相关论文: Central limit theorem for dimension of Gibbs measu…

We prove a central limit theorem applicable to one dimensional stochastic approximation algorithms that converge to a point where the error terms of the algorithm do not vanish. We show how this applies to a certain class of these…

We consider expansive homeomorphisms with the specification property. We give a new simple proof of a large deviation principle for Gibbs measures corresponding to a regular potential and we establish a general symmetry of the rate function…

We give a general local central limit theorem for the sum of two independent random variables, one of which satisfies a central limit theorem while the other satisfies a local central limit theorem with the same order variance. We apply…

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

Consider random Young diagrams with a fixed number n of boxes, where the probability distribution on diagrams is determined by the Plancherel measure. That is, the weight of a diagram is proportional to the squared dimension of the…

Consider the sample covariance matrix $$\Sigma^{1/2}XX^T\Sigma^{1/2}$$ where $X$ is an $M\times N$ random matrix with independent entries and $\Sigma$ is an $M\times M$ diagonal matrix. It is known that if $\Sigma$ is deterministic, then…

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

We regard the classic Thue--Morse diffraction measure as an equilibrium measure for a potential function with a logarithmic singularity over the doubling map. Our focus is on unusually fast scaling of the Birkhoff sums (superlinear) and of…

The macroscopic study of hydrodynamic turbulence is equivalent, at an abstract level, to the microscopic study of a heat flow for a suitable mechanical system. Turbulent fluctuations (intermittency) then correspond to thermal fluctuations,…

This paper is devoted to the study of the stochastic properties of dynamical systems preserving an infinite measure. More precisely we prove central limit theorems for Birkhoff sums of observables of $\mathbb{Z}^2$-extensions of dynamical…

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…

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…

Let us consider i.i.d. random variables $\{a_k,b_k\}_{k \geq 1}$ defined on a common probability space $(\Omega, \mathcal F, \mathbb P)$, following a symmetric Rademacher distribution and the associated random trigonometric polynomials…

We give a new proof of the classical Central Limit Theorem, in the Mallows ($L^r$-Wasserstein) distance. Our proof is elementary in the sense that it does not require complex analysis, but rather makes use of a simple subadditive inequality…

We consider Canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional torus or in a bounded domain of R 2 . We prove that under the Central Limit scaling of vortices intensities, and provided that the system has zero global…

In 1981, Karp and Sipser proved a law of large numbers for the matching number of a sparse Erd\H{o}s-R\'enyi random graph, in an influential paper pioneering the so-called differential equation method for analysis of random graph processes.…

Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…

Under natural assumptions on the observable, we prove a Central Limit Theorem, a Berry-Esseen Theorem, and a quantitative Local Limit Theorem for a broad class of partially hyperbolic endomorphisms of the two-dimensional torus. Our results…

We refine the multifractal formalism for the local dimension of a Gibbs measure $\mu$ supported on the attractor $\Lambda$ of a conformal iterated functions system on the real line. Namely, for given $\alpha\in \mathbb{R}$, we establish the…

In this article we prove three fundamental types of limit theorems for the $q$-norm of random vectors chosen at random in an $\ell_p^n$-ball in high dimensions. We obtain a central limit theorem, a moderate deviations as well as a large…