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We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…

Probability · Mathematics 2024-05-28 James A. Mingo , Mihai Popa

A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…

Probability · Mathematics 2007-05-23 Alexey M. Kulik

The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…

Dynamical Systems · Mathematics 2020-12-02 Davor Dragičević , Yeor Hafouta

We derive a simple formula characterizing the distribution of the size of the connected component of a fixed vertex in the Erd\H{o}s-R\'enyi random graph which allows us to give elementary proofs of some results of Federico, van der…

Probability · Mathematics 2018-04-27 Balazs Rath

In this work, we give novel spectral norm bounds for graph matrix on inputs being random regular graphs. Graph matrix is a family of random matrices with entries given by polynomial functions of the underlying input. These matrices have…

Computational Complexity · Computer Science 2024-11-22 Jeff Xu

We obtain ergodic theorems for multiple iterated sums and integrals of the form $\Sigma^{(\nu)}(t)=\sum_{0\leq k_1<...<k_\nu\leq t}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and $\Sigma^{(\nu)}(t)=\int_{0\leq s_1\leq...\leq…

Probability · Mathematics 2025-07-21 Yuri Kifer

In this talk I first review at an elementary level a selection of central limit theorems, including some lesser known cases, for sums and maxima of uncorrelated and correlated random variables. I recall why several of them appear in…

Statistical Mechanics · Physics 2010-08-26 H. J. Hilhorst

We prove a version of a general transfer theorem for random sequences with independent random indexes in the double array limit setting under relaxed conditions. We also prove its partial inverse providing the necessary and sufficient…

Probability · Mathematics 2015-09-08 V. Yu. Korolev , A. I. Zeifman

Networks (graphs) permeate scientific fields such as biology, social science, economics, etc. Empirical studies have shown that real-world networks are often heterogeneous, that is, the degrees of nodes do not concentrate on a number.…

Statistics Theory · Mathematics 2023-06-21 Mingao Yuan

We consider a random interval splitting process, in which the splitting rule depends on the empirical distribution of interval lengths. We show that this empirical distribution converges to a limit almost surely as the number of intervals…

Probability · Mathematics 2018-06-20 Pascal Maillard , Elliot Paquette

The Bruss-Robertson inequality gives a bound on the maximal number of elements of a random sample whose sum is less than a specified value, and the extension of that inequality which is given here neither requires the independence of the…

Probability · Mathematics 2015-10-06 J. Michael Steele

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

An application of Levy's continuity theorem and Hankel transform allow us to establish a law limit theorem for the sequence $V_n=f(U)\sin(n U)$, where $U$ is uniformly distributed in $(0,1)$ and $f$ a given function. Further, we investigate…

Probability · Mathematics 2024-06-24 Mostafa Maslouhi

For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.

Probability · Mathematics 2007-05-23 Sergey G. Bobkov

We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…

Probability · Mathematics 2023-03-01 Maximilian Janisch , Thomas Lehéricy

Limit theorems of strong law of large numbers and central limit theorem types are obtained for the compositions of independent identically distributed random unitary channels.

Probability · Mathematics 2026-01-06 S. V. Dzhenzher , V. Zh. Sakbaev

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 investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…

Statistical Mechanics · Physics 2020-11-04 Marc Höll , Wanli Wang , Eli Barkai

We consider sequences of large sparse random graphs whose degree distribution approaches a limit with finite mean. This model includes both the random regular graphs and the Erd\"os-Renyi graphs of constant average degree. We prove that the…

Probability · Mathematics 2018-09-05 Brice Huang

This paper proves several assertions on sufficient conditions for the convergence of additive arithmetic functions to the normal distribution. A generalization of the Erdos-Kac theorem was proved and determines the rate of convergence of…

Number Theory · Mathematics 2025-08-12 Victor Volfson