scholarly journals On Quantitative Noise Stability and Influences for Discrete and Continuous Models

2018 ◽  
Vol 27 (3) ◽  
pp. 334-357
Author(s):  
RAPHAËL BOUYRIE

Keller and Kindler recently established a quantitative version of the famous Benjamini–Kalai–Schramm theorem on the noise sensitivity of Boolean functions. Their result was extended to the continuous Gaussian setting by Keller, Mossel and Sen by means of a Central Limit Theorem argument. In this work we present a unified approach to these results, in both discrete and continuous settings. The proof relies on semigroup decompositions together with a suitable cut-off argument, allowing for the efficient use of the classical hypercontractivity tool behind these results. It extends to further models of interest such as families of log-concave measures and Cayley and Schreier graphs. In particular we obtain a quantitative version of the Benjamini–Kalai–Schramm theorem for the slices of the Boolean cube.

2017 ◽  
Vol 163 (3) ◽  
pp. 385-422 ◽  
Author(s):  
CORENTIN PERRET–GENTIL

AbstractWe show that under certain general conditions, short sums of ℓ-adic trace functions over finite fields follow a normal distribution asymptotically when the origin varies, generalising results of Erdős–Davenport, Mak–Zaharescu and Lamzouri. In particular, this applies to exponential sums arising from Fourier transforms such as Kloosterman sums or Birch sums, as we can deduce from the works of Katz. By approximating the moments of traces of random matrices in monodromy groups, a quantitative version can be given as in Lamzouri's article, exhibiting a different phenomenon than the averaging from the central limit theorem.


2011 ◽  
Vol 48 (02) ◽  
pp. 366-388 ◽  
Author(s):  
Eckhard Schlemm

We consider the first passage percolation problem on the random graph with vertex set N x {0, 1}, edges joining vertices at a Euclidean distance equal to unity, and independent exponential edge weights. We provide a central limit theorem for the first passage times l n between the vertices (0, 0) and (n, 0), thus extending earlier results about the almost-sure convergence of l n / n as n → ∞. We use generating function techniques to compute the n-step transition kernels of a closely related Markov chain which can be used to explicitly calculate the asymptotic variance in the central limit theorem.


2009 ◽  
Vol 30 (5) ◽  
pp. 1343-1369 ◽  
Author(s):  
DANNY CALEGARI ◽  
KOJI FUJIWARA

AbstractA function on a discrete group is weakly combable if its discrete derivative with respect to a combing can be calculated by a finite-state automaton. A weakly combable function is bicombable if it is Lipschitz in both the left- and right-invariant word metrics. Examples of bicombable functions on word-hyperbolic groups include:(1)homomorphisms to ℤ;(2)word length with respect to a finite generating set;(3)most known explicit constructions of quasimorphisms (e.g. the Epstein–Fujiwara counting quasimorphisms).We show that bicombable functions on word-hyperbolic groups satisfy acentral limit theorem: if$\overline {\phi }_n$is the value of ϕ on a random element of word lengthn(in a certain sense), there areEandσfor which there is convergence in the sense of distribution$n^{-1/2}(\overline {\phi }_n - nE) \to N(0,\sigma )$, whereN(0,σ) denotes the normal distribution with standard deviationσ. As a corollary, we show that ifS1andS2are any two finite generating sets forG, there is an algebraic numberλ1,2depending onS1andS2such that almost every word of lengthnin theS1metric has word lengthn⋅λ1,2in theS2metric, with error of size$O(\sqrt {n})$.


2021 ◽  
Vol 36 (2) ◽  
pp. 243-255
Author(s):  
Wei Liu ◽  
Yong Zhang

AbstractIn this paper, we investigate the central limit theorem and the invariance principle for linear processes generated by a new notion of independently and identically distributed (IID) random variables for sub-linear expectations initiated by Peng [19]. It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov’s central limit theorem and invariance principle to the case where probability measures are no longer additive.


Sign in / Sign up

Export Citation Format

Share Document