Introduces p-uniformity for fluctuation scaling and proves its preservation under transport, enabling new isotropic p-uniform point processes with high p that simulate in linear time.
Stationary random measures: Covariance asymptotics, variance bounds and central limit theorems
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For random normal matrices, the scaled variance of eigenvalue count in an interior Borel set A converges to a boundary integral of sqrt(ΔQ) with respect to Hausdorff measure; a similar result holds near the droplet edge using harmonic measure.
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Persistence of asymptotic variance under transport: from hyperfluctuation to stealthy hyperuniformity
Introduces p-uniformity for fluctuation scaling and proves its preservation under transport, enabling new isotropic p-uniform point processes with high p that simulate in linear time.
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Universality for fluctuations of counting statistics of random normal matrices
For random normal matrices, the scaled variance of eigenvalue count in an interior Borel set A converges to a boundary integral of sqrt(ΔQ) with respect to Hausdorff measure; a similar result holds near the droplet edge using harmonic measure.