Related papers: Central limit theorems for Fr\'echet means on stra…
When the underlying random variables are Gaussian, the classical Central Limit Theorem (CLT) is trivial, but the functional CLT is not. The objective of the paper is to investigate the functional CLT for stationary Gaussian processes in the…
This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…
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…
A high order morphing continuum theory (MCT) is introduced to model highly compressible turbulence. The theory is formulated under the rigorous framework of rational continuum mechanics. A set of linear constitutive equations and balance…
We prove a central limit theorem (CLT) for the product of a class of random singular matrices related to a random Hill's equation studied by Adams$\unicode{x2013}$Bloch$\unicode{x2013}$Lagarias. The CLT features an explicit formula for the…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
We prove a quenched functional central limit theorem (quenched FCLT) for the sums of a random field (r.f.) along a 2d-random walk in different situations: when the r.f. is iid with a second order moment (random sceneries), or when it is…
Let $\Cal S$ be an abelian finitely generated semigroup of endomorphisms of a probability space $(\Omega, {\Cal A}, \mu)$, with $(T_1, ..., T_d)$ a system of generators in ${\Cal S}$. Given an increasing sequence of domains $(D_n) \subset…
We demonstrate that the probability distribution of the net number of electrons passing through a quantum system in a junction obeys a steady-state fluctuation theorem (FT) which can be tested experimentally by the full counting statistics…
Let $(\tau_n)$ be a sequence of toral automorphisms $\tau_n : x \rightarrow A_n x \hbox{mod}\ZZ^d$ with $A_n \in {\cal A}$, where ${\cal A}$ is a finite set of matrices in $SL(d, \mathbb{Z})$. Under some conditions the method of…
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…
This paper derives noncentral limit theorems (NCLTs) for suitable scaling of functionals of spatially homogeneous and isotropic, and stationary in time, LRD Gaussian subordinated Spatiotemporal Random Fields (STRFs) with Hermite rank equal…
Under a Lipschitz condition on distribution dependent coefficients, the central limit theorem and the moderate deviation principle are obtained for solutions of McKean-Vlasov type stochastic differential equations, which extend from the…
In this paper, we introduce a joint central limit theorem (CLT) for specific bilinear forms, encompassing the resolvent of the sample covariance matrix under an elliptical distribution. Through an exhaustive exploration of our theoretical…
High-dimensional sample correlation matrices are a crucial class of random matrices in multivariate statistical analysis. The central limit theorem (CLT) provides a theoretical foundation for statistical inference. In this paper, assuming…
For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…
In these notes, we obtain new stability estimates for centered non-degenerate selfdecomposable probability measures on $\mathbb{R}^d$ with finite second moment and for non-degenerate symmetric $\alpha$-stable probability measures on…
We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…
The continuous min flow-max cut principle is used to reformulate the 'complexity=volume' conjecture using Lorentzian flows -- divergenceless norm-bounded timelike vector fields whose minimum flux through a boundary subregion is equal to the…
We derive a functional central limit theorem (fclt) for normalised sums of a function of the partial sums of independent and identically distributed random variables. In particular, we show, using a technique presented in Huang and Zhang…