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


Principal Investigator(s)
Friedrich Götze
Investigator(s)
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Currently no visitors.

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

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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

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

Rényi divergences in central limit theorems: old and new

Project: B5

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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

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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

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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

24072 Sergey Bobkov, Friedrich Götze PDF

Berry-Esseen bounds in local limit theorems

Project: B5

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

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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

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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

23087 Paul Buterus, Holger Sambale PDF

Some notes on moment inequalities for heavy-tailed distributions

Project: B5

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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

23070 Renjie Feng, Friedrich Götze, Dong Yao PDF

Determinantal point processes on spheres: multivariate linear statistics

Project: B5

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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

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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

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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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