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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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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:

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

24098 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: 24098

24097 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: 24097

24096 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: 24096
Published: Lithuanian Mathematical Journal 65 (2025), 50-66

24095 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: 24095

23105 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: 23105

23088 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: 23088

23086 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: 23086
Published: Ann. Probab. 53 (2025), 453–477

23085 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: 23085
Published: Electronic Journal of Probability 29 (2024), 1–28

23084 Friedrich Götze, Andrei Zaitsev PDF

Improved applications of Arak's inequalities to the Littlewood-Offord problem

Project: B5

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Improved applications of Arak's inequalities to the Littlewood-Offord problem


Authors: Friedrich Götze, Andrei Zaitsev Projects: B5
Submission Date: 13.12.2023 Submitter: Gernot Akemann
Download: PDF Link: 23084


All Publications of this Project


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