Related papers: Central limit theorem for the overlaps on the Nish…
We prove that the Newton quotient of the average R(t) of a lipschitzian function (with non vanishing variation) with respect to the SRB measure on a transversal family f_t of piecewise expanding unimodal maps, after an appropriated…
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…
We study the number of occurrences of any fixed vincular permutation pattern. We show that this statistics on uniform random permutations is asymptotically normal and describe the speed of convergence. To prove this central limit theorem,…
This paper deals with the Gaussian and bootstrap approximations to the distribution of the max statistic in high dimensions. This statistic takes the form of the maximum over components of the sum of independent random vectors and its…
We prove a central limit theorem for the normalized overlap between two replicas in the spherical SK model in the high temperature phase. The convergence holds almost surely with respect to the disorder variables, and the inverse…
Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…
We study a random partial covering model on the $(d-1)$-dimensional unit sphere, where $N$ spherical caps are placed independently and uniformly at random, each covering a surface fraction of $1/N$. This model provides a continuous…
We consider eigenvalues of generalized Wishart processes as well as particle systems, of which the empirical measures converge to deterministic measures as the dimension goes to infinity. In this paper, we obtain central limit theorems to…
We consider vector spin glass models with self-overlap correction. Since the limit of free energy is an infimum, we use arguments analogous to those for generic models to show the following: 1) the averaged self-overlap converges; 2) the…
We study the relationship between chaotic behavior and the Central Limit Theorem (CLT) in the Kuramoto model. We calculate sums of angles at equidistant times along deterministic trajectories of single oscillators and we show that, when…
A self-consistent thermodynamic framework is presented for power-law canonical distributions based on the generalized central limit theorem by extending the discussion given by Khinchin for deriving Gibbsian canonical ensemble theory. The…
We generalize the strategy, we recently introduced to prove the existence of the thermodynamic limit for the Sherrington-Kirkpatrick and p-spin models, to a wider class of mean field spin glass systems, including models with multi-component…
A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to…
We consider a classical random-bond Ising model (RBIM) with binary distribution of $\pm K$ bonds on the square lattice at finite temperature. In the phase diagram of this model there is the so-called Nishimori line which intersects the…
We show central limit theorems (CLT) for the Stieltjes transforms or more general analytic functions of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of $\alpha$-stable laws and…
We study the probability distribution of the area and the number of vertices of random polygons in a convex set $K\subset\mathbb{R}^2$. The novel aspect of our approach is that it yields uniform estimates for all convex sets…
The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…
In this paper we obtain two results for the Sherrington-Kirkpatrick (SK) model, and we show that they both emerge from a single approach. First, we prove that the average of the overlap takes positive values when it is non zero. More…
We consider the singular vectors of any $m \times n$ submatrix of a rectangular $M \times N$ Gaussian matrix and study their asymptotic overlaps with those of the full matrix, in the macroscopic regime where $N \,/\, M\,$, $m \,/\, M$ as…
We prove a central limit theorem for non-commutative random variables in a von Neumann algebra with a tracial state: Any non-commutative polynomial of averages of i.i.d. samples converges to a classical limit. The proof is based on a…