Related papers: On the interim statistics for compact group charac…

It is known that the fluctuations of suitable linear statistics of Haar distributed elements of the compact classical groups satisfy a central limit theorem. We show that if the corresponding test functions are sufficiently smooth, a rate…

We study the number $N_{\mathrm{sd}}^K(\lambda)$ of self-dual cuspidal automorphic representations of $GL_N(\mathbb{A_Q})$ which are $K$-spherical with respect to a fixed compact subgroup $K$ and whose Laplacian eigenvalue is $\leq…

In this paper, we review the representation theory of the infinite symmetric group, and we extend the works of Kerov and Vershik by proving that the irreducible characters of the infinite symmetric group always satisfy a central limit…

The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…

We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum…

Let $\Lambda = \mathrm{SL}_2(\Bbb Z)$ be the modular group and let $c_n(\Lambda)$ be the number of congruence subgroups of $\Lambda$ of index at most $n$. We prove that $\lim\limits_{n\to \infty} \frac{\log c_n(\Lambda)}{(\log n)^2/\log\log…

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…

We reconsider the problem of calculating arbitrary negative integer moments of the (regularized) characteristic polynomial for $N\times N$ random matrices taken from the Gaussian Unitary Ensemble (GUE). A very compact and convenient…

A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…

We show that with respect to the q-Plancherel measure on partitions of size n, the irreducible characters of an Hecke algebra $H_q(S_n)$ are concentrated around the normalized trace of $H_q(S_n)$. More precisely, we prove that the…

In \cite{FTD1}, we proved the almost sure convergence of eigenvalues of the SYK model, which can be viewed as a type of \emph{law of large numbers} in probability theory; in \cite{FTD2}, we proved that the linear statistic of eigenvalues…

We study largest singular values of large random matrices, each with mean of a fixed rank $K$. Our main result is a limit theorem as the number of rows and columns approach infinity, while their ratio approaches a positive constant. It…

Choose $n$ random, independent points in $\R^d$ according to the standard normal distribution. Their convex hull $K_n$ is the {\sl Gaussian random polytope}. We prove that the volume and the number of faces of $K_n$ satisfy the central…

In this paper we provide an asymptotic theory for the symmetric version of the Kullback--Leibler (KL) divergence. We define a estimator for this divergence and study its asymptotic properties. In particular, we prove Law of Large Numbers…

Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…

We show that the linear statistics of eigenvalues of circulant matrix obey the Gaussian central limit theorem for a large class of input sequences.

Let $K$ be a smooth convex set with volume one in $\BBR^d$. Choose $n$ random points in $K$ independently according to the uniform distribution. The convex hull of these points, denoted by $K_n$, is called a {\it random polytope}. We prove…

We study the fluctuations of the largest eigenvalue $\lambda_{\max}$ of $N \times N$ random matrices in the limit of large $N$. The main focus is on Gaussian $\beta$-ensembles, including in particular the Gaussian orthogonal ($\beta=1$),…

The categorical Gini correlation proposed by Dang et al. is a dependence measure to characterize independence between categorical and numerical variables. The asymptotic distributions of the sample correlation under dependence and…

Using the replica method, we develop an analytical approach to compute the characteristic function for the probability $\mathcal{P}_N(K,\lambda)$ that a large $N \times N$ adjacency matrix of sparse random graphs has $K$ eigenvalues below a…