Related papers: On central limit theorems for Ewens-Pitman model

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…

The quantum central limit theorem derived by Cushen and Hudson provides the foundations for understanding how subsystems of large bosonic systems evolving unitarily do reach equilibrium. It finds important applications in the context of…

A consistent kernel estimator of the limiting spectral distribution of general sample covariance matrices was introduced in Jing, Pan, Shao and Zhou (2010). The central limit theorem of the kernel estimator is proved in this paper.

In this article, the joint fluctuations of the extreme eigenvalues and eigenvectors of a large dimensional sample covariance matrix are analyzed when the associated population covariance matrix is a finite-rank perturbation of the identity…

20 years ago, Bovier, Kurkova, and L\"owe [5] proved a central limit theorem (CLT) for the fluctuations of the free energy in the p-spin version of the Sherrington-Kirkpatrick model of spin glasses at high temperatures. In this paper we…

We demonstrate that the probability distribution of the net number of electrons passing through a quantum system in a junction obeys a steady-state fluctuation theorem (FT) which can be tested experimentally by the full counting statistics…

We prove a central limit theorem (CLT) for the number of joint orbits of random tuples of commuting permutations. In the uniform sampling case this generalizes the classic CLT of Goncharov for the number of cycles of a single random…

We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…

We introduce the notion of a Young generating function for a probability measure on integer partitions. We use this object to characterize probability distributions over integer partitions satisfying a law of large numbers and those that…

We discuss fluctuation-induced forces in a system described by a continuous Landau-Ginzburg model with a quenched disorder field, defined in a $d$-dimensional slab geometry $\mathbb R^{d-1}\times[0,L]$. A series representation for the…

The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…

We focus on the localized phase of pinning models with i.i.d. site disorder on which we assume only that the moment generating function is bounded in a neighborhood of the origin. We develop quantitative correlation functions estimates for…

A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix $\mathbf{S}$, constructed from $n$ observations of a $p$-dimensional random vector with iid components, and the Frobenius norm of…

Let $f$ be a Rademacher or Steinhaus random multiplicative function. For various arithmetically interesting subsets $\mathcal A\subseteq [1, N]\cap\mathbb N$ such that the distribution of $\sum_{n\in \mathcal A} f(n)$ is approximately…

We prove a Functional Central Limit Theorem for the position of a Tagged Particle in the one-dimensional Asymmetric Simple Exclusion Process in the hyperbolic scaling, starting from a Bernoulli product measure conditioned to have a particle…

We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise…

We reply to the comment on our published paper `` Universal Fluctuations in Correlated Systems'',Phys. Rev. Lett. Vol; 84, p3744 (2000), by B. Zheng and S. Trimper, cond-mat/0109003. We argue that their results confirm our conjecture, that…

In this paper, we establish a central limit theorem for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. This central limit theorem generalizes and…

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…