Browsing by Subject "CENTRAL-LIMIT-THEOREM"

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  • Leppanen, Juho; Stenlund, Mikko (2017)
    In this short note we consider the finite-dimensional distributions of sets of states generated by dispersing billiards with a random initial condition. We establish a functional correlation bound on the distance between the finite-dimensional distributions and corresponding product distributions. We demonstrate the usefulness of the bound by showing that it implies several limit theorems. The purpose of this note is to provide a tool facilitating the study of more general functionals of the billiard process.
  • Leppänen, Juho (2017)
    In the setting of intermittent Pomeau-Manneville maps with time dependent parameters, we show a functional correlation bound widely useful for the analysis of the statistical properties of the model. We give two applications of this result, by showing that in a suitable range of parameters the bound implies the conditions of the normal approximation methods of Stein and Rio. For a single Pomeau-Manneville map belonging to this parameter range, both methods then yield a multivariate central limit theorem with a rate of convergence.
  • Saksman, Eero; Webb, Christian (2020)
    We prove that if omega is uniformly distributed on [0, 1], then as T -> infinity, t bar right arrow zeta (i omega T + it + 1/2) converges to a nontrivial random generalized function, which in turn is identified as a product of a very well-behaved random smooth function and a random generalized function known as a complex Gaussian multiplicative chaos distribution. This demonstrates a novel rigorous connection between probabilistic number theory and the theory of multiplicative chaos-the latter is known to be connected to various branches of modern probability theory and mathematical physics. We also investigate the statistical behavior of the zeta function on the mesoscopic scale. We prove that if we let delta(T) approach zero slowly enough as T -> infinity, then t bar right arrow zeta (1/2 + i delta(T)t + i omega T) is asymptotically a product of a divergent scalar quantity suggested by Selberg's central limit theorem and a strictly Gaussian multiplicative chaos. We also prove a similar result for the characteristic polynomial of a Haar distributed random unitary matrix, where the scalar quantity is slightly different but the multiplicative chaos part is identical. This says that up to scalar multiples, the zeta function and the characteristic polynomial of a Haar distributed random unitary matrix have an identical distribution on the mesoscopic scale.