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The asymptotic behaviour of a generalised P\'olya--Eggenberger urn is well--known to depend on the spectrum of its replacement matrix: If its dominant eigenvalue $r$ is simple and no other eigenvalue is `large' in the sense that its real…

Probability · Mathematics 2019-03-13 Noela Müller

We prove a central limit theorem for the normalized overlap between two replicas in the spherical SK model in the high temperature phase. The convergence holds almost surely with respect to the disorder variables, and the inverse…

Probability · Mathematics 2019-10-23 Vu Lan Nguyen , Philippe Sosoe

Recently a new type of central limit theorem for belief functions was given in Epstein et al. [9]. In this paper, we generalize the central limit theorem in Epstein et al. [9] to accommodate general bounded random variables. These results…

Probability · Mathematics 2017-12-21 Xiaomin Shi

The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…

Probability · Mathematics 2016-10-07 Behzad Mehrdad , Lingjiong Zhu

We prove a Central Limit Theorem for probability measures defined via the variation of the sum-of-digits function, in base $b\ge 2$. For $r\ge 0$ and $d \in \mathbb{Z}$, we consider $\mu^{(r)}(d)$ as the density of integers $n\in…

Probability · Mathematics 2024-03-14 Yohan Hosten , Élise Janvresse , Thierry de la Rue

Universal dimensionless quantities, such as Binder ratios and wrapping probabilities, play an important role in the study of critical phenomena. We study the finite-size scaling behavior of the wrapping probability for the Potts model in…

Statistical Mechanics · Physics 2015-07-14 Hao Hu , Youjin Deng

We prove the conjectured limiting normality for the number of crossings of a uniformly chosen set partition of [n] = {1,2,...,n}. The arguments use a novel stochastic representation and are also used to prove central limit theorems for the…

Combinatorics · Mathematics 2015-02-04 Bobbie Chern , Persi Diaconis , Daniel M. Kane , Robert C. Rhoades

We prove a strong form of the equivalence of ensembles for the invariant measures of zero range processes conditioned to a supercritical density of particles. It is known that in this case there is a single site that accomodates a…

Probability · Mathematics 2009-12-08 Inés Armendáriz , Michail Loulakis

We address the issue of the Central Limit Theorem for (both local and global) empirical measures of diffusions interacting on a possibly diluted Erd\H{o}s-R\'enyi graph. Special attention is given to the influence of initial condition (not…

Probability · Mathematics 2022-08-11 Fabio Coppini , Eric Luçon , Christophe Poquet

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 consider a generalization of the so-called divide and color model recently introduced by Haggstrom. We investigate the behaviour of the magnetization in large boxes and its fluctuations. Thus, laws of large numbers and Central Limit…

Probability · Mathematics 2007-05-23 Olivier Garet

Motivated by examples from extreme value theory we introduce the general notion of a cluster process as a limiting point process of returns of a certain event in a time series. We explore general invariance properties of cluster processes…

Probability · Mathematics 2023-11-03 Anja Janßen , Johan Segers

The infinite-volume limit behavior of the 2d Ising model under possibly strong random boundary conditions is studied. The model exhibits chaotic size-dependence at low temperatures and we prove that the `+' and `-' phases are the only…

Mathematical Physics · Physics 2015-06-26 A. C. D. van Enter , K. Netocny , H. G. Schaap

The class of random-cluster models is a unification of a variety of stochastic processes of significance for probability and statistical physics, including percolation, Ising, and Potts models; in addition, their study has impact on the…

Probability · Mathematics 2007-05-23 Geoffrey Grimmett

We present two classes of nonequilibrium models with critical behavior. Each model is characterized by an integer $q>1$, and is defined on configurations of $q$-valued spins on regular lattices. The definitions of the models are very…

Condensed Matter · Physics 2009-10-22 Andrea Crisanti , Peter Grassberger

We prove central limit theorems (CLT) for empirical processes of extreme values cluster functionals as in Drees and Rootz\'en (2010). We use coupling properties enlightened for Dedecker \& Prieur's $\tau-$dependence coefficients in order to…

Probability · Mathematics 2016-02-29 Paul Doukhan , José Gregorio Gómez

We consider the Fleming--Viot particle system associated with a continuous-time Markov chain in a finite space. Assuming irreducibility, it is known that the particle system possesses a unique stationary distribution, under which its…

Probability · Mathematics 2019-04-22 Tony Lelievre , Loucas Pillaud-Vivien , Julien Reygner

We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in $\mathbb{R}^d$. This result generalizes an earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998)…

Probability · Mathematics 2007-05-23 Lothar Heinrich , Hendrik Schmidt , Volker Schmidt

We study structural properties of the q-color Potts field theory which, for real values of q, describes the scaling limit of the random cluster model. We show that the number of independent n-point Potts spin correlators coincides with that…

High Energy Physics - Theory · Physics 2015-03-19 Gesualdo Delfino , Jacopo Viti

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
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