Related papers: Limit Laws for Poincar\'e Recurrence and the Shrin…
Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernozhukov et al. (2017) proved a Berry--Esseen type result for…
We consider a two-color P\'{o}lya urn in the case when a fixed number $S$ of balls is added at each step. Assume it is a large urn that is, the second eigenvalue $m$ of the replacement matrix satisfies $1/2<m/S\leq1$. After $n$ drawings,…
We address the Riemann and Cauchy problems for systems of $n$ conservation laws in $m$ unknowns which are subject to $m-n$ constraints ($m\geq n$). Such constrained systems generalize systems of conservation laws in standard form to include…
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…
Two proofs of the Central Limit Theorem using a renormalization group approach are presented. The first proof is conducted under a third moment assumption and shows that a suitable renormalization group map is a contraction over the space…
We establish a Shearer-type inequality for the Poincar\'e constant, showing that the Poincar\'e constant corresponding to the convolution of a collection of measures can be nontrivially controlled by the Poincar\'e constants corresponding…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
Recurrence problems are fundamental in dynamics, and for example, sizes of the set of points recurring infinitely often to a target have been studied extensively in many contexts. For example, the problem of finding the dimension for…
In this paper, we establish the central limit theorem (CLT) for linear spectral statistics (LSS) of large-dimensional sample covariance matrix when the population covariance matrices are not uniformly bounded, which is a nontrivial…
We take a unified approach to central limit theorems for a class of irreducible urn models with constant replacement matrix. Depending on the eigenvalue, we consider appropriate linear combinations of the number of balls of different…
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
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.…
There are many open questions pertaining to the statistical analysis of random objects, which are increasingly encountered. A major challenge is the absence of linear operations in such spaces. A basic statistical task is to quantify…
Fleming-Viot type particle systems represent a classical way to approximate the distribution of a Markov process with killing, given that it is still alive at a final deterministic time. In this context, each particle evolves independently…
We study the adjacency matrix of the Linial-Meshulam complex model, which is a higher-dimensional generalization of the Erd\H{o}s-R\'enyi graph model. Recently, Knowles and Rosenthal proved that the empirical spectral distribution of the…
We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…
We prove that first-passage percolation times across thin cylinders of the form $[0,n]\times [-h_n,h_n]^{d-1}$ obey Gaussian central limit theorems as long as $h_n$ grows slower than $n^{1/(d+1)}$. It is an open question as to what is the…
For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…
We study the asymptotic shape of the trajectory of the stochastic gradient descent algorithm applied to a convex objective function. Under mild regularity assumptions, we prove a functional central limit theorem for the properly rescaled…
We investigate so-called generalized Mandelbrot cascades at the freezing (critical) temperature. It is known that, after a proper rescaling, a~sequence of multiplicative cascades converges weakly to some continuous random measure. Our main…