相关论文: Vector-valued semicircular limits on the free Pois…

We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…

We examine the validity of the recently proposed semi-Poisson level spacing distribution function P(S), which characterizes `critical quantum chaos', in 2D disordered systems with spin-orbit coupling. At the Anderson transition we show that…

Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of…

We establish necessary and sufficient conditions implying that the product of $m\geq 2$ Poisson functionals, living in a finite sum of Wiener chaoses, is square-integrable. Our conditions are expressed in terms of iterated add-one cost…

Infinite divisibility of a class of two-dimensional vectors with components in the second Wiener chaos is studied. Necessary and sufficient conditions for infinite divisibility is presented as well as more easily verifiable sufficient…

The aim of the present paper is to establish the multidimensional counterpart of the \textit{fourth moment criterion} for homogeneous sums in independent leptokurtic and mesokurtic random variables (that is, having positive and zero fourth…

We show that the distribution of self-normalized sums of free self-adjoint random variables converges weakly to Wigner's semicircle law under appropriate conditions and estimate the rate of convergence in terms of the Kolmogorov distance.…

In a seminal paper of 2005, Nualart and Peccati discovered a surprising central limit theorem (called the "Fourth Moment Theorem" in the sequel) for sequences of multiple stochastic integrals of a fixed order: in this context, convergence…

We present several new phenomena about almost sure convergence on homogeneous chaoses that include Gaussian Wiener chaos and homogeneous sums in independent random variables. Concretely, we establish the fact that almost sure convergence on…

We review and present some known results for non-linear functionals of Gaussian variables in the context of discrete Gaussian fields defined on the $d$ dimensional lattice. Our main result is a Central Limit Theorem in the spirit of the…

In this note we discuss additional properties of mixed Poisson distributions. We discuss the convergence of mixed Poisson distributions to its mixing distribution for the scaling parameter tending to infinity. Moreover, we obtain a central…

In this paper, we study a class of multiscale McKean-Vlasov stochastic systems where the entire system depends on the distribution of the fast component. First of all, by the Poisson equation method we prove that the slow component…

We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the…

Let L be the class of limiting laws associated with sequences in the second Wiener chaos. We exhibit a large subset L_0 of L satisfying that, for any F_infinity in L_0, the convergence of only a finite number of cumulants suffices to imply…

Using a new class of exactly solvable models based on the pairing interaction, we show that it is possible to construct integrable Hamiltonians with a Wigner distribution of nearest neighbor level spacings. However, these Hamiltonians…

In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their…

Consider a Poisson point process within a convex set in a Euclidean space. The Vietoris-Rips complex is the clique complex over the graph connecting all pairs of points with distance at most $\delta$. Summing powers of the volume of all…

We address one open problem in a recent work due to Ding and Wirth, the first version of which was available in $2019$, relating to level-set percolation on metric-graphs for the Gaussian free field in three dimensions, in which it was…

For a compact convex set $K$ and a Poisson point process $\eta$, the union of all Voronoi cells with a nucleus in $K$ is the Poisson-Voronoi approximation of $K$. Lower and upper bounds for the variance and a central limit theorem for the…

We establish an unexpected phenomenon of strong regularization along normal convergence on Wiener chaoses. For every sequence of chaotic random variables, convergence in law to the Gaussian distribution is upgraded to superconvergence: the…