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Cluster Dynamical Mean Field Theories are analyzed in terms of their semiclassical limit and their causality properties, and a translation invariant formulation of the cellular dynamical mean field theory, PCDMFT, is presented. The…

强关联电子 · 物理学 2009-11-10 G. Biroli , O. Parcollet , G. Kotliar

Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…

概率论 · 数学 2016-09-13 Gaultier Lambert

We show that the global fluctuations of spectra of GOE and GUE matrices and their principal submatrices executing Dyson's Brownian motion are Gaussian in the limit of large matrix dimensions. For nested submatrices one obtains a limiting…

概率论 · 数学 2010-11-17 Alexei Borodin

In this work we study and establish some quenched functional Central Limit Theorems (CLTs) for stationary random fields under a projective criteria. These results are functional generalizations of the theorems obtained by Zhang et al.…

动力系统 · 数学 2024-05-28 Lucas Reding , Na Zhang

Whittle-Mat\'ern fields are a recently introduced class of Gaussian processes on metric graphs, which are specified as solutions to a fractional-order stochastic differential equation. Unlike earlier covariance-based approaches for…

统计方法学 · 统计学 2023-10-26 David Bolin , Alexandre Simas , Jonas Wallin

Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…

概率论 · 数学 2016-10-06 Tobias Fissler , Christoph Thaele

In this paper, we utilize the framework of Markov processes to attain a more probabilistic perspective on the theory of transfer operators. In doing so, we establish a functional central limit theorem (FLCT) for an $O(N)$ model associated…

动力系统 · 数学 2023-10-23 Eduardo A. Silva , Elis G. Mesquita , Edgar Matias

This paper concerns the asymptotic behavior of a random variable $W_\lambda$ resulting from the summation of the functionals of a Gibbsian spatial point process over windows $Q_\lambda \uparrow R^d$. We establish conditions ensuring that…

概率论 · 数学 2014-09-24 Aihua Xia , J. E. Yukich

The question of whether the central limit theorem (CLT) holds for the total number of edges in exponential random graph models (ERGMs) in the subcritical region of parameters has remained an open problem. In this paper, we establish the…

概率论 · 数学 2025-04-09 Xiao Fang , Song-Hao Liu , Qi-Man Shao , Yi-Kun Zhao

This paper first strictly proved that the growth of the second moment of a large class of Gaussian processes is not greater than power function and the covariance matrix is strictly positive definite. Under these two conditions, the maximum…

统计理论 · 数学 2022-07-21 Shifei Luo

We propose a revised definition of quasi-distributions within the framework of large-momentum effective theory (LaMET) that improves convergence towards the large-momentum limit. Since the definition of quasi-distributions is not unique,…

高能物理 - 唯象学 · 物理学 2019-05-13 Tomomi Ishikawa , Luchang Jin , Huey-Wen Lin , Andreas Schäfer , Yi-Bo Yang , Jian-Hui Zhang , Yong Zhao

We compute explicit bounds in the Gaussian approximation of functionals of infinite Rademacher sequences. Our tools involve Stein's method, as well as the use of appropriate discrete Malliavin operators. Although our approach does not…

概率论 · 数学 2009-05-21 Ivan Nourdin , Giovanni Peccati , Gesine Reinert

In the regime where the parameter beta is proportional to the reciprocal of the system size, it is known that the empirical distribution of Gaussian beta ensembles (resp.\ beta Laguerre ensembles) converges to a probability measure of…

概率论 · 数学 2023-05-22 Fumihiko Nakano , Hoang Dung Trinh , Khanh Duy Trinh

We study the fluctuation of the Atlas model, where a unit drift is assigned to the lowest ranked particle among a semi-infinite ($ \mathbb{Z}_+ $-indexed) system of otherwise independent Brownian particles, initiated according to a Poisson…

概率论 · 数学 2015-03-13 Amir Dembo , Li-Cheng Tsai

The work approaches the study of the fluctuations for the thermodynamic systems in the presence of the fields. The approach is of phenomenological nature and developed in a Gaussian approximation. The study is exemplified on the cases of a…

统计力学 · 物理学 2009-10-31 S. Dumitru , A. Boer

We present an analytic approach to study concurrent influence of quenched non-magnetic site-dilution and finiteness of the lattice on the 2D XY model. Two significant deeply connected features of this spin model are: a special type of…

统计力学 · 物理学 2010-07-06 Oleksandr Kapikranian , Bertrand Berche , Yurij Holovatch

The Ewens-Pitman model refers to a distribution for random partitions of $[n]=\{1,\ldots,n\}$, which is indexed by a pair of parameters $\alpha \in [0,1)$ and $\theta>-\alpha$, with $\alpha=0$ corresponding to the Ewens model in population…

概率论 · 数学 2024-08-28 Bernard Bercu , Stefano Favaro

We study moderate deviations of suprema of parametrized sequences of sample bounded Gaussian processes $\{X _x(t), t\in T _x\}$, and first present recent sharp bounds in simple cases. In the almost periodic case, we prove an approximation…

概率论 · 数学 2026-01-22 Michel Weber

We use martingale embeddings to prove a central limit theorem (CLT) for one-dimensional projections of high-dimensional random vectors in $\{-1,1\}^n$ satisfying a Poincar\'e inequality. We obtain a non-asymptotic error bound involving…

概率论 · 数学 2026-04-29 Xiao Fang , Yang Xie , Yi-Kun Zhao

We consider fluctuations in the distribution of critical points - saddle points, minima and maxima - of random gaussian fields. We calculate the asymptotic limits of the two point correlation function for various critical point densities,…

无序系统与神经网络 · 物理学 2011-12-12 Avraham Klein , Oded Agam