Related papers: A central limit theorem for random tangent fields …
We prove a central limit theorem for the length of the longest subsequence of a random permutation which follows one of a class of repeating patterns. This class includes every fixed pattern of ups and downs having at least one of each,…
In this paper, we prove a similar result to the fundamental theorem of regular surfaces in classical differential geometry, which extends the classical theorem to the entire class of singular surfaces in Euclidean 3-space known as frontals.…
In this talk I first review at an elementary level a selection of central limit theorems, including some lesser known cases, for sums and maxima of uncorrelated and correlated random variables. I recall why several of them appear in…
We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance…
Despite spatial and temporal fluctuations in turbulent astrophysical systems, mean-field theories can be used to describe their secular evolution. However, observations taken over time scales much shorter than dynamical time scales capture…
In this paper we study the central limit theorem and its functional form for random fields which are not started from their equilibrium, but rather under the measure conditioned by the past sigma field. The initial class considered is that…
The central limit theorem for convex bodies says that with high probability the marginal of an isotropic log-concave distribution along a random direction is close to a Gaussian, with the quantitative difference determined asymptotically by…
We discuss the spectral asymptotics of some open subsets of the real line with random fractal boundary and of a random fractal, the continuum random tree. In the case of open subsets with random fractal boundary we establish the existence…
We investigate in this paper the distribution of the discrepancy of various lattice counting functions. In particular, we prove that the number of lattice points contained in certain domains defined by products of linear forms satisfies a…
Given a bounded operator $T$ on a Banach space $X$, we study the existence of a probability measure $\mu$ on $X$ such that, for many functions $f:X\to\mathbb K$, the sequence $(f+\dots+f\circ T^{n-1})/\sqrt n$ converges in distribution to a…
Entanglement entropy of gauge fields is calculated using the partition function in curved spacetime with a boundary. We derive a Gibbons-Hawking-like term from a Becchi-Rouet-Stora-Tyutin (BRST) action and a Wald-entropy-like codimension-2…
We study the many body quantum evolution of bosonic systems in the mean field limit. The dynamics is known to be well approximated by the Hartree equation. So far, the available results have the form of a law of large numbers. In this paper…
We define the tangent Euler top in General Relativity through a constrained Lagrangian on the orthonormal frame bundle. The corresponding motions are studied to various degrees of approximation, the lowest of which is shown to yield the…
A mean field type control system is a dynamical system in the Wasserstein space describing an evolution of a large population of agents with mean-field interaction under a control of a unique decision maker. We develop the viability theorem…
Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…
We give a new, self-contained proof of the multidimensional central limit theorem using the technique of ``doubling variables," which is traditionally used to prove uniqueness of solutions of partial differential equations (PDEs). Our…
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 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…
This paper derives central limit and bootstrap theorems for probabilities that sums of centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for…
This article aims to explain some of the basic facts about the questions raised in the title, without the technical details that are available in the literature. We provide a gentle introduction to some rather classical results about…