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In this article, we revisit the question of fluctuations of linear statistics of beta ensembles in the single cut and non-critical regime for general potentials $V$ under mild regularity and growth assumptions. Our main objective is to…

概率论 · 数学 2024-03-27 Jürgen Angst , Ronan Herry , Dominique Malicet , Guillaume Poly

We obtain some sufficient conditions for the Central Limit Theorem for the random processes (fields) with values in the separable part of Holder space in the modern terms of majorizing (minorizing) measures, belonging to X.Fernique and…

概率论 · 数学 2014-09-23 E. Ostrovsky , L. Sirota

The (CLT) central limit theorems for generalized Frechet means (data descriptors assuming values in stratified spaces, such as intrinsic means, geodesics, etc.) on manifolds from the literature are only valid if a certain empirical process…

统计理论 · 数学 2018-01-23 Benjamin Eltzner , Stephan F. Huckemann

The Central Limit Theorem does not hold for strongly correlated stochastic variables, as is the case for statistical systems close to criticality. Recently, the calculation of the probability distribution function (PDF) of the magnetization…

统计力学 · 物理学 2025-03-28 Sankarshan Sahu , Bertrand Delamotte , Adam Rançon

Let $\lbrace f_i(x)=s_i \cdot x+t_i \rbrace$ be a self-similar IFS on $\mathbb{R}$ and let $\beta >1$ be a Pisot number. We prove that if $\frac{\log |s_i|}{\log \beta}\notin \mathbb{Q}$ for some $i$ then for every $C^1$ diffeomorphism $g$…

动力系统 · 数学 2024-08-19 Amir Algom , Simon Baker , Pablo Shmerkin

We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…

数学物理 · 物理学 2015-06-18 Peter J. Forrester , Joel L. Lebowitz

We consider generalized inversions and descents in finite Weyl groups. We establish Coxeter-theoretic properties of indicator random variables of positive roots such as the covariance of two such indicator random variables. We then compute…

概率论 · 数学 2023-09-29 Kathrin Meier , Christian Stump

We investigate here the behaviour of a large typical meandric system, proving a central limit theorem for the number of components of given shape. Our main tool is a theorem of Gao and Wormald, that allows us to deduce a central limit…

概率论 · 数学 2024-11-20 Svante Janson , Paul Thévenin

We consider sub-critical configuration models and show that the central limit theorem for any additive statistic holds when the statistics satisfies a fourth moment assumption, a variance lower bound and the degree sequence of graph…

概率论 · 数学 2019-02-22 Siva Athreya , D. Yogeshwaran

We study central limit theorems for certain nonlinear sequences of random variables. In particular, we prove the central limit theorems for the bounded conductivity of the random resistor networks on hierarchical lattices.

无序系统与神经网络 · 物理学 2007-05-23 Jung M. Woo , Jan Wehr

The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…

数据分析、统计与概率 · 物理学 2026-03-26 Mario Castro , José A. Cuesta

We prove matching asymptotic lower and upper bounds on the variances of the intrinsic volumes and the number of $k$-faces of $d$-dimensional random beta-polytopes. Using Stein's methods, we establish central limit theorems for the intrinsic…

度量几何 · 数学 2025-12-04 Ferenc Fodor , Balázs Grünfelder

We discuss CLT for the global and local linear statistics of random matrices from classical compact groups. The main part of our proofs are certain combinatorial identities much in the spirit of works by Kac and Spohn.

概率论 · 数学 2007-05-23 Alexander Soshnikov

This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to $C^3$, the class of functions with continuous third order derivatives. We…

统计理论 · 数学 2026-03-16 Jian Cui , Zhijun Liu , Jiang Hu , Zhidong Bai

In this note, we prove a quenched functional central limit theorem for a biased random walk on a supercritical Galton-Watson tree with leaves. This extends a result of Peres and Zeitouni (2008) where the case without leaves is considered. A…

概率论 · 数学 2017-01-17 Adam Bowditch

We study the long-range one-dimensional Riesz gas on the circle, a continuous system of particles interacting through a Riesz kernel. We establish near-optimal rigidity estimates on gaps valid at any scale. Leveraging these local laws…

概率论 · 数学 2025-07-22 Jeanne Boursier

We establish a central limit theorem for the unnormalized linear statistic of the Gaussian Unitary Ensemble under optimal conditions: the linear statistics converges if and only if the expression for the limiting variance is finite.

概率论 · 数学 2015-10-14 Phil Kopel

We prove that, at every positive temperature, the infinite-volume free energy of the one dimensional log-gas, or beta-ensemble, has a unique minimiser, which is the Sine-beta process arising from random matrix theory. We rely on a…

概率论 · 数学 2018-12-18 Matthias Erbar , Martin Huesmann , Thomas Leblé

In this paper, we derive a central limit theorem for collections of weakly correlated random variables indexed by discrete metric spaces, where the correlation decays in the distance of the indices. The correlation structure we study…

概率论 · 数学 2022-02-11 Michael Fleermann , Werner Kirsch

In the classical $\beta$-ensembles of random matrix theory, setting $\beta = 2 \alpha/N$ and taking the $N \to \infty$ limit gives a statistical state depending on $\alpha$. Using the loop equations for the classical $\beta$-ensembles, we…

概率论 · 数学 2021-07-19 Peter J. Forrester , Guido Mazzuca