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Consider a simple random walk on a realization of an Erd\H{o}s-R\'enyi graph. Assume that it is asymptotically almost surely (a.a.s.) connected. Conditional on an eigenvector delocalization conjecture, we prove a Central Limit Theorem (CLT)…

Probability · Mathematics 2023-11-28 Matthias Löwe , Sara Terveer

We consider sequences of symmetric $U$-statistics, not necessarily Hoeffding-degenerate, both in a one- and multi-dimensional setting, and prove quantitative central limit theorems (CLTs) based on the use of {\it contraction operators}. Our…

Probability · Mathematics 2021-04-01 Christian Döbler , Giovanni Peccati

We prove a central limit theorem for the difference of linear eigenvalue statistics of a sample covariance matrix $\widetilde{W}$ and its minor $W$. We find that the fluctuation of this difference is much smaller than those of the…

Probability · Mathematics 2021-11-23 Giorgio Cipolloni , László Erdős

Random geometric graphs (RGGs) are commonly used to model networked systems that depend on the underlying spatial embedding. We concern ourselves with the probability distribution of an RGG, which is crucial for studying its random…

Information Theory · Computer Science 2018-01-16 Mihai-Alin Badiu , Justin P. Coon

We investigate the spatial statistics of the energy eigenfunctions on large quantum graphs. It has previously been conjectured that these should be described by a Gaussian Random Wave Model, by analogy with quantum chaotic systems, for…

Chaotic Dynamics · Physics 2015-05-18 S. Gnutzmann , J. P. Keating , F. Piotet

Variation of empirical Fr\'echet means on a metric space with curvature bounded above is encoded via random fields indexed by unit tangent vectors. A central limit theorem shows these random tangent fields converge to a Gaussian such field…

Probability · Mathematics 2025-01-07 Jonathan C. Mattingly , Ezra Miller , Do Tran

We use a multivariate central limit theorem (CLT) to study the distribution of random geometric graphs (RGGs) on the cube and torus in the high-dimensional limit with general node distributions. We find that the distribution of RGGs on the…

Probability · Mathematics 2025-10-14 Oliver Baker , Carl P. Dettmann

We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before)…

Mathematical Physics · Physics 2011-01-18 Mariya Shcherbina

The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in presence of strong correlations between the added random contributions. Here, we study this problem for…

Statistical Mechanics · Physics 2016-06-14 Adrian A. Budini

We consider random matrices of the form $H_N=A_N+U_N B_N U^*_N$, where $A_N$, $B_N$ are two $N$ by $N$ deterministic Hermitian matrices and $U_N$ is a Haar distributed random unitary matrix. We establish a universal Central Limit Theorem…

Probability · Mathematics 2020-08-20 Zhigang Bao , Kevin Schnelli , Yuanyuan Xu

Parameter-dependent statistical properties of spectra of totally connected irregular quantum graphs with Neumann boundary conditions are studied. The autocorrelation functions of level velocities c(x) and c(w,x) as well as the distributions…

Chaotic Dynamics · Physics 2009-07-17 Oleh Hul , Petr Seba , Leszek Sirko

Consider the random variable $\mathrm{Tr}( f_1(W)A_1\dots f_k(W)A_k)$ where $W$ is an $N\times N$ Hermitian Wigner matrix, $k\in\mathbb{N}$, and choose (possibly $N$-dependent) regular functions $f_1,\dots, f_k$ as well as bounded…

Probability · Mathematics 2026-01-07 Jana Reker

We consider Betti numbers of the excursion of a smooth Euclidean Gaussian field restricted to a rectangular window, in the asymptotics where the window grows to R^d . With motivations coming from Topological Data Analysis, we derive a…

Probability · Mathematics 2025-12-16 Christian Hirsch , Raphaël Lachièze-Rey

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

Probability · Mathematics 2018-02-13 Kartick Adhikari , Koushik Saha

We study the spatial Gibbs random graphs introduced in [MV16] from the point of view of local convergence. These are random graphs embedded in an ambient space consisting of a line segment, defined through a probability measure that favors…

Probability · Mathematics 2017-12-12 Eric Ossami Endo , Daniel Valesin

We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…

Probability · Mathematics 2019-11-28 Benjamin Landon , Philippe Sosoe

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

Probability · Mathematics 2017-11-06 Matthias Reitzner , Matthias Schulte , Christoph Thaele

We study some properties of graphs (or, rather, graph sequences) defined by demanding that the number of subgraphs of a given type, with vertices in subsets of given sizes, approximatively equals the number expected in a random graph. It…

Combinatorics · Mathematics 2014-05-28 Svante Janson , Vera T. Sós

We introduce a natural generalization of the Erd\H{o}s-R\'enyi random graph model in which random instances of a fixed motif are added independently. The binomial random motif graph $G(H,n,p)$ is the random (multi)graph obtained by adding…

Combinatorics · Mathematics 2019-07-30 Michael Anastos , Peleg Michaeli , Samantha Petti

We consider $n\times n$ real symmetric and Hermitian Wigner random matrices $n^{-1/2}W$ with independent (modulo symmetry condition) entries and the (null) sample covariance matrices $n^{-1}X^*X$ with independent entries of $m\times n$…

Probability · Mathematics 2009-09-25 A. Lytova , L. Pastur
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