相关论文: Noncentral limit results for spatiotemporal random…

Sample covariance matrices are widely used in multivariate statistical analysis. The central limit theorems (CLT's) for linear spectral statistics of high-dimensional non-centered sample covariance matrices have received considerable…

Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernozhukov et al. (2017) proved a Berry--Esseen type result for…

We prove a Central Limit Theorem (CLT) in the non-commutative setting of random matrix products where the underlying process is driven by a subshift of finite type (SFT) with Markov measure. We use the martingale method introduced by Y.…

According to the standard classification of Conformal Quantum Field Theory (CQFT) in two dimensions, the massless continuum limit of the $O(2)$ model at the Kosterlitz-Thouless (KT) transition point should be given by the massless free…

Concentration inequalities for the sample mean, like those due to Bernstein, Hoeffding, and Bentkus, are valid for any sample size but overly conservative, yielding confidence intervals that are unnecessarily wide. The central limit theorem…

We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…

Linear structural error-in-variables models with univariate observations are revisited for studying modified least squares estimators of the slope and intercept. New marginal central limit theorems (CLT's) are established for these…

Sample covariance matrix and multivariate $F$-matrix play important roles in multivariate statistical analysis. The central limit theorems {\sl (CLT)} of linear spectral statistics associated with these matrices were established in Bai and…

This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…

Recent theoretical works have characterized the dynamics of wide shallow neural networks trained via gradient descent in an asymptotic mean-field limit when the width tends towards infinity. At initialization, the random sampling of the…

Scalar field cosmologies with a generalized harmonic potential and a matter fluid with a barotropic Equation of State (EoS) with barotropic index $\gamma$ for the Locally Rotationally Symmetric (LRS) Bianchi I and flat…

Classical Edgeworth expansions provide asymptotic correction terms to the Central Limit Theorem (CLT) up to an order that depends on the number of moments available. In this paper, we provide subsequent correction terms beyond those given…

This paper derives central limit theorems (CLTs) for general linear spectral statistics (LSS) of three important multi-spiked Hermitian random matrix ensembles. The first is the most common spiked scenario, proposed by Johnstone, which is a…

We extend the recent spectral approach for quenched limit theorems developed for piecewise expanding dynamics under general random driving [DrFrGTVa18] to quenched random piecewise hyperbolic dynamics including some classes of billiards.…

In this paper we show a functional central limit theorem for the sum of the first $\lfloor t n \rfloor$ diagonal elements of $f(Z)$ as a function in $t$, for $Z$ a random real symmetric or complex Hermitian $n\times n$ matrix. The result…

In this paper, we review the history, current state-of-art, and physical applications of the spectral theory of two classes of random functions. One class consists of homogeneous and isotropic random fields defined on a Euclidean space and…

The $O(N)$ non-linear sigma model (NLSM) is an example of field theory on a target space with nontrivial geometry. One interesting feature of NLSM is asymptotic freedom, which makes perturbative calculations interesting. Given the successes…

This article develops nonparametric inference procedures for estimation and testing problems for means on manifolds. A central limit theorem for Frechet sample means is derived leading to an asymptotic distribution theory of intrinsic…

We consider the determinantal point processes associated with the spectral projectors of a Schr\"odinger operator on $\mathbb{R}$, with a smooth confining potential. In the semiclassical limit, where the number of particles tends to…

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…