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Related papers: Multivariate CLT for critical points

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High-dimensional autocovariance matrices play an important role in dimension reduction for high-dimensional time series. In this article, we establish the central limit theorem (CLT) for spiked eigenvalues of high-dimensional sample…

Statistics Theory · Mathematics 2024-05-14 Daning Bi , Xiao Han , Adam Nie , Yanrong Yang

We introduce a renormalized 1PI vertex part scalar field theory setting in momentum space to computing the critical exponents $\nu$ and $\eta$, at least at two-loop order, for a layered parallel plate geometry separated by a distance L,…

Statistical Mechanics · Physics 2015-05-27 José B. da Silva , Marcelo M. Leite

We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…

Probability · Mathematics 2019-02-20 Gaultier Lambert , Michel Ledoux , Christian Webb

We consider a non-nestling random walk in a product random environment. We assume an exponential moment for the step of the walk, uniformly in the environment. We prove an invariance principle (functional central limit theorem) under almost…

Probability · Mathematics 2007-06-13 Firas Rassoul-Agha , Timo Seppalainen

In this article, we revisit the question of fluctuations of linear statistics of beta ensembles in the single cut and non-critical regime for general potentials $V$ under mild regularity and growth assumptions. Our main objective is to…

Probability · Mathematics 2024-03-27 Jürgen Angst , Ronan Herry , Dominique Malicet , Guillaume Poly

We make use of an entropic property to establish a convergence theorem (Main Theorem), which reveals that the conditional entropy measures the asymptotic Gaussianity. As an application, we establish the {\it entropic conditional central…

Probability · Mathematics 2024-07-17 Zhi-Ming Ma , Liu-Quan Yao , Shuai Yuan , Hua-Zi Zhang

This paper focuses on studying the multilevel Monte Carlo method recently introduced by Giles [Oper. Res. 56 (2008) 607-617] which is significantly more efficient than the classical Monte Carlo one. Our aim is to prove a central limit…

Probability · Mathematics 2015-01-27 Mohamed Ben Alaya , Ahmed Kebaier

This paper is devoted to study the topological invariance of several non-uniform hyperbolicity conditions of one-dimensional maps. In contrast with the case of maps with only one critical point, it is known that for maps with several…

Dynamical Systems · Mathematics 2017-04-26 Huaibin Li

We study the ergodic and statistical properties of a class of maps of the circle and of the interval of Lorenz type which present indifferent fixed points and points with unbounded derivative. These maps have been previously investigated in…

Dynamical Systems · Mathematics 2008-12-16 Giampaolo Cristadoro , Nicolai Haydn , Philippe Marie , Sandro Vaienti

We present a numerical study of topological descriptors of initially Gaussian and scale-free density perturbations evolving via gravitational instability in an expanding universe. We carefully evaluate and avoid numerical contamination in…

Astrophysics · Physics 2009-10-31 Stephane Colombi , Dmitry Pogosyan , Tarun Souradeep

Random field excursions is an increasingly vital topic within data analysis in medicine, cosmology, materials science, etc. This work is the first detailed study of their Betti numbers in the so-called `sparse' regime. Specifically, we…

Probability · Mathematics 2018-08-24 Gugan Thoppe , Sunder Ram Krishnan

Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…

Probability · Mathematics 2016-09-13 Gaultier Lambert

We consider generalized inversions and descents in finite Weyl groups. We establish Coxeter-theoretic properties of indicator random variables of positive roots such as the covariance of two such indicator random variables. We then compute…

Probability · Mathematics 2023-09-29 Kathrin Meier , Christian Stump

The expected Euler characteristic (EEC) curve of excursion sets of a Gaussian random field is used to approximate the distribution of its supremum for high thresholds. Viewed as a function of the excursion threshold, the EEC is expressed by…

Statistics Theory · Mathematics 2024-04-19 Fabian Telschow , Armin Schwartzman , Dan Cheng , Pratyush Pranav

Let T be a rooted supercritical multi-type Galton-Watson (MGW) tree with types coming from a finite alphabet, conditioned to non-extinction. The lambda-biased random walk (X_t, t>=0) on T is the nearest-neighbor random walk which, when at a…

Probability · Mathematics 2012-05-08 Amir Dembo , Nike Sun

We study the Central Limit Theorem (CLT) in the so-called mixed (anisotropic) Lebesgue-Riesz spaces and tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces.

Probability · Mathematics 2013-08-27 E. Ostrovsky , L. Sirota

We prove CLTs for biased randomly trapped random walks in one dimension. In particular, we will establish an annealed invariance principal by considering a sequence of regeneration times under the assumption that the trapping times have…

Probability · Mathematics 2016-11-22 Adam Bowditch

We prove an abstract critical point theorem based on a cohomological index theory that produces pairs of nontrivial critical points with nontrivial higher critical groups. This theorem yields pairs of nontrivial solutions that are neither…

Analysis of PDEs · Mathematics 2021-02-19 Kanishka Perera

We show that a strengthened version of the Collet-Eckmann condition for multimodal maps is topologically invariant. In particular, if f is non-uniformly expanding and the critical points are generic with respect to the absolutely continuous…

Dynamical Systems · Mathematics 2016-09-07 Stefano Luzzatto , Lanyu Wang

We study the minimizer u of a convex functional in the plane which is not G\^ateaux-differentiable. Namely, we show that the set of critical points of any C^1-smooth minimizer can not have isolated points. Also, by means of some appropriate…

Analysis of PDEs · Mathematics 2008-12-23 Simone Cecchini , Rolando Magnanini