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math.PR2025
Limit Theorems Under Several Linear Constraints
Fabrice Gamboa, Martin Venker
We study real-valued random variables subject to several linear constraints. Our main result is a weighted Central Limit Theorem, determining which linear combinations of these…
math.PR2022
Boundary Asymptotics of Non-Intersecting Brownian Motions: Pearcey, Airy and a Transition
Thorsten Neuschel, Martin Venker
We study non-intersecting Brownian motions, corresponding to the eigenvalues of an Hermitian Brownian motion. At the boundary of their limit shape we find that only…