Related papers: Nonextensive statistical mechanics and central lim…
The Gibbs distribution universally characterizes states of thermal equilibrium. In order to extend the Gibbs distribution to non-equilibrium steady states, one must relate the self-information $\mathcal{I}(x) = -\log(P_\text{ss}(x))$ of…
In this paper, as a study of reinforcement learning, we converge the Q function to unbounded rewards such as Gaussian distribution. From the central limit theorem, in some real-world applications it is natural to assume that rewards follow…
For a general class of lattice-spin systems, we prove that an abstract Gaussian concentration bound implies positivity of lower relative entropy density. As a consequence we obtain uniqueness of translation-invariant Gibbs measures from the…
Examples of joint probability distributions are studied in terms of Tsallis' nonextensive statistics both for correlated and uncorrelated variables, in particular it is explicitely shown how correlations in the system can make Tsallis…
We revisit the problem of condensation for independent, identically distributed random variables with a power-law tail, conditioned by the value of their sum. For large values of the sum, and for a large number of summands, a condensation…
We explore an asymptotic behavior of densities of sums of independent random variables that are convoluted with a small continuous noise.
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…
We focus on the FeigenbaumCoulletTresser point of the dissipative one-dimensional z logistic map. We show that sums of iterates converge to q Gaussian distributions, which optimize the nonadditive entropic functional Sq under simple…
In the case of a system with an unbounded hamiltonian the entropic index q of non-extensive thermodynamics has an upperbound q_c>1 beyond which the formalism becomes meaningless. The expression 1/(q_c-1) is the dimension of the state space…
In this lecture we briefly review the definition, consequences and applications of an entropy, $S_q$, which generalizes the usual Boltzmann-Gibbs entropy $S_{BG}$ ($S_1=S_{BG}$), basis of the usual statistical mechanics, well known to be…
This paper gives a review of concentration inequalities which are widely employed in non-asymptotical analyses of mathematical statistics in a wide range of settings, from distribution-free to distribution-dependent, from sub-Gaussian to…
Copulas, generalized estimating equations, and generalized linear mixed models promote the analysis of grouped data where non-normal responses are correlated. Unfortunately, parameter estimation remains challenging in these three…
The asymptotic study of tuples of random non-increasing integers is crucial for probabilistic models coming from asymptotic representation theory and statistical physics. We study the global behavior of such tuples, introducing a new family…
A plethora of natural, artificial and social complex systems exists which violate the basic hypothesis (e.g., ergodicity) of Boltzmann-Gibbs (BG) statistical mechanics. Many of such cases can be satisfactorily handled by introducing…
The q-Gaussian function emerges naturally in various applications of statistical mechanics of non-ergodic and complex systems. In particular it was shown that in the theory of binary processes with correlations, the q-Gaussian can appear as…
The generalized entropic measure, which is optimized by a given arbitrary distribution under the constraints on normalization of the distribution and the finite ordinary expectation value of a physical random quantity, is considered and its…
A proof of the quantum $H$-theorem taking into account nonextensive effects on the quantum entropy $S^Q_q$ is shown. The positiveness of the time variation of $S^Q_q$ combined with a duality transformation implies that the nonextensive…
Power-law sensitivity to initial conditions, characterizing the behaviour of dynamical systems at their critical points (where the standard Liapunov exponent vanishes), is studied in connection with the family of nonlinear 1D logistic-like…
The following anticoncentration property is proved. The probability that the $k$-order statistic of an arbitrarily correlated jointly Gaussian random vector $X$ with unit variance components lies within an interval of length $\varepsilon$…
This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…