Related papers: Limit Laws for Poincar\'e Recurrence and the Shrin…
We study the Coulomb chain where particles are restricted to one dimension and experience three-dimensional Coulomb interactions with their nearest and next-to-nearest neighbours. The distances between consecutive particles are treated as…
Let M be a noncompact metric space in which every closed ball is compact, and let G be a semigroup of Lipschitz mappings of M. Denote by (Y_n)_{n\geq1} a sequence of independent G-valued, identically distributed random variables (r.v.'s),…
The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…
We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly reinforced generalized Polya urns.
We use martingale embeddings to prove a central limit theorem (CLT) for one-dimensional projections of high-dimensional random vectors in $\{-1,1\}^n$ satisfying a Poincar\'e inequality. We obtain a non-asymptotic error bound involving…
We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…
Studies of new hyperbolic systems for the Einstein evolution equations show that the ``slicing density'' $\alpha(t,x)$ can be freely specified while the lapse $N = \alpha g^{1/2}$ cannot. Implementation of this small change in the…
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…
We study Poincar\'e recurrence from a purely geometrical viewpoint. We prove that the metric entropy is given by the exponential growth rate of return times to dynamical balls. This is the geometrical counterpart of Ornstein-Weiss theorem.…
We consider a class of non-conformal expanding maps on the $d$-dimensional torus. For an equilibrium measure of an H\"older potential, we prove an analogue of the Central Limit Theorem for the fluctuations of the logarithm of the measure of…
A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…
We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…
We prove the central limit theorem (CLT) for a sequence of independent zero-mean random variables $\xi_j$, perturbed by predictable multiplicative factors $\lambda_j$ with values in intervals $[\underline\lambda_j,\overline\lambda_j]$. It…
We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…
In this paper we establish a general dynamical Central Limit Theorem (CLT) for group actions which are exponentially mixing of all orders. In particular, the main result applies to Cartan flows on finite-volume quotients of simple Lie…
Fix a constant $C\geq 1$ and let $d=d(n)$ satisfy $d\leq \ln^{C} n$ for every large integer $n$. Denote by $A_n$ the adjacency matrix of a uniform random directed $d$-regular graph on $n$ vertices. We show that, as long as $d\to\infty$ with…
The Khintchine recurrence theorem asserts that on a measure preserving system, for every set $A$ and $\varepsilon>0$, we have $\mu(A\cap T^{-n}A)\geq \mu(A)^2-\varepsilon$ for infinitely many $n\in \mathbb{N}$. We show that there are…
The quantum form of the Poincar\'e recurrence theorem stipulates that a system with a time-independent Hamiltonian and discrete energy levels returns arbitrarily close to its initial state in a finite time. Qubit systems, being highly…
Consider multiple sums $S_n$ on the $d$-dimensional integer grid,which are generated by i.i.d.\ random variables with a positive expectation. We prove the strong law of large numbers, the law of the iterated logarithm and the distributional…
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…