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Let $X_1, \ldots , X_n$ be i.i.d. random vectors in $\mathbb{R}^d$ with $\|X_1\| \le \beta$. Then, we show that $\frac{1}{\sqrt{n}}(X_1 + \ldots + X_n)$ converges to a Gaussian in quadratic transportation (also known as "Kantorovich" or…

概率论 · 数学 2017-07-25 Alex Zhai

Spin fluctuations have a substantial influence on the electron and lattice behaviors in magnetic materials, which, however, is difficult to be tracked properly by prevalent first-principles methods. We propose a versatile self-adaptive…

材料科学 · 物理学 2023-02-14 Zefeng Cai , Ke Wang , Yong Xu , Su-Huai Wei , Ben Xu

Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…

概率论 · 数学 2007-05-23 B. Rider , Jack W. Silverstein

The Griffiths inequalities for Ising spin-glass models with Gaussian randomness of non-vanishing mean are proved using properties of the Gaussian distribution and gauge symmetry of the system. These inequalities imply that correlation…

无序系统与神经网络 · 物理学 2009-11-10 Satoshi Morita , Hidetoshi Nishimori , Pierluigi Contucci

Our interest in this paper is to explore limit theorems for various geometric functionals of excursion sets of isotropic Gaussian random fields. In the past, limit theorems have been proven for various geometric functionals of excursion…

概率论 · 数学 2017-04-04 Marie Kratz , Sreekar Vadlamani

We compute the fluctuations of the magnetization and of the multi-overlaps for the dilute mean field ferromagnet, in the high temperature region. The rescaled magnetization tends to a centered Gaussian variable with variance diverging at…

数学物理 · 物理学 2008-11-14 Luca De Sanctis

$L$-ensembles are a class of determinantal point processes which can be viewed as a statistical mechanical systems in the grand canonical ensemble. Circulant $L$-ensembles are the subclass which are locally translationally invariant and…

数学物理 · 物理学 2021-10-27 Peter J. Forrester

A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in…

概率论 · 数学 2018-07-30 Michael A. Kouritzin , Khoa Lê , Deniz Sezer

Fr\'echet means of samples from a probability measure $\mu$ on any smoothly stratified metric space M with curvature bounded above are shown to satisfy a central limit theorem (CLT). The methods and results proceed by introducing and…

概率论 · 数学 2023-11-17 Jonathan C. Mattingly , Ezra Miller , Do Tran

The asymptotic behaviour of the work probability distribution in driven non-equilibrium systems is determined using the method of optimal fluctuations. For systems described by Langevin dynamics the corresponding Euler-Lagrange equation…

统计力学 · 物理学 2013-05-29 A. Engel

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…

概率论 · 数学 2022-07-11 Iain M. Johnstone , Yegor Klochkov , Alexei Onatski , Damian Pavlyshyn

We study the classical XY model in bounded domains of $\mathbb{Z}^{d}$ with Dirichlet boundary conditions. We prove that when the temperature goes to zero faster than a certain rate as the lattice spacing goes to zero, the fluctuation field…

概率论 · 数学 2016-05-05 Charles M. Newman , Wei Wu

The Central Limit Theorem (CLT) establishes that sufficiently large sequences of independent and identically distributed random variables converge in probability to a normal distribution. This makes the CLT a fundamental building block of…

计算机科学中的逻辑 · 计算机科学 2026-03-10 Henning Basold , Oisín Flynn-Connolly , Chase Ford , Hao Wang

This paper is concerned with normal approximation under relaxed moment conditions using Stein's method. We obtain the explicit rates of convergence in the central limit theorem for (i) nonlinear statistics with finite absolute moment of…

概率论 · 数学 2021-06-16 Nguyen Tien Dung

Gauge theories establish the standard model of particle physics, and lattice gauge theory (LGT) calculations employing Markov Chain Monte Carlo (MCMC) methods have been pivotal in our understanding of fundamental interactions. The present…

We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…

统计力学 · 物理学 2026-05-19 Aurélien Grabsch , Davide Venturelli , Olivier Bénichou

(shortened) We develop and test a method to compute mass and auto-correlation functions of rich clusters of galaxies from linear density fluctuations, based on the formalism of Gaussian peaks (Bardeen et al 1986). The essential, new…

天体物理学 · 物理学 2009-10-30 Renyue Cen

In this paper we are discussing the question how a continuous quantum system can be simulated by mean field fluctuations of a finite number of qubits. On the kinematical side this leads to a convergence result which states that…

量子物理 · 物理学 2016-01-20 Zoltan Kadar , Michael Keyl , Geza Toth , Zoltan Zimboras

Analysis of extremal behavior of stochastic processes is a key ingredient in a wide variety of applications, including probability, statistical physics, theoretical computer science, and learning theory. In this paper, we consider centered…

概率论 · 数学 2026-01-19 Yifeng Chu , Maxim Raginsky

The multivariate central limit theorems (CLT) for the volumes of excursion sets of stationary quasi-associated random fields on $\mathbb{R}^d$ are proved. Special attention is paid to Gaussian and shot noise fields. Formulae for the…

概率论 · 数学 2012-03-02 Alexander Bulinski , Evgeny Spodarev , Florian Timmermann
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