相关论文: CLT for L^{p} moduli of continuity of Gaussian pro…

The paper concerns the $d$-dimensional stochastic approximation recursion, $$ \theta_{n+1}= \theta_n + \alpha_{n + 1} f(\theta_n, \Phi_{n+1}) $$ where $ \{ \Phi_n \}$ is a stochastic process on a general state space, satisfying a…

We demonstrate a phenomenon of condensation of the Fourier transform $\widehat{f}$ of a function $f$ defined on the real line $\mathbb{R}$ which decreases rapidly on one half of the line. For instance, we prove that if $f$ is…

We show that the multiple divisor functions of integers in invertible residue classes modulo a prime number, as well as the Fourier coefficients of GL(N) Maass cusp forms for all N larger than 2, satisfy a central limit theorem in a…

The Central Limit Theorem (CLT) is one of the most fundamental results in statistics. It states that the standardized sample mean of a sequence of $n$ mutually independent and identically distributed random variables with finite first and…

Let $\{X_k\}_{k \in \mathbb{Z}}$ be a stationary Gaussian process with values in a separable Hilbert space $\mathcal{H}_1$, and let $G:\mathcal{H}_1 \to \mathcal{H}_2$ be an operator acting on $X_k$. Under suitable conditions on the…

We investigate the long time behavior of solutions to the differential equation $\ddot{x}(t)+\frac{c}{\left( t+1\right) ^{\alpha}}\dot{x}(t)+\nabla \Phi\left( x(t)\right) =g(t),~t\geq0, $ where $c$ is nonnegative constant,…

For a uniform process $\{ X_t: t\in E\}$ (by which $X_t $ is uniformly distributed on $(0,1)$ for $t\in E$) and a function $w(x)>0$ on $(0,1)$, we give a sufficient condition for the weak convergence of the empirical process based on $\{…

In \cite{AP2} we obtained general estimates of the operator moduli of continuity of functions on the real line. In this paper we improve the estimates obtained in \cite{AP2} for certain special classes of functions. In particular, we…

For stochastic processes $\{X_t:t\in E\}$, we establish sufficient conditions for the empirical process based on $\{I_{X_t\le y}-\operatorname{Pr}(X_t\le y):t\in E,y\in\mathbb{R}\}$ to satisfy the CLT uniformly in $t\in E,y\in\mathbb{R}$.…

We obtain concentration estimates for the fluctuations of Coulomb gases in any dimension and in a broad temperature regime, including very small and very large temperature regimes which may depend on the number of points. We obtain a full…

Let $g$ denote a fixed holomorphic Hecke cusp form of weight $k \equiv 0 \pmod{4}$ on $\mathrm{SL}_2(\mathbb{Z})$, and let $\pi$ be a fixed cuspidal automorphic representation of $\mathrm{GL}_3$. In this paper, we establish an asymptotic…

This work improves the existing central limit theorems (CLTs) for geometric functionals of Gibbs processes in three aspects. First, we derive a CLT for weakly stabilizing functionals, thereby improving on the previously used assumption of…

Let $L$ be a second order elliptic operator on $R^d$ with a constant diffusion matrix and a dissipative (in a weak sense) drift $b \in L^p_{loc}$ with some $p>d$. We assume that $L$ possesses a Lyapunov function, but no local boundedness of…

We consider canonical determinantal random point processes with N particles on a compact Riemann surface X defined with respect to the constant curvature metric. In the higher genus (hyperbolic) cases these point processes may be defined in…

In this paper we study the asymptotic behavior of solutions of fractional differential equations of the form $D^{\alpha}_Cu(t)=Au(t)+f(t)$ on the half line, where $D^{\alpha}_Cu(t)$ is the derivative of the function $u$ in Caputo's sense,…

We aim to generalize the homogenisation theorem in \cite{Gehringer-Li-tagged} for a passive tracer interacting with a fractional Gau{\ss}ian noise to also cover fractional non-Gau{\ss}ian noises. To do so we analyse limit theorems for…

If G is a Lie group, let D(G) be the space of compactly supported smooth functions on G. Consider the bilinear map B : D(G) x D(G) -> D(G), (f,g) |-> f*g which takes a pair of test functions to their convolution. We show that B is…

Consider a real Gaussian stationary process $f_\rho$, indexed on either $\mathbb{R}$ or $\mathbb{Z}$ and admitting a spectral measure $\rho$. We study $\theta_{\rho}^\ell=-\lim\limits_{T\to\infty}\frac{1}{T}…

Let $p$ be a prime. Let $f$ be a holomorphic modular form of level $p$ with trivial nebentypus. We prove the bound $L\left(\text{sym}^2f, \frac{1}{2} + it\right) \ll_{f,\epsilon} p^{1/2+\epsilon}t^{3/4-1/12 + \epsilon}$. This bound is…

We establish a central limit theorem for the fluctuations of the linear statistics in the $\beta$-ensemble of dimension $N$ at a temperature proportional to $N$ and with confining smooth potential. In this regime, the particles do not…