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We prove that any finite collection of quadratic forms (overlaps) of general deterministic matrices and eigenvectors of an $N\times N$ Wigner matrix has joint Gaussian fluctuations. This can be viewed as the random matrix analogue of the…

概率论 · 数学 2022-12-22 Lucas Benigni , Giorgio Cipolloni

This work aims to study the dislocation or nodal lines of 3D Berry's random wave model. Their expected length is computed both in the isotropic and anisotropic cases, being them compared. Afterwards, in the isotropic case the asymptotic…

概率论 · 数学 2019-12-25 Federico Dalmao , Anne Estrade , José León

We consider Berry's random planar wave model (1977), and prove spatial functional limit theorems - in the high-energy limit - for discretized and truncated versions of the random field obtained by restricting its nodal length to rectangular…

概率论 · 数学 2023-05-24 Massimo Notarnicola , Giovanni Peccati , Anna Vidotto

In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…

概率论 · 数学 2007-05-23 L. V. Bogachev , Z. G. Su

Fluctuations of the order parameters of the Gardner model for any $\alpha<\alpha_c$ are studied. It is proved that they converge in distribution to a family of jointly Gaussian random variables.

无序系统与神经网络 · 物理学 2007-05-23 M. Shcherbina , B. Tirozzi

We consider Berry's random planar wave model (1977) for a positive Laplace eigenvalue $E>0$, both in the real and complex case, and prove limit theorems for the nodal statistics associated with a smooth compact domain, in the high-energy…

概率论 · 数学 2023-02-08 Ivan Nourdin , Giovanni Peccati , Maurizia Rossi

We investigate the fluctuations of the nodal number (count of the phase singularities) in a natural extension of the well-known complex planar Berry Random Wave Model - Berry (2002) - obtained by considering two independent real Berry…

概率论 · 数学 2024-10-14 Krzysztof Smutek

A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…

概率论 · 数学 2026-01-16 Bishakh Bhattacharya , Arijit Chakrabarty , Rajat Subhra Hazra

Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…

概率论 · 数学 2007-11-25 Sourav Chatterjee

We study fluctuations of linear statistics in Polyanalytic Ginibre ensembles, a family of point processes describing planar free fermions in a uniform magnetic field at higher Landau levels. Our main result is asymptotic normality of…

数学物理 · 物理学 2016-12-26 Antti Haimi , Aron Wennman

We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…

概率论 · 数学 2023-03-01 Maximilian Janisch , Thomas Lehéricy

We study limit theorems in the context of random perturbations of dispersing billiards in finite and infinite measure. In the context of a planar periodic Lorentz gas with finite horizon, we consider random perturbations in the form of…

动力系统 · 数学 2020-01-29 Mark F. Demers , Francoise Pene , Hong-Kun Zhang

In this work we study the rate of convergence in the central limit theorem for the Euclidean norm of random orthogonal projections of vectors chosen at random from an $\ell_p^n$-ball which has been obtained in [Alonso-Guti\'errez, Prochno,…

概率论 · 数学 2019-11-05 Samuel G. G. Johnston , Joscha Prochno

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

数学物理 · 物理学 2022-12-07 Benjamin Landon , Patrick Lopatto , Philippe Sosoe

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

We address the issue of the Central Limit Theorem for (both local and global) empirical measures of diffusions interacting on a possibly diluted Erd\H{o}s-R\'enyi graph. Special attention is given to the influence of initial condition (not…

概率论 · 数学 2022-08-11 Fabio Coppini , Eric Luçon , Christophe Poquet

It is expected that the statistical fluctuations of local observables in large quantum systems obey the central limit theorem, and approximate a normal distribution as their size grows. Here, we prove a version of the Berry-Esseen theorem…

We consider Canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional torus or in a bounded domain of R 2 . We prove that under the Central Limit scaling of vortices intensities, and provided that the system has zero global…

概率论 · 数学 2020-04-22 Francesco Grotto , Marco Romito

We consider the multiple scattering of a scalar wave in a disordered medium with a weak nonlinearity of Kerr type. The perturbation theory, developed to calculate the temporal autocorrelation function of scattered wave, fails at short…

无序系统与神经网络 · 物理学 2016-08-31 S. E. Skipetrov

We adapt Stein's method to obtain Berry--Esseen type error bounds in the multivariate central limit theorem for non-stationary processes generated by time-dependent compositions of uniformly expanding dynamical systems. In a particular case…

动力系统 · 数学 2026-03-17 Juho Leppänen
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