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We prove a Berry-Esseen bound in de Jong's classical CLT for normalized, completely degenerate $U$-statistics, which says that the convergence of the fourth moment sequence to three and a Lindeberg-Feller type negligibility condition are…

Probability · Mathematics 2023-07-07 Christian Döbler

In this paper, we establish the Central Limit Theorem (CLT) for linear spectral statistics (LSSs) of large-dimensional generalized spiked sample covariance matrices, where the spiked eigenvalues may be either bounded or diverge to infinity.…

Statistics Theory · Mathematics 2025-10-07 Zhijun Liu , Jiang Hu , Zhidong Bai , Zhihui Lv

For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…

Probability · Mathematics 2023-06-30 Torben Krüger , Yuriy Nemish

The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…

Probability · Mathematics 2012-03-02 Alexander Bulinski , Evgeny Spodarev , Florian Timmermann

The Fortuin-Kasteleyn (FK) random cluster model, which can be exactly mapped from the $q$-state Potts spin model, is a correlated bond percolation model. By extensive Monte Carlo simulations, we study the FK bond representation of the…

Statistical Mechanics · Physics 2021-03-09 Sheng Fang , Zongzheng Zhou , Youjin Deng

The effects of random magnetic fields are considered in an Ising spin-glass model defined in the limit of infinite-range interactions. The probability distribution for the random magnetic fields is a double Gaussian, which consists of two…

Statistical Mechanics · Physics 2009-11-13 N. Crokidakis , F. D. Nobre

We consider long strips of finite width $L \leq 13$ sites of ferromagnetic Ising spins with random couplings distributed according to the binary distribution: $P(J_{ij})= {1 \over 2} ( \delta (J_{ij} -J_0) + \delta (J_{ij} -rJ_0) ) ,\ 0 < r…

Condensed Matter · Physics 2009-10-28 S. L. A. de Queiroz , R. B. Stinchcombe

This work is concerned with the theory of Graphical Representation for the Ising and Potts Models over general lattices with non-translation invariant external field. We explicitly describe in terms of the Random Cluster Representation the…

Probability · Mathematics 2016-01-27 Leandro Cioletti , Roberto Vila

We obtain concentration estimates for the fluctuations of Coulomb gases in any dimension and in a broad temperature regime, including very small and very large temperature regimes which may depend on the number of points. We obtain a full…

Mathematical Physics · Physics 2022-12-29 Sylvia Serfaty

We consider "randomized" statistics constructed by using a finite number of observations a random field at randomly chosen points. We generalize the invariance principle (the functional CLT), the Glivenko--Cantelli theorem, the theorem…

Probability · Mathematics 2022-07-19 Youri Davydov , Arkady Tempelman

Ising model with quenched random magnetic fields is examined for single Gaussian, bimodal and double Gaussian random field distributions by introducing an effective field approximation that takes into account the correlations between…

Statistical Mechanics · Physics 2016-08-14 Ümit Akıncı , Yusuf Yüksel , Hamza Polat

A detailed numerical study is made of relaxation at equilibrium in the Sherrington-Kirkpatrick Ising spin glass model, at and above the critical temperature Tg. The data show a long time stretched exponential relaxation q(t) ~…

Disordered Systems and Neural Networks · Physics 2015-05-28 Alain Billoire , I. A. Campbell

The asymptotic behaviour of a generalised P\'olya--Eggenberger urn is well--known to depend on the spectrum of its replacement matrix: If its dominant eigenvalue $r$ is simple and no other eigenvalue is `large' in the sense that its real…

Probability · Mathematics 2019-03-13 Noela Müller

The Ising chains in a transverse magnetic field of constant strength (h=1) and with the spin interaction value \lambda are considered. In the case of infinitely long chain, exact analytical expressions are found for the second central…

Quantum Physics · Physics 2015-05-20 M. A. Yurishchev

The class of random-cluster models is a unification of a variety of stochastic processes of significance for probability and statistical physics, including percolation, Ising, and Potts models; in addition, their study has impact on the…

Probability · Mathematics 2007-05-23 Geoffrey Grimmett

We introduce a variational implementation of cluster perturbation theory (CPT) to address the dynamics of spin systems driven out of equilibrium. We benchmark the method with the quantum Ising model subject to a sudden quench of the…

Strongly Correlated Electrons · Physics 2016-12-07 Mohammad Zhian Asadzadeh , Michele Fabrizio , Enrico Arrigoni

Using Bernstein polynomial approximations, we prove the central limit theorem for linear spectral statistics of sample covariance matrices, indexed by a set of functions with continuous fourth order derivatives on an open interval including…

Statistics Theory · Mathematics 2010-11-29 Zhidong Bai , Xiaoying Wang , Wang Zhou

We combine Stein's method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry-Ess\'een bounds in Central Limit Theorems (CLTs) involving multiple Wiener-It\^o integrals with respect to a general…

Probability · Mathematics 2008-08-01 Giovanni Peccati , Josep Lluís Solé , Murad S. Taqqu , Frederic Utzet

We obtain estimates for the Kolmogorov distance to appropriately chosen gaussians, of linear functions \[ \sum_{i\in [n]^d} \theta_i X_i \] of random tensors $\boldsymbol{X}=\langle X_i:i\in [n]^d\rangle$ which are symmetric and…

Probability · Mathematics 2023-09-12 Pandelis Dodos , Konstantinos Tyros

Motivated by recent progress on the scaling behavior of entanglement entropy, we study the scaling behavior of the number of clusters crossing the boundary between two subsystems for several classical statistical models in two dimension.…

Statistical Mechanics · Physics 2024-05-10 Zhaonian Xu , Rong Yu