, we…

We consider linear two-time-scale stochastic approximation algorithms driven by martingale noise. Recent applications in machine learning motivate the need to understand finite-time error rates, but conventional stochastic approximation…

We introduce a rigorous and sensitive significance test for hyperuniformity that yields reliable results even from a single sample. Our approach is based on a detailed analysis of the empirical Fourier transform of a stationary point…

Perturbative renormalization group theory is developed as a unified tool for global asymptotic analysis. With numerous examples, we illustrate its application to ordinary differential equation problems involving multiple scales, boundary…

Many classification tasks involve imbalanced data, in which a class is largely underrepresented. Several techniques consists in creating a rebalanced dataset on which a classifier is trained. In this paper, we study theoretically such a…

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.

Fr\'echet means of samples from a probability measure $\mu$ on any smoothly stratified metric space M with curvature bounded above are shown to satisfy a central limit theorem (CLT). The methods and results proceed by introducing and…

The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…