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We show that the noncommutative central limit theorem of Speicher can be adapted to produce the Gaussian statistics associated to Coxeter groups of type B, in the sense of Bo\.zejko, Ejsmont, and Hasebe. Specifically, we show how type B…

Probability · Mathematics 2019-07-24 Natasha Blitvić , Wiktor Ejsmont

Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…

Number Theory · Mathematics 2024-06-07 Ofir Gorodetsky , Mo Dick Wong

The number of peaks of a random permutation is known to be asymptotically normal. We give a new proof of this and prove a central limit theorem for the distribution of peaks in a fixed conjugacy class of the symmetric group. Our technique…

Combinatorics · Mathematics 2019-02-05 Jason Fulman , Gene B. Kim , Sangchul Lee

It is expected that the statistical fluctuations of local observables in large quantum systems obey the central limit theorem, and approximate a normal distribution as their size grows. Here, we prove a version of the Berry-Esseen theorem…

The Mallows distribution is a non-uniform distribution, first introduced over permutations to study non-ranked data, in which permutations are weighted according to their length. It can be generalized to any Coxeter group, and we study the…

Combinatorics · Mathematics 2024-06-13 Maxwell Sun

We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…

Dynamical Systems · Mathematics 2020-01-14 Olli Hella , Juho Leppänen

Motivated by the stochastic block model, we investigate a class of Wigner-type matrices with certain block structures, and establish a CLT for the corresponding linear spectral statistics via the large-deviation bounds from local law and…

Probability · Mathematics 2021-10-26 Zhenggang Wang , Jianfeng Yao

We prove that for q>=1, there exists r(q)<1 such that for p>r(q), the number of points in large boxes which belongs to the infinite cluster has a normal central limit behaviour under the random cluster measure phi_{p,q} on Z^d, d>=2.…

Probability · Mathematics 2007-05-23 Olivier Garet

We study multivariate generalizations of the $q$-central limit theorem, a generalization of the classical central limit theorem consistent with nonextensive statistical mechanics. Two types of generalizations are addressed, more precisely…

Statistical Mechanics · Physics 2007-05-23 Sabir Umarov , Constantino Tsallis

We derive a Central Limit Theorem (CLT) for $\log \left\vert\det \left( W_{N}-E_{N}\right)\right\vert,$ where $W_{N}$ is a Wigner matrix, and $E_{N}$ is local to the edge of the semi-circle law. Precisely, $E_N=2+N^{-2/3}\sigma_N$ with…

Probability · Mathematics 2022-07-11 Iain M. Johnstone , Yegor Klochkov , Alexei Onatski , Damian Pavlyshyn

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 present a proof of the central limit theorem for a pair of mutually non-commuting operators in mixing quantum spin chains. The operators are not necessarily strictly local but quasi-local. As a corollary we obtain a direct construction…

Mathematical Physics · Physics 2015-06-26 Taku Matsui

In a paper from 1995, Wormald gave general criteria for certain parameters in a family of discrete random processes to converge to the solution of a system of differential equations. Based on this method, we show that if some further…

Probability · Mathematics 2009-06-24 Taral Guldahl Seierstad

Statistical mechanics describes interaction between particles of a physical system. Particle properties of the system can be modelled with a random field on a lattice and studied at different distance scales using renormalization group…

Probability · Mathematics 2015-04-29 Farida Kachapova , Ilias Kachapov

Let $(\tau_n)$ be a sequence of toral automorphisms $\tau_n : x \rightarrow A_n x \hbox{mod}\ZZ^d$ with $A_n \in {\cal A}$, where ${\cal A}$ is a finite set of matrices in $SL(d, \mathbb{Z})$. Under some conditions the method of…

Probability · Mathematics 2010-06-22 Jean-Pierre Conze , Stéphane Le Borgne , Mikaël Roger

A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to…

Probability · Mathematics 2010-07-14 Atul Mallik , Michael Woodroofe

We consider uniform random permutations of length $n$ conditioned to have no cycle longer than $n^\beta$ with $0<\beta<1$, in the limit of large $n$. Since in unconstrained uniform random permutations most of the indices are in cycles of…

Probability · Mathematics 2018-12-21 Volker Betz , Helge Schäfer , Dirk Zeindler

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

Probability · Mathematics 2018-04-24 Christoph Börgers , Claude Greengard

The central limit theorem ensures that a sum of random variables tends to a Gaussian distribution as their total number tends to infinity. However, for a class of positive random variables, we find that the sum tends faster to a log-normal…

Fluid Dynamics · Physics 2013-10-16 H. Mouri

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