Fluctuations of the Gromov-Prohorov sample model

DOI10.1214/21-EJP634MaRDI QIDQ2042834zbMATH OpenOpenAlexFDO

Authors Jacques De Catelan, Pierre-Loïc Méliot

Publication date 21 July 2021

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.00787

zbMATH Keywords

combinatorics of cumulants of random variablesdiscrete approximation of metric spacesGromov-Prohorov topology

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

Abstract: In this paper, we study the fluctuations of observables of metric measure spaces which are random discrete approximations $X_n$ of a fixed arbitrary (complete, separable) metric measure space $X=(mathcalX,d,mu)$. These observables $Phi(X_n)$ are polynomials in the sense of Greven-Pfaffelhuber-Winter, and we show that for a generic model space $X$, they yield asymptotically normal random variables. However, if $X$ is a compact homogeneous space, then the fluctuations of the observables are much smaller, and after an adequate rescaling, they converge towards probability distributions which are not Gaussian. Conversely, we prove that if all the fluctuations of the observables $Phi(X_n)$ are smaller than in the generic case, then the measure metric space $X$ is compact homogeneous. The proofs of these results rely on the Gromov reconstruction principle, and on an adaptation of the method of cumulants and mod-Gaussian convergence developed by F'eray-M'eliot-Nikeghbali.

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Cited in

(1)

• On the properties of small sample of \(GM(1,1)\) model

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