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Project B5: Universal and asymptotic distributions in high-dimensional probability and applications

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Summary:

In this project we investigate universal and asymptotic limit distributions in high-dimensional probability with special emphasis on applications in statistical and probabilistic models. We investigate asymptotic distributions which appear in the limit of increasing dimension combining techniques of random matrices and free probability together with higher order concentration of measure results.

Recent Preprints:

25063 Sergey Bobkov, Friedrich Götze PDF

A Quantitative Cramér-Wold Theorem for Zolotarev Distances

Project: B5

Published: Electron. J. Probab. 31, no. 37 (2026), 19 pp

A Quantitative Cramér-Wold Theorem for Zolotarev Distances

Authors:	Sergey Bobkov, Friedrich Götze	Projects:	B5
Submission Date:	01.12.2025	Submitter:	Gernot Akemann
Download:	PDF	Link:	25063
Published:	Electron. J. Probab. 31, no. 37 (2026), 19 pp

25020 Sergey Bobkov, Gennadiy P. Chistyakov, Friedrich Götze PDF

Rényi divergences in central limit theorems: old and new

Project: B5

Rényi divergences in central limit theorems: old and new

Authors:	Sergey Bobkov, Gennadiy P. Chistyakov, Friedrich Götze	Projects:	B5
Submission Date:	12.03.2025	Submitter:	Gernot Akemann
Download:	PDF	Link:	25020

24074 Sergey Bobkov, Friedrich Götze PDF

Quantified Cramér-Wold Continuity Theorem for the Kantorovich Transport Distance

Project: B5

Quantified Cramér-Wold Continuity Theorem for the Kantorovich Transport Distance

Authors:	Sergey Bobkov, Friedrich Götze	Projects:	B5
Submission Date:	16.12.2024	Submitter:	Gernot Akemann
Download:	PDF	Link:	24074

24073 Sergey Bobkov, Friedrich Götze PDF

Esscher Transform and the Central Limit Theorem

Project: B5

Published: J. Funct. Anal. 289 (2025), no. 5, Paper No. 110999, 39 pp. (2025)

Esscher Transform and the Central Limit Theorem

Authors:	Sergey Bobkov, Friedrich Götze	Projects:	B5
Submission Date:	16.12.2024	Submitter:	Gernot Akemann
Download:	PDF	Link:	24073
Published:	J. Funct. Anal. 289 (2025), no. 5, Paper No. 110999, 39 pp. (2025)

24072 Sergey Bobkov, Friedrich Götze PDF

Berry-Esseen bounds in local limit theorems

Project: B5

Published: Lithuanian Mathematical Journal 65 (2025), 50-66

Berry-Esseen bounds in local limit theorems

Authors:	Sergey Bobkov, Friedrich Götze	Projects:	B5
Submission Date:	16.12.2024	Submitter:	Gernot Akemann
Download:	PDF	Link:	24072
Published:	Lithuanian Mathematical Journal 65 (2025), 50-66

24071 Friedrich Götze, Holger Sambale PDF

Concentration of measure on spheres and related manifolds

Project: B5

Published: Electron. J. Probab. 31 (2026), Paper No. 38, 39 pp. (2026)

Concentration of measure on spheres and related manifolds

Authors:	Friedrich Götze, Holger Sambale	Projects:	B5
Submission Date:	16.12.2024	Submitter:	Gernot Akemann
Download:	PDF	Link:	24071
Published:	Electron. J. Probab. 31 (2026), Paper No. 38, 39 pp. (2026)

23087 Paul Buterus, Holger Sambale PDF

Some notes on moment inequalities for heavy-tailed distributions

Project: B5

Published: Birkhäuser/Springer (2026), 67-89

Some notes on moment inequalities for heavy-tailed distributions

Authors:	Paul Buterus, Holger Sambale	Projects:	B5
Submission Date:	19.12.2024	Submitter:	Gernot Akemann
Download:	PDF	Link:	23087
Published:	Birkhäuser/Springer (2026), 67-89

23070 Renjie Feng, Friedrich Götze, Dong Yao PDF

Determinantal point processes on spheres: multivariate linear statistics

Project: B5

Determinantal point processes on spheres: multivariate linear statistics

Authors:	Renjie Feng, Friedrich Götze, Dong Yao	Projects:	B5
Submission Date:	14.12.2023	Submitter:	Gernot Akemann
Download:	PDF	Link:	23070

23068 Sergey Bobkov, Friedrich Götze PDF

Central limit theorem for Rényi divergence of infinite order

Project: B5

Published: Ann. Probab. 53 (2025), 453–477

Central limit theorem for Rényi divergence of infinite order

Authors:	Sergey Bobkov, Friedrich Götze	Projects:	B5
Submission Date:	13.12.2023	Submitter:	Gernot Akemann
Download:	PDF	Link:	23068
Published:	Ann. Probab. 53 (2025), 453–477

23067 Sergey Bobkov, Gennadiy P. Chistyakov, Friedrich Götze PDF

Strictly subgaussian probability distributions

Project: B5

Published: Electronic Journal of Probability 29 (2024), 1–28

Strictly subgaussian probability distributions

Authors:	Sergey Bobkov, Gennadiy P. Chistyakov, Friedrich Götze	Projects:	B5
Submission Date:	13.12.2023	Submitter:	Gernot Akemann
Download:	PDF	Link:	23067
Published:	Electronic Journal of Probability 29 (2024), 1–28

All Publications of this Project

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