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In this paper, we consider three-dimensional nonlinear stochastic wave equations driven by the Gaussian noise which is white in time and has some spatial correlations. Using the Malliavin-Stein's method, we prove the Gaussian fluctuation…

概率论 · 数学 2025-01-09 Masahisa Ebina

We prove the Central Limit Theorem and superpolynomial mixing for environment viewed for the particle process in quasi periodic Diophantine random environment. The main ingredients are smoothness estimates for the solution of the Poisson…

动力系统 · 数学 2024-07-24 Klaudiusz Czudek , Dmitry Dolgopyat

We show how a central limit theorem for Poisson model random polygons implies a central limit theorem for uniform model random polygons. To prove this implication, it suffices to show that in the two models, the variables in question have…

概率论 · 数学 2012-08-14 John Pardon

We compute the fluctuation exponents for a solvable model of one-dimensional directed polymers in random environment in the intermediate regime. This regime corresponds to taking the inverse temperature to zero with the size of the system.…

概率论 · 数学 2013-12-03 Gregorio R. Moreno Flores , Timo Seppäläinen , Benedek Valkó

We show that the linear statistics of eigenvalues of circulant matrix obey the Gaussian central limit theorem for a large class of input sequences.

概率论 · 数学 2018-02-13 Kartick Adhikari , Koushik Saha

Reflecting diffusions on continuum percolation clusters are considered. Assuming that the occupied region has a unique unbounded cluster and the cluster satisfies geometrical conditions such as volume regularity, isoperimetric conditions,…

概率论 · 数学 2024-03-08 Yutaka Takeuchi

We study the partition function of two versions of the continuum directed polymer in 1+1 dimension. In the full-space version, the polymer starts at the origin and is free to move transversally in the reals, and in the half-space version,…

数学物理 · 物理学 2016-04-20 Alexei Borodin , Alexey Bufetov , Ivan Corwin

In this paper, we present an oscillatory version of the celebrated Breuer-Major theorem that is motivated by the random corrector problem. As an application, we are able to prove new results concerning the Gaussian fluctuation of the random…

概率论 · 数学 2019-10-03 David Nualart , Guangqu Zheng

In this note we study the number of real roots of a wide class of random orthogonal polynomials with gaussian coefficients. Using the method of Wiener Chaos we show that the fluctuation in the bulk is asymptotically gaussian, even when the…

概率论 · 数学 2021-11-18 Yen Do , Hoi H. Nguyen , Oanh Nguyen , Igor E. Pritsker

We study a model of directed polymers in random environment in dimension $1+d$, given by a Brownian motion in a Poissonian potential. We study the effect of the density and the strength of inhomogeneities, respectively the intensity…

概率论 · 数学 2016-01-25 Francis Comets , Nobuo Yoshida

We prove for the rescaled convolution map $f\to f\circledast f$ propagation of polynomial, exponential and gaussian localization. The gaussian localization is then used to prove an optimal bound on the rate of entropy production by this…

概率论 · 数学 2011-06-14 E. Carlen , A. Soffer

We study the large-scale behavior of solutions to the Allen-Cahn reaction-diffusion equation with Gaussian initial data. We consider the case of short-range dependence in the associated supercritical regime with spatial dimension $d \ge 3$.…

概率论 · 数学 2026-04-13 Colin Piernot , Kexing Ying

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

The relaxational dynamics of 1+1 dimensional directed polymer in random potential is studied by Monte Carlo simulation. A series of temperature quench experiments is performed changing waiting times. Clear crossover from quasi-equilibrium…

凝聚态物理 · 物理学 2009-10-28 Hajime Yoshino

In this work, we investigate the Central Limit Theorem (CLT) and Moderate Deviation Principle (MDP) for the stochastic generalized Burgers-Huxley (SGBH) equation with multiplicative Gaussian noise. The SGBH equation is a…

概率论 · 数学 2024-07-30 Vivek Kumar , Ankit Kumar , Manil T. Mohan

We suggest a governing equation which describes the process of polymer chain translocation through a narrow pore and reconciles the seemingly contradictory features of such dynamics: (i) a Gaussian probability distribution of the…

软凝聚态物质 · 物理学 2011-02-15 Johan L. A. Dubbeldam , V. G. Rostiashvili , A. Milchev , T. A. Vilgis

The central limit theorem for convex bodies says that with high probability the marginal of an isotropic log-concave distribution along a random direction is close to a Gaussian, with the quantitative difference determined asymptotically by…

泛函分析 · 数学 2019-10-01 Haotian Jiang , Yin Tat Lee , Santosh S. Vempala

We use a generalization of Hoeffding's inequality to show concentration results for the free energy of disordered pinning models, assuming only that the disorder has a finite exponential moment. We also prove some concentration inequalities…

概率论 · 数学 2012-06-15 Frederique Watbled

We consider a generalization of the so-called divide and color model recently introduced by Haggstrom. We investigate the behaviour of the magnetization in large boxes and its fluctuations. Thus, laws of large numbers and Central Limit…

概率论 · 数学 2007-05-23 Olivier Garet

We consider the model of a directed polymer in a random environment defined on the infinite cluster of supercritical Bernoulli bond percolation in dimensions $d \geq 3$. For this model, it was proved in arXiv:2205.06206 that for almost…

概率论 · 数学 2025-10-29 Francesca Cottini , Maximilian Nitzschner