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相关论文: Noncentral limit results for spatiotemporal random…

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We establish a general criterion for the positivity of the variance of a chaotic component of local functionals of stationary vector-valued Gaussian fields. This criterion is formulated in terms of the spectral properties of the covariance…

概率论 · 数学 2025-06-16 Louis Gass

We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

概率论 · 数学 2014-02-26 Yuri Kifer , S. R. S. Varadhan

Let $B=(B_x)_{x\in\mathbb{R}^d}$ be a collection of $N(0,1)$ random variables forming a real-valued continuous stationary Gaussian field on $\mathbb{R}^d$, and set $C(x-y)=\mathbb{E}[B_xB_y]$. Let $\varphi:\mathbb{R}\to\mathbb{R}$ be such…

概率论 · 数学 2023-08-29 Leonardo Maini , Ivan Nourdin

The paper deals with a random connection model, a random graph whose vertices are given by a homogeneous Poisson point process on $\mathbb{R}^d$, and edges are independently drawn with probability depending on the locations of the two end…

概率论 · 数学 2021-02-18 Van Hao Can , Khanh Duy Trinh

We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…

概率论 · 数学 2023-11-07 Dalibor Volny

We consider deterministic random walks on the real line driven by irrational rotations, or equivalently, skew product extensions of a rotation by $\alpha$ where the skewing cocycle is a piecewise constant mean zero function with a jump by…

动力系统 · 数学 2017-05-23 Michael Bromberg , Corinna Ulcigrai

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

We systematically explore the space of renormalization group flows of four-dimensional $\mathcal{N}=1$ superconformal field theories (SCFTs) triggered by relevant deformations, as well as by coupling to free chiral multiplets with relevant…

高能物理 - 理论 · 物理学 2024-08-23 Minseok Cho , Kazunobu Maruyoshi , Emily Nardoni , Jaewon Song

We study quantized non-local order parameters, constructed by using partial time-reversal and partial reflection, for fermionic topological phases of matter in one spatial dimension protected by an orientation reversing symmetry, using…

强关联电子 · 物理学 2024-10-22 Kansei Inamura , Ryohei Kobayashi , Shinsei Ryu

A recent result by Barrera and Peligrad shows that the quenched Central Limit Theorem holds for the discrete Fourier transforms (DFT) of a stationary process in $L^2$ if a "random" centering is used. In this note we show that this is a…

概率论 · 数学 2014-11-12 David Barrera

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

概率论 · 数学 2009-09-30 Ivan Nourdin , Giovanni Peccati

This paper develops asymptotic theory for quantile estimation via stochastic gradient descent (SGD) with a constant learning rate. The quantile loss function is neither smooth nor strongly convex. Beyond conventional perspectives and…

机器学习 · 统计学 2026-04-06 Ziyang Wei , Jiaqi Li , Likai Chen , Wei Biao Wu

Lieb-Schultz-Mattis (LSM) theorems impose non-perturbative constraints on the zero-temperature phase diagrams of quantum lattice Hamiltonians (always assumed to be local in this paper). LSM theorems have recently been interpreted as the…

强关联电子 · 物理学 2024-01-29 Ömer M. Aksoy , Christopher Mudry , Akira Furusaki , Apoorv Tiwari

We generalize the coset procedure of homogeneous spacetimes in (pseudo-)Riemannian geometry to non-Lorentzian geometries. These are manifolds endowed with nowhere vanishing invertible vielbeins that transform under local non-Lorentzian…

高能物理 - 理论 · 物理学 2018-08-08 Kevin T. Grosvenor , Jelle Hartong , Cynthia Keeler , Niels A. Obers

We investigate the asymptotics of eigenvalues of sample covariance matrices associated with a class of non-independent Gaussian processes (separable and temporally stationary) under the Kolmogorov asymptotic regime. The limiting spectral…

概率论 · 数学 2019-10-11 Tiebin Mi , Robert Caiming Qiu

In this paper, we propose using the nonlinear sigma model (NLSM) with the Wess-Zumino-Witten (WZW) term as a general description of deconfined quantum critical points that separate two spontaneously symmetry-breaking (SSB) phases in…

强关联电子 · 物理学 2022-09-07 Da-Chuan Lu

We present a molecular dynamics test of the Central Limit Theorem (CLT) in a paradigmatic long-range-interacting many-body classical Hamiltonian system, the HMF model. We calculate sums of velocities at equidistant times along deterministic…

统计力学 · 物理学 2011-11-10 A. Pluchino , A. Rapisarda , C. Tsallis

The exploration of associations between random objects with complex geometric structures has catalyzed the development of various novel statistical tests encompassing distance-based and kernel-based statistics. These methods have various…

统计方法学 · 统计学 2024-10-28 Zhe Gao , Roulin Wang , Xueqin Wang , Heping Zhang

In this article, we fill a gap in the literature on Hawkes processes. In particular, we derive a CLT for a non linear compound marked Hawkes process. We also provide an upper bound on the convergence rate using the functional 1-Wasserstein…

概率论 · 数学 2026-01-27 Benjamin Massat

In this paper we are concerned with the homogenization property of stochastic non-homogeneous incompressible Navier-Stokes equations with rapid oscillation in a smooth bounded domain of $\mathbb{R}^d$, $d=2,3$, and driven by multiplicative…

概率论 · 数学 2026-03-24 Zhaoyang Qiu , Junlong Chen , Jinqiao Duan