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Higher-order regularization problem formulations are popular frameworks used in machine learning, inverse problems and image/signal processing. In this paper, we consider the computational problem of finding the minimizer of the Sobolev…

数值分析 · 数学 2023-10-20 Adrien Weihs , Jalal Fadili , Matthew Thorpe

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…

概率论 · 数学 2018-04-24 Christoph Börgers , Claude Greengard

We study the probability distribution of the area and the number of vertices of random polygons in a convex set $K\subset\mathbb{R}^2$. The novel aspect of our approach is that it yields uniform estimates for all convex sets…

概率论 · 数学 2015-03-13 John Pardon

In this paper, we propose a general means of estimating the rate at which convergences in law occur. Our approach, which is an extension of the classical Stein-Tikhomirov method, rests on a new pair of linear operators acting on…

概率论 · 数学 2017-06-29 Benjamin Arras , Guillaume Mijoule , Guillaume Poly , Yvik Swan

We study the problem of sampling an approximately uniformly random satisfying assignment for atomic constraint satisfaction problems i.e. where each constraint is violated by only one assignment to its variables. Let $p$ denote the maximum…

数据结构与算法 · 计算机科学 2021-02-17 Vishesh Jain , Huy Tuan Pham , Thuy-Duong Vuong

Consider a sequence of $n$ independent random variables with a common continuous distribution $F$, and consider the task of choosing an increasing subsequence where the observations are revealed sequentially and where an observation must be…

概率论 · 数学 2016-08-02 Alessandro Arlotto , Vinh V. Nguyen , J. Michael Steele

We consider $N$ by $N$ deformed Wigner random matrices of the form $X_N=H_N+A_N$, where $H_N$ is a real symmetric or complex Hermitian Wigner matrix and $A_N$ is a deterministic real bounded diagonal matrix. We prove a universal Central…

概率论 · 数学 2020-09-22 Yiting Li , Kevin Schnelli , Yuanyuan Xu

Let $(X_i)$ be a stationary and ergodic Markov chain with kernel $Q$, $f$ an $L^2$ function on its state space. If $Q$ is a normal operator and $f = (I-Q)^{1/2}g$ (which is equivalent to the convergence of $\sum_{n=1}^\infty…

概率论 · 数学 2009-12-16 Dalibor Volný

Let $Q$ be a transition probability on a measurable space $E$ which admits an invariant probability measure, let $(X_n)_n$ be a Markov chain associated to $Q$, and let $\xi$ be a real-valued measurable function on $E$, and $S_n=\sum…

概率论 · 数学 2008-12-18 Loïc Hervé

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

We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…

概率论 · 数学 2007-05-23 David Nualart , Giovanni Peccati

One of the central objects in the theory of optimal transport is the Brenier map: the unique monotone transformation which pushes forward an absolutely continuous probability law onto any other given law. A line of recent work has analyzed…

We study random dynamical systems composed of LSV maps with varying parameters, without any mixing assumptions on the base space of random dynamics. We establish a quenched central limit theorem and identify conditions under which the…

动力系统 · 数学 2026-04-08 Davor Dragičević , Juho Leppänen

Quantitative multivariate central limit theorems for general functionals of possibly non-symmetric and non-homogeneous infinite Rademacher sequences are proved by combining discrete Malliavin calculus with the smart path method for normal…

概率论 · 数学 2017-11-06 Kai Krokowski , Christoph Thaele

We prove a central limit theorem for non-commutative random variables in a von Neumann algebra with a tracial state: Any non-commutative polynomial of averages of i.i.d. samples converges to a classical limit. The proof is based on a…

数学物理 · 物理学 2019-09-16 Greg Kuperberg

This paper deals with a class of neural SDEs and studies the limiting behavior of the associated sampled optimal control problems as the sample size grows to infinity. The neural SDEs with $N$ samples can be linked to the $N$-particle…

最优化与控制 · 数学 2025-06-19 Huafu Liao , Alpár R. Mészáros , Chenchen Mou , Chao Zhou

We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal…

概率论 · 数学 2018-10-24 Jingyu Huang , David Nualart , Lauri Viitasaari

We obtain a Central Limit Theorem for the normalized number of real roots of a square Kostlan-Shub-Smale random polynomial system of any size as the degree goes to infinity. A study of the asymptotic variance of the number of roots is…

概率论 · 数学 2018-05-07 Diego Armentano , Jean-Marc Azaïs , Federico Dalmao , José León

We consider the Grenander estimator that is the maximum likelihood estimator for non-increasing densities. We prove uniform central limit theorems for certain subclasses of bounded variation functions and for H\"older balls of smoothness…

统计理论 · 数学 2015-06-29 Jakob Söhl

We consider sequences of needlet random fields defined as weighted averaged forms of spherical Gaussian eigenfunctions. Our main result is a Central Limit Theorem in the high energy setting, for the boundary lengths of their excursion sets.…

概率论 · 数学 2020-11-06 Radomyra Shevchenko , Anna Paola Todino