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The purpose of this paper is to estimate the limiting variance of asymptotically stationary Gaussian processes observed at high frequency, using the second moment estimator (SME). We study rates of convergence of the central limit theorem…

Probability · Mathematics 2026-03-06 Khalifa Es-Sebaiy , Yong Chen

The critical inverse temperature of the mean-field approximation establishes a lower bound of the true critical inverse temperature in a broad class of ferromagnetic spin models. This is referred to as the mean-field bound for the critical…

Disordered Systems and Neural Networks · Physics 2024-09-25 Manaka Okuyama , Masayuki Ohzeki

For a beta-Jacobi ensemble determined by parameters a_1, a_2 and n, under the restriction that the three parameters go to infinity with n and a_1 being of small orders of a_2, we obtain both the bulk and the edge scaling limits. In…

Probability · Mathematics 2009-11-13 Tiefeng Jiang

We study the mean-field limit of the 1D bosonic canonical ensemble in a superharmonic trap. This is the regime with temperature proportional to particle number, both diverging to infinity, and correspondingly scaled interactions. We prove…

Analysis of PDEs · Mathematics 2026-03-30 van Duong Dinh , Nicolas Rougerie

Under the Kolmogorov--Smirnov metric, an upper bound on the rate of convergence to the Gaussian distribution is obtained for linear statistics of the matrix ensembles in the case of the Gaussian, Laguerre, and Jacobi weights. The main lemma…

Probability · Mathematics 2020-06-16 Sergey Berezin , Alexander I. Bufetov

We determine the limiting distribution of the largest eigenvalue of products from the $\beta$-Laguerre ensemble. This limiting distribution is given by a Tracy-Widom law with parameter $\beta_0>0$ depending on the ratio of the parameters of…

Probability · Mathematics 2013-01-28 Zachary Gelbaum

We introduce iterated beta integrals, a new class of iterated integrals on the universal abelian covering of the punctured projective line that unifies hyperlogarithms and classical beta integrals while preserving their fundamental…

Number Theory · Mathematics 2026-03-27 Minoru Hirose , Nobuo Sato

This paper describes how one can use the well-known Bayesian prior to posterior analysis of the Dirichlet process, and less known results for the gamma process, to address the formidable problem of assessing the distribution of linear…

Probability · Mathematics 2007-05-23 Lancelot F. James

We derive new concentration bounds for time averages of measurement outcomes in quantum Markov processes. This generalizes well-known bounds for classical Markov chains which provide constraints on finite time fluctuations of time-additive…

Quantum Physics · Physics 2023-07-19 Federico Girotti , Juan P. Garrahan , Mădălin Guţă

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

Probability · Mathematics 2011-05-25 Angelika Rohde , Claudia Strauch

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…

Mathematical Physics · Physics 2007-05-23 Alexander B. Soshnikov

A unified, Bayesian inference of midplane electron temperature and density profiles using both Thompson scattering (TS) and interferometric data is presented. Beyond the Bayesian nature of the analysis, novel features of the inference are…

Plasma Physics · Physics 2015-06-12 G. T. von Nessi , M. J. Hole

We develop a novel approach to phase transitions in quantum spin models based on a relation to their classical counterparts. Explicitly, we show that whenever chessboard estimates can be used to prove a phase transition in the classical…

Mathematical Physics · Physics 2011-11-10 Marek Biskup , Lincoln Chayes , Shannon Starr

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

Probability · Mathematics 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos

The conditional extremes framework allows for event-based stochastic modeling of dependent extremes, and has recently been extended to spatial and spatio-temporal settings. After standardizing the marginal distributions and applying an…

Methodology · Statistics 2024-03-26 Emma S. Simpson , Thomas Opitz , Jennifer L. Wadsworth

Near a quantum critical point (QCP) in a metal, strong Fermion-Fermion interactions mediated by soft collective bosons give rise to two competing phenomena: non-Fermi liquid behavior and superconductivity that deviates from conventional BCS…

Superconductivity · Physics 2025-12-24 Ahmed Elezaby , Artem Abanov

We study the asymptotics of the global fluctuations for the difference between two adjacent levels in the $\beta$--Jacobi corners process (multilevel and general $\beta$ extension of the classical Jacobi ensemble of random matrices). The…

Probability · Mathematics 2017-12-27 Vadim Gorin , Lingfu Zhang

We present detailed computations of the 'at least finite' terms (three dominant orders) of the free energy in a one-cut matrix model with a hard edge a, in beta-ensembles, with any polynomial potential. beta is a positive number, so not…

Mathematical Physics · Physics 2015-05-19 Gaëtan Borot , Bertrand Eynard , Satya N. Majumdar , Céline Nadal

We show that in the point process limit of the bulk eigenvalues of $\beta$-ensembles of random matrices, the probability of having no eigenvalue in a fixed interval of size $\lambda$ is given by \[\bigl(\…

Probability · Mathematics 2016-08-14 Benedek Valkó , Bálint Virág

The low-temperature properties and crossover phenomena of $d$-dimensional transverse Ising-like systems within the influence domain of the quantum critical point are investigated solving the appropriate one-loop renormalization group…

Statistical Mechanics · Physics 2009-11-10 A. Caramico D'Auria , L. De Cesare , I. Rabuffo