Mod-Gaussian convergence: new limit theorems in probability and number theory

DOI10.1515/FORM.2011.030MaRDI QIDQ3020569zbMATH OpenFDO

Authors Jean Jacod, A. Nikeghbali, E. Kowalski

Publication date 4 August 2011

Published in Forum Mathematicum (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0807.4739

zbMATH Keywords

infinitely divisible distributionsrandom matricescharacteristic polynomiallimit theoremszeta and \(L\)-functionsmod-Poisson convergenceKatz-Sarnak philosophymod-Gaussian convergenceErdős-Kac theorem

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) (zeta (s)) and (L(s, chi)) (11M06) Other Dirichlet series and zeta functions (11M41) Relations with random matrices (11M50)

Abstract: We introduce a new type of convergence in probability theory, which we call ``mod-Gaussian convergence. It is directly inspired by theorems and conjectures, in random matrix theory and number theory, concerning moments of values of characteristic polynomials or zeta functions. We study this type of convergence in detail in the framework of infinitely divisible distributions, and exhibit some unconditional occurrences in number theory, in particular for families of $L$-functions over function fields in the Katz-Sarnak framework. A similar phenomenon of ``mod-Poisson convergence turns out to also appear in the classical ErdH{o}s-K'ac Theorem.

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Cites work

• Integral moments of L-functions
• Random matrix theory and \(L\)-functions at \(s=1/2\).
• Random matrix theory and \(\zeta(1/2+it)\).
• Statistics of the zeros of zeta functions in families of hyperelliptic curves over a finite field
• The fluctuations in the number of points on a hyperelliptic curve over a finite field

Cited in

(34)

• Lah distribution: Stirling numbers, records on compositions, and convex hulls of high-dimensional random walks
• Strong convergence of eigenangles and eigenvectors for the circular unitary ensemble
• Mod-Poisson convergence in probability and number theory
• scientific article; zbMATH DE number 6443076 (Why is no real title available?)
• Asymptotic properties of the density of particles in \(\beta \)-ensembles
• On the mod-Gaussian convergence of a sum over primes
• Asymptotic results in solvable two-charge models
• The method of cumulants for the normal approximation
• Local limit theorems and mod-\(\phi\) convergence
• Book review of: V. Féray et al., Mod- convergence. Normality zones and precise deviations
• The \(\beta\)-Delaunay tessellation. III: Kendall's problem and limit theorems in high dimensions
• \(r\)-Lah distribution: properties, limit theorems and an application to compressed sensing
• Large deviation results and applications to the generalized Cramér model
• Mod-\(\phi\) convergence. II: Estimates on the speed of convergence
• Classical and almost sure local limit theorems
• Mod-\( \phi\) convergence of Stirling distributions and limit theorems for zeros of their generating functions
• A penalised model reproducing the mod-Poisson fluctuations in the Sathé-Selberg theorem
• A characterization of limiting functions arising in mod-* convergence
• \(p^\ell\)-torsion points in finite abelian groups and combinatorial identities
• Fine asymptotics for models with Gamma type moments
• Mod-Gaussian convergence and the value distribution of \(\zeta(\tfrac 12+it)\) and related quantities
• The distribution of values of zeta and \(L\)-functions
• A review of conjectured laws of total mass of Bacry-Muzy GMC measures on the interval and circle and their applications
• Mod-\(\Phi\) convergence. Normality zones and precise deviations
• On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field
• Mod-\(\phi\) convergence: approximation of discrete measures and harmonic analysis on the torus
• A probabilistic approach of ultraviolet renormalization in the boundary sine-Gordon model
• Limit theorems for random simplices in high dimensions
• The volume of simplices in high-dimensional Poisson-Delaunay tessellations
• Mod-\(\varphi\) convergence
• General Edgeworth expansions with applications to profiles of random trees
• The generalized weighted probability measure on the symmetric group and the asymptotic behavior of the cycles
• Mod-Gaussian convergence and its applications for models of statistical mechanics
• Mod-Gaussian convergence for random determinants

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