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We obtain explicit error bounds for the $d$-dimensional normal approximation on hyperrectangles for a random vector that has a Stein kernel, or admits an exchangeable pair coupling, or is a non-linear statistic of independent random…

Probability · Mathematics 2020-09-08 Xiao Fang , Yuta Koike

We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic…

Probability · Mathematics 2020-05-06 Lingyun Li , Matthew Reed , Alexander Soshnikov

We give optimal convergence rates in the central limit theorem for a large class of martingale difference sequences with bounded third moments. The rates depend on the behaviour of the conditional variances and for stationary sequences the…

Probability · Mathematics 2007-05-23 Mohamed El Machkouri , Lahcen Ouchti

In this paper, we study the Exponential Random Graph Models (ERGMs) conditioning on the number of edges. In subcritical region of model parameters, we prove a conditional Central Limit Theorem (CLT) with explicit mean and variance for the…

Probability · Mathematics 2025-06-19 Xiao Fang , Song-Hao Liu , Zhonggen Su , Xiaolin Wang

We show how the renormalization group approach can be used to prove quantitative central limit theorems (CLTs) in the setting of free, Boolean, bi-free and bi-Boolean independence under finite third moment assumptions. The proofs rely on…

Probability · Mathematics 2026-03-30 Jad Hamdan

The aim of this paper is to prove central limit theorems with respect to the annealed measure for the magnetization rescaled by $\sqrt{N}$ of Ising models on random graphs. More precisely, we consider the general rank-1 inhomogeneous random…

In this work we study and establish some quenched functional Central Limit Theorems (CLTs) for stationary random fields under a projective criteria. These results are functional generalizations of the theorems obtained by Zhang et al.…

Dynamical Systems · Mathematics 2024-05-28 Lucas Reding , Na Zhang

Consider the Ising model on $([1,2N]\times[1,2M])\cap\mathbb{Z}^2$ at critical temperature with periodic boundary condition in the horizontal direction and free boundary condition in the vertical direction. Let $E_{M,N}$ be its total energy…

Probability · Mathematics 2019-08-20 Jianping Jiang

Using Monte Carlo simulations, we study in detail the overlap distribution for individual samples for several spin-glass models including the infinite-range Sherrington-Kirkpatrick model, short-range Edwards-Anderson models in three and…

Disordered Systems and Neural Networks · Physics 2014-10-29 Matthew Wittmann , B. Yucesoy , Helmut G. Katzgraber , J. Machta , A. P. Young

We derive the high-temperature expansion of the Helmholtz free energy up to the order \beta^{17} of the one-dimensional spin-S Ising model, with single-ion anisotropy term, in the presence of a longitudinal magnetic field. We show that the…

Statistical Mechanics · Physics 2012-04-27 M. T. Thomaz , O. Rojas

On the 1+2 dimensional lattice, we consider a directed polymer in a random Gaussian environment that is independent in time and correlated in space. The spatial correlation is supposed to decay as $(\log |x|)^a /|x|^{2}$, $a>-1$, where the…

Probability · Mathematics 2025-10-02 Clément Cosco , Francesca Cottini , Anna Donadini

Let $(X_i)$ be a stationary and ergodic Markov chain with kernel $Q$, $f$ an $L^2$ function on its state space. If $Q$ is a normal operator and $f = (I-Q)^{1/2}g$ (which is equivalent to the convergence of $\sum_{n=1}^\infty…

Probability · Mathematics 2009-12-16 Dalibor Volný

In this article, we fill a gap in the literature on Hawkes processes. In particular, we derive a CLT for a non linear compound marked Hawkes process. We also provide an upper bound on the convergence rate using the functional 1-Wasserstein…

Probability · Mathematics 2026-01-27 Benjamin Massat

This paper investigates the central limit theorem for linear spectral statistics of high dimensional sample covariance matrices of the form $\mathbf{B}_n=n^{-1}\sum_{j=1}^{n}\mathbf{Q}\mathbf{x}_j\mathbf{x}_j^{*}\mathbf{Q}^{*}$ where…

Probability · Mathematics 2017-08-15 Shurong Zheng , Zhidong Bai , Jianfeng Yao , Hongtu Zhu

We present a generalized expression for the transfer matrix of finite and infinite one-dimensional spin chains within a magnetic field with spin pair interaction $J/r^p$, where $r\ = 1,2,\ldots,n_v$ is the distance between two spins, $n_v$…

Statistical Mechanics · Physics 2022-03-23 J. G. Martínez-Herrera , Omar Abel Rodríguez-López , M. A. Solís

We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…

Probability · Mathematics 2012-08-14 John Pardon

For the 2D Ising model, we analyzed dependences of thermodynamic characteristics on number of spins by means of computer simulations. We compared experimental data obtained using the Fisher-Kasteleyn algorithm on a square lattice with…

Disordered Systems and Neural Networks · Physics 2020-02-04 Boris V. Kryzhanovsky , Magomed Yu. Malsagov , Iakov M. Karandashev

Bessel processes $(X_{t,k})_{t\ge0}$ in $N$ dimensions are classified via associated root systems and multiplicity constants $k\ge0$. They describe interacting Calogero-Moser-Suther\-land particle systems with $N$ particles and are related…

Probability · Mathematics 2021-05-20 Sergio Andraus , Michael Voit

We identify a special class of multi-species spin glass models: ones in which the species proportions serve to ''balance'' out the interaction strengths. For this class, we prove a free energy lower bound that does not require any convexity…

Probability · Mathematics 2025-07-28 Erik Bates , Youngtak Sohn

We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…

Statistics Theory · Mathematics 2021-02-24 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes