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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…
We compute explicitly the limits of tangents of a quasi-ordinary singularity in terms of its special monomials. We show that the set of limits of tangents of Y is essentially a topological invariant of Y .
We study the dynamics generated by return maps associated with nested convex bodies and growing domains satisfying the geometric normal property in the plane. These maps are defined by transporting boundary points along normal directions to…
Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…
We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly reinforced generalized Polya urns.
A pathwise large deviation principle in the Wasserstein topology and a pathwise central limit theorem are proved for the empirical measure of a mean-field system of interacting diffusions. The coefficients are path-dependent. The framework…
We prove a central limit theorem for the winding number of a directed polymer on a cylinder, which is equivalent with proving the Gaussian fluctuations of the endpoint of the directed polymer in a spatial periodic environment.
We consider a class of non-conformal expanding maps on the $d$-dimensional torus. For an equilibrium measure of an H\"older potential, we prove an analogue of the Central Limit Theorem for the fluctuations of the logarithm of the measure of…
We prove a central limit theorem for random walks with finite variance on linear groups.
We prove a GUE central limit theorem for random variables with finite fourth moment. We apply this theorem to prove that the directed first and last passage percolation problems in thin rectangles exhibit universal fluctuations given by the…
We establish central limit theorems for the position and velocity of the charged particle in the mechanical particle model introduced in the paper "Limit velocity for a driven particle in a random medium with mass aggregation"…
Consider a Bernoulli random field satisfying the Hannan's condition. Recently, invariance principles for partial sums of random fields over rectangular index sets are established. In this note we complement previous results by investigating…
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…
Nearest neighbor cells in $R^d,d\in\mathbb{N}$, are used to define coefficients of divergence ($\phi$-divergences) between continuous multivariate samples. For large sample sizes, such distances are shown to be asymptotically normal with a…
The purpose of this work is to establish a central limit theorem that can be applied to a particular form of Markov chains, including the number of descents in a random permutation of $\mathfrak{S}_n$, two-type generalized P{\'o}lya urns,…
This paper provides central limit theorems for the wavelet packet decomposition of stationary band-limited random processes. The asymptotic analysis is performed for the sequences of the wavelet packet coefficients returned at the nodes of…
The notion of a surface-order specific entropy h_c(P) of a two-dimensional discrete random field P along a curve c is introduced as the limit of rescaled entropies along lattice approximations of the blowups of c. Existence is shown by…
There is a long history of establishing central limit theorems for Markov chains. Quantitative bounds for chains with a spectral gap were proved by Mann and refined later. Recently, rates of convergence for the total variation distance were…
We derive new bounds of the remainder in a combinatorial central limit theorem without assumptions on independence and existence of moments of summands. For independent random variables our theorems imply Esseen and Berry-Esseen type…
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…