Related papers: Widom's conjecture: variance asymptotics and entro…
Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…
We study conditions under which treatment effect estimators constructed under the no-interference assumption in randomized experiments are asymptotically normal in the presence of interference. We prove that the standard Horvitz-Thompson…
A model of random plane partitions which describes five-dimensional $\mathcal{N}=1$ supersymmetric SU(N) Yang-Mills is studied. We compute the wave functions of fermions in this statistical model and investigate their thermodynamic limits…
We introduce multicritical Schur measures, which are probability laws on integer partitions which give rise to non-generic fluctuations at their edge. They are in the same universality classes as one-dimensional momentum-space models of…
In this note, we prove a central limit theorem for smooth linear statistics of zeros of random polynomials which are linear combinations of orthogonal polynomials with iid standard complex Gaussian coefficients. Along the way, we obtain…
We provide a new upper bound for sampling numbers $(g_n)_{n\in \mathbb{N}}$ associated to the compact embedding of a separable reproducing kernel Hilbert space into the space of square integrable functions. There are universal constants…
We build on recent works on Stein's method for functions of multivariate normal random variables to derive bounds for the rate of convergence of some asymptotically chi-square distributed statistics. We obtain some general bounds and…
A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix $\mathbf{S}$, constructed from $n$ observations of a $p$-dimensional random vector with iid components, and the Frobenius norm of…
Classical mathematical statistics deals with models that are parametrized by a Euclidean, i.e. finite dimensional, parameter. Quite often such models have been and still are chosen in practical situations for their mathematical simplicity…
For the general class of quasifree fermionic right mover/left mover systems over the infinitely extended two-sided discrete line introduced in [8] within the algebraic framework of quantum statistical mechanics, we study the von Neumann…
We study the edge behavior of inhomogeneous one-dimensional quantum systems, such as Lieb-Liniger models in traps or spin chains in spatially varying magnetic fields. For free systems these fall into several universality classes, the most…
We study the entanglement entropies of an interval adjacent to the boundary of the half line for the free fermionic spinless Schr\"odinger field theory at finite density and zero temperature, with either Neumann or Dirichlet boundary…
In this paper, we study the complex Wigner matrices $M_n=\frac{1}{\sqrt{n}}W_n$ whose eigenvalues are typically in the interval $[-2,2]$. Let $\lambda_1\leq \lambda_2...\leq\lambda_n$ be the ordered eigenvalues of $M_n$. Under the…
We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the…
In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…
This paper presents the asymptotic theory for nondegenerate $U$-statistics of high frequency observations of continuous It\^{o} semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem…
The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…
We estimate linear functionals in the classical deconvolution problem by kernel estimators. We obtain a uniform central limit theorem with $\sqrt{n}$-rate on the assumption that the smoothness of the functionals is larger than the…
This work explores the clustering of wireless users by examining the distances between their channel covariance matrices, which reside on the Riemannian manifold of positive definite matrices. Specifically, we consider an estimator of the…
In this article we consider a natural class of random walks on free products of graphs, which arise as convex combinations of random walks on the single factors. From the works of Gilch [6,7] it is well-known that for these random walks the…