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In these notes, we obtain new stability estimates for centered non-degenerate selfdecomposable probability measures on $\mathbb{R}^d$ with finite second moment and for non-degenerate symmetric $\alpha$-stable probability measures on…

概率论 · 数学 2024-10-01 Benjamin Arras

We describe a new universality class for unitary invariant random matrix ensembles. It arises in the double scaling limit of ensembles of random $n \times n$ Hermitian matrices $Z_{n,N}^{-1} |\det M|^{2\alpha} e^{-N \Tr V(M)} dM$ with…

经典分析与常微分方程 · 数学 2010-07-30 A. R. Its , A. B. J. Kuijlaars , J. Ostensson

We obtain a functional central limit theorem (CLT) for sums of the form $\xi_N(t)=\frac1{\sqrt N}\sum_{n=1}^{[Nt]}\big(F(X(q_1(n)),...,X(q_\ell(n)))-\bar F\big)$ where $q_1,...,q_\ell$ are polynomials.

概率论 · 数学 2017-08-08 Y. Hafouta , Y. Kifer

We obtain convergence rates (in the Levi-Prokhorove metric) in the functional central limit theorem (CLT) for partial sums $S_n=\sum_{j=1}^{n}\xi_{j,n}$ of triangular arrays $\{\xi_{1,n},\xi_{2,n},...,\xi_{n,n}\}$ satisfying some mixing and…

概率论 · 数学 2022-06-23 Yeor Hafouta

In 1985, Razborov discovered a proof that the monotone circuit complexity of the clique problem is super-polynomial. Alon and Boppana improved the result into exponential lower bound exp(\Omega(n / \log n)^{1/3})) of a monotone circuit C to…

计算复杂性 · 计算机科学 2013-09-10 Junichiro Fukuyama

In this paper we first propose a root-n-consistent Conditional Maximum Likelihood (CML) estimator for all the common parameters in the panel logit AR(p) model with strictly exogenous covariates and fixed effects. Our CML estimator (CMLE)…

计量经济学 · 经济学 2025-09-03 Hugo Kruiniger

This work is a probabilistic study of the 'primes' of the Cram\'er model. We prove that there exists a set of integers $\mathcal S$ of density 1 such that \begin{equation}\liminf_{ \mathcal S\ni n\to\infty} (\log n)\mathbb{P} \{S_n\…

数论 · 数学 2026-05-22 Michel Weber

Euclidean $n$-component $\phi^4$ theories whose Hamiltonians are O(n) symmetric except for quadratic symmetry breaking boundary terms are studied in films of thickness $L$. The boundary terms imply the Robin boundary conditions…

统计力学 · 物理学 2009-10-02 H. W. Diehl , Daniel Grüneberg

In a recent work, Coronel et al. initiated the study of the relation between the diversity-multiplexing tradeoff (DMT) performance of a multiuser multiple-input multiple-output (MU-MIMO) lattice code and the rate of the decay of the…

信息论 · 计算机科学 2009-08-19 Jyrki Lahtonen , Roope Vehkalahti , Hsiao-feng Lu , Camilla Hollanti , Emanuele Viterbo

We produce a series of Central Limit Theorems (CLTs) associated to compact metric measure spaces $(K,d,\eta)$, with $\eta$ a reasonable probability measure. For the first CLT, we can ignore $\eta$ by isometrically embedding $K$ into…

概率论 · 数学 2020-01-14 Steven Rosenberg , Jie Xu

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

In the critical beta-splitting model of a random $n$-leaf binary tree, leaf-sets are recursively split into subsets, and a set of $m$ leaves is split into subsets containing $i$ and $m-i$ leaves with probabilities proportional to…

概率论 · 数学 2024-09-09 David Aldous , Boris Pittel

We have simulated the three-dimensional Heisenberg model on simple cubic lattices, using the single-cluster Monte Carlo update algorithm. The expected pronounced reduction of critical slowing down at the phase transition is verified. This…

高能物理 - 格点 · 物理学 2009-10-22 Christian Holm , Wolfhard Janke

We consider maximum packings of edge-disjoint $4$-cliques in the complete graph $K_n$. When $n \equiv 1$ or $4 \pmod{12}$, these are simply block designs. In other congruence classes, there are necessarily uncovered edges; we examine the…

组合数学 · 数学 2019-05-30 Yanxun Chang , Peter J. Dukes , Tao Feng

We investigate the quantum-critical behavior between the rung-singlet phase with hidden string order and the N\'eel phase with broken $SU(2)$-symmetry on quantum spin ladders with algebraically decaying unfrustrated long-range Heisenberg…

强关联电子 · 物理学 2022-09-05 P. Adelhardt , K. P. Schmidt

We analyze the fluctuations of incomplete $U$-statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled…

概率论 · 数学 2020-03-24 Matthias Löwe , Sara Terveer

In this paper, we derive a unified method for establishing the distributional convergence of linear eigenvalue statistics (LES) for generalized patterned random matrices. We prove that for an $N \times N$ generalized patterned random matrix…

概率论 · 数学 2025-03-14 Kiran Kumar A. S. , Shambhu Nath Maurya , Koushik Saha

We consider the dimer model on the square and hexagonal lattices with doubly periodic weights. The purpose of this paper is threefold: (a) we establish a rigourous connection with the massive SLE$_2$ constructed by Makarov and Smirnov (and…

概率论 · 数学 2024-10-21 Nathanaël Berestycki , Levi Haunschmid-Sibitz

Under a Lipschitz condition on distribution dependent coefficients, the central limit theorem and the moderate deviation principle are obtained for solutions of McKean-Vlasov type stochastic differential equations, which extend from the…

概率论 · 数学 2019-11-12 Yongqiang Suo , Chenggui Yuan

We consider the existence of the integrated density of states (IDS) of the magnetic Schr\"{o}dinger operator with a random potential on the Hilbert space \( L^2(\mathbb{R}^d) \), as an analogue of the law of large numbers (LLN) for trace…

谱理论 · 数学 2026-03-02 Dhriti Ranjan Dolai , Naveen Kumar