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Statistical inferences for sample correlation matrices are important in high dimensional data analysis. Motivated by this, this paper establishes a new central limit theorem (CLT) for a linear spectral statistic (LSS) of high dimensional…

Statistics Theory · Mathematics 2014-11-04 Jiti Gao , Xiao Han , Guangming Pan , Yanrong Yang

We prove the Central Limit Theorem (CLT), the first order Edgeworth Expansion and a Mixing Local Central Limit Theorem (MLCLT) for Birkhoff sums of a class of unbounded heavily oscillating observables over a family of full-branch piecewise…

Dynamical Systems · Mathematics 2025-12-08 Kasun Fernando , Tanja I. Schindler

We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem (LCLT) for non-autonomous dynamical systems. A key advance is the extension of the spectral…

Dynamical Systems · Mathematics 2018-02-14 Davor Dragicevic , Gary Froyland , Cecilia Gonzalez-Tokman , Sandro Vaienti

Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…

Statistics Theory · Mathematics 2023-06-27 Arisina Banerjee , Arun K Kuchibhotla

Linear structural error-in-variables models with univariate observations are revisited for studying modified least squares estimators of the slope and intercept. New marginal central limit theorems (CLT's) are established for these…

Statistics Theory · Mathematics 2009-09-29 Yuliya V. Martsynyuk

We study the local magnetization in the 2-D Ising model at its critical temperature on a semi-infinite cylinder geometry, and with a nonzero magnetic field $h$ applied at the circular boundary of circumference $\beta$. This model is…

Statistical Mechanics · Physics 2015-06-04 Eran Sela , Andrew K. Mitchell

We defined exponential maps with one parameter, associated with geodesics on the parameter surface. By group theory we proposed a formula of the critical points, which is a direct sum of the Lie subalgebras at the critical temperature. We…

General Physics · Physics 2009-12-17 You-Gang Feng

We give a two-dimensional central limit theorem (CLT) for the second-order quadratic variation of the centered Gaussian processes on $[0,T]$. Though the approach we use is well known in the literature, the conditions under which the CLT…

Probability · Mathematics 2020-06-09 Kestutis Kubilius

We present important use cases and limitations when considering results obtained from Cluster Perturbation Theory (CPT). CPT combines the solutions of small individual clusters of an infinite lattice system with the Bloch theory of…

Strongly Correlated Electrons · Physics 2023-09-26 Nicklas Enenkel , Markus Garst , Peter Schmitteckert

Using the results of large scale numerical simulations we study the probability distribution of the pseudo critical temperature for the three-dimensional Edwards-Anderson Ising spin glass and for the fully connected Sherrington-Kirkpatrick…

Disordered Systems and Neural Networks · Physics 2011-10-21 A. Billoire , L. A. Fernandez , A. Maiorano , E. Marinari , V. Martin-Mayor , D. Yllanes

The (CLT) central limit theorems for generalized Frechet means (data descriptors assuming values in stratified spaces, such as intrinsic means, geodesics, etc.) on manifolds from the literature are only valid if a certain empirical process…

Statistics Theory · Mathematics 2018-01-23 Benjamin Eltzner , Stephan F. Huckemann

We consider the existence of the integrated density of states (IDS) of the Anderson model on the Hilbert space $\ell^2(\mathbb{Z}^d)$ as analogues to the law of large numbers (LLN). In this work, we prove the analogues central limit theorem…

Mathematical Physics · Physics 2024-12-04 Dhriti Ranjan Dolai

This paper constitutes the second part of a two-paper series devoted to the systematic study of vector spin glass models whose energy function involves a spin glass part and a general Mattis interaction part. In this paper, we focus on…

Probability · Mathematics 2026-03-16 Hong-Bin Chen , Victor Issa

We perform Monte-Carlo simulations of the three-dimensional Ising model at the critical temperature and zero magnetic field. We simulate the system in a ball with free boundary conditions on the two dimensional spherical boundary. Our…

High Energy Physics - Theory · Physics 2015-09-02 Catarina Cosme , J. M. Viana Parente Lopes , Joao Penedones

Johnson-Lindenstrauss lemma states random projections can be used as a topology preserving embedding technique for fixed vectors. In this paper, we try to understand how random projections affect probabilistic properties of random vectors.…

Probability · Mathematics 2022-07-26 JunTao Duan , Ionel Popescu , Fan Zhou

Classical multidimensional scaling is a widely used method in dimensionality reduction and manifold learning. The method takes in a dissimilarity matrix and outputs a low-dimensional configuration matrix based on a spectral decomposition.…

Methodology · Statistics 2019-05-15 Gongkai Li , Minh Tang , Nichlas Charon , Carey E Priebe

We study the thermodynamic properties of the generalized non-convex multispecies Curie-Weiss model, where interactions among different types of particles (forming the species) are encoded in a generic matrix. For spins with a generic prior…

Mathematical Physics · Physics 2025-02-28 Francesco Camilli , Emanuele Mingione , Godwin Osabutey

One of the remarkable applications of the cavity method is to prove the Thouless-Anderson-Palmer (TAP) system of equations in the high temperature regime of the Sherrington-Kirkpatrick (SK) model. This naturally leads us to the important…

Probability · Mathematics 2011-01-19 Wei-Kuo Chen

We study a spin system on a large box with both Ising interaction and Sherrington-Kirpatrick couplings, in the presence of an external field. Our results are: (i) existence of the pressure in the limit of an infinite box. When both Ising…

Probability · Mathematics 2009-11-11 Francis Comets , Francesco Guerra , Fabio Lucio Toninelli

The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…

Dynamical Systems · Mathematics 2023-07-25 Yeor Hafouta