Related papers: On the Central Limit Theorem for the log-partition…
It is shown that two conjectures put forward in the recent article Iksanov and Kostohryz (2025) are true. Namely, we prove a functional central limit theorem (FCLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series…
We consider the Sherrington--Kirkpatrick spin glass model with zero external field and at inverse temperature $\beta>0$. Let $F_N(\beta)$ be the corresponding log-partition function. Under the assumption that $c_N:=N^{1/3}(1-\beta_N^2)$ is…
Selberg's central limit theorem states that the values of $\log|\zeta(1/2+i \tau)|$, where $\tau$ is a uniform random variable on $[T,2T]$, is distributed like a Gaussian random variable of mean $0$ and standard deviation…
We prove that the linear statistics of eigenvalues of $\beta$-log gasses satisfying the one-cut and off-critical assumption with a potential $V \in C^6(\mathbb{R})$ satisfy a central limit theorem at all mesoscopic scales $\alpha \in (0;…
Let $L(s, \chi_1), \ldots, L(s, \chi_N)$ be primitive Dirichlet $L$-functions different from the Riemann zeta function. Under suitable hypotheses we prove that any linear combination $a_1\log|L(\rho,\chi_1)|+\dots+a_N\log|L(\rho,\chi_N)|$…
In the zero temperature Brownian semi-discrete directed polymer we study the joint distribution of two last-passage times at positions ordered in the time-like direction. This is the situation when we have the slow de-correlation…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
After a general introduction to the field, we describe some recent results concerning disorder effects on both `random walk models', where the random walk is a dynamical process generated by local transition rules, and on `polymer models',…
In this article we focus on a general model of random walk on random marked trees. We prove a recurrence criterion, analogue to the recurrence criterion proved by R. Lyons and Robin Pemantle (1992) in a slightly different model. In the…
We prove a law of large numbers and a central limit theorem for a tagged particle in a symmetric simple exclusion process in the one-dimensional lattice with variable diffusion coefficient. The scaling limits are obtained from a similar…
We provide an abstract multivariate central limit theorem with the Lindeberg-type error bounded in terms of Lipschitz functions (Wasserstein 1-distance) or functions with bounded second or third derivatives. The result is proved by means of…
We prove a Law of Iterated Logarithm for random walks on a family of diagonal products constructed by Brieussel and Zheng (2021). This provides a wide variety of new examples of Law of Iterated Logarithm behaviours for random walks on…
We show a central limit theorem for random walk on a Galton-Watson tree, when the edges of the tree are assigned randomly uniformly elliptic conductances. When a positive fraction of edges is assigned a small conductance $\varepsilon$, we…
The author gave the sharp asymptotic behavior of the free energy of $1+1$ dimensional directed polymers in random environment(DPRE) as the inverse temperature $\beta\to 0$ under the assumption that random environment satisfies a certain…
A system of $N$ weakly interacting particles whose dynamics is given in terms of jump-diffusions with a common factor is considered. The common factor is described through another jump-diffusion and the coefficients of the evolution…
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…
The main result of this paper is a functional limit theorem for the sine-process. In particular, we study the limit distribution, in the space of trajectories, for the number of particles in a growing interval. The sine-process has the…
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 2018, Kahle and Stump raised the following problem: identify sequences of finite Coxeter groups $W_n$ for which the two-sided descent statistics on a uniform random element of $W_n$ is asymptotically normal. Recently, Br\"uck and…
We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…