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We study the large deviation behaviour of $S_n=\sum_{j=1}^n W_jZ_j$, where $(W_j)_{j \in \mathbb N}$ and $(Z_j)_{j \in \mathbb N}$ are sequences of real-valued, independent and identically distributed random variables satisfying certain…

Probability · Mathematics 2014-12-05 Anton Bovier , Hannah Mayer

We study the full-counting statistics of charges transmitted through a single-level quantum dot weakly coupled to a local Einstein phonon which causes fluctuations in the dot energy. An analytic expression for the cumulant generating…

Mesoscale and Nanoscale Physics · Physics 2013-03-12 Y. Utsumi , O. Entin-Wohlman , A. Ueda , A. Aharony

The probability density function (PDF) of a global measure in a large class of highly correlated systems has been suggested to be of the same functional form. Here, we identify the analytical form of the PDF of one such measure, the order…

We generalize a method developed by Sarig to obtain polynomial lower bounds for correlation functions for maps with a countable Markov partition. A consequence is that LS Young's estimates on towers are always optimal. Moreover, we show…

Dynamical Systems · Mathematics 2007-05-23 Sebastien Gouezel

Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…

Probability · Mathematics 2024-12-24 Xinying Deng , Yong Li , Xue Yang

Using an averaged generating function for coloured hard-dimers, some random variables of interest are studied. The main result lies in the fact that all their probability distributions obey a central limit theorem.

Probability · Mathematics 2009-06-22 Maria Simonetta Bernabei , Horst Thaler

We investigate properties of the particle distribution near the tip of one-dimensional branching random walks at large times $t$, focusing on unusual realizations in which the rightmost lead particle is very far ahead of its expected…

Statistical Mechanics · Physics 2020-08-07 A. H. Mueller , S. Munier

We investigated the validity of fluctuation-dissipation relations in the nonequilibrium stationary state of fluidized granular media under gravity by two independent approaches, based on theory and numerical simulations. A phenomenological…

Statistical Mechanics · Physics 2012-07-03 Jun'ichi Wakou , Masaharu Isobe

Sequences of discrete random variables are studied whose probability generating functions are zero-free in a sector of the complex plane around the positive real axis. Sharp bounds on the cumulants of all orders are stated, leading to…

Probability · Mathematics 2023-12-04 Nils Heerten , Holger Sambale , Christoph Thäle

We present a coarse-grained field theory of density fluctuations for a Newtonian self-gravitating many-body system and apply it to a homogeneous Universe with small density fluctuations. The theory treats the clustering of galaxies and…

Astrophysics · Physics 2008-12-25 Yang Zhang

We study the fluctuations of the eigenvalues of real valued large centrosymmetric random matrices via its linear eigenvalue statistic. This is essentially a central limit theorem (CLT) for sums of dependent random variables. The dependence…

Probability · Mathematics 2025-10-01 Indrajit Jana , Sunita Rani

We investigate symmetric edge polytopes generated by Erd\H{o}s--R\'enyi random graphs in a high-dimensional regime. These objects provide a natural and largely unexplored model of random lattice polytopes, in which geometric properties are…

Combinatorics · Mathematics 2026-03-12 Torben Donzelmann , Martina Juhnke , Benedikt Rednoß , Christoph Thäle

We study fluctuations of linear statistics in Polyanalytic Ginibre ensembles, a family of point processes describing planar free fermions in a uniform magnetic field at higher Landau levels. Our main result is asymptotic normality of…

Mathematical Physics · Physics 2016-12-26 Antti Haimi , Aron Wennman

The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…

Statistical Mechanics · Physics 2015-05-28 Claudia Cianci , Francesca Di Patti , Duccio Fanelli

We study linear spectral statistics of high dimensional sample covariance matrices in a regime where the empirical spectral distribution remains governed by the classical sample covariance law but the fluctuation theory is nonclassical. Our…

Statistics Theory · Mathematics 2026-05-13 Yanqing Yin , Wang Zhou

We study the limiting fluctuations of the number of sign and level-set clusters of the Gaussian free field on $\mathbb{Z}^d$, $d \ge 3$, that are contained in a large domain. In dimension $d \ge 4$ we prove that the fluctuations are…

Probability · Mathematics 2025-01-27 Michael McAuley , Stephen Muirhead

In this paper, we study fluctuations of conditionally centered statistics of the form $$N^{-1/2}\sum_{i=1}^N c_i(g(\sigma_i)-\mathbb{E}_N[g(\sigma_i)|\sigma_j,j\neq i])$$ where $(\sigma_1,\ldots ,\sigma_N)$ are sampled from a dependent…

Statistics Theory · Mathematics 2025-10-07 Nabarun Deb

We prove a central limit theorem for a random field generated by d commuting probability preserving transformations; the martingale is given by a commuting filtration (cf. D. Khosnevisan, Multiparameter Processes, Springer 2002). The result…

Probability · Mathematics 2015-04-10 Dalibor Volny

A general multi-type population model is considered, where individuals live and reproduce according to their age and type, but also under the influence of the size and composition of the entire population. We describe the dynamics of the…

Probability · Mathematics 2019-03-13 Jie Yen Fan , Kais Hamza , Peter Jagers , Fima C. Klebaner

Let $r=r(n)$ be a sequence of integers such that $r\leq n$ and let $X_1,\ldots,X_{r+1}$ be independent random points distributed according to the Gaussian, the Beta or the spherical distribution on $\mathbb{R}^n$. Limit theorems for the…

Probability · Mathematics 2017-08-03 Julian Grote , Zakhar Kabluchko , Christoph Thäle