Related papers: Comment on ``Proposed central limit behavior in de…
We investigate the probability density of rescaled sum of iterates of sine-circle map within quasi-periodic route to chaos. When the dynamical system is strongly mixing (i.e., ergodic), standard Central Limit Theorem (CLT) is expected to be…
This paper studies particle propagation in a one-dimensional inhomogeneous medium where the laws of motion are generated by chaotic and deterministic local maps. Assuming that the particle's initial location is random and uniformly…
In this paper we examine the deviations from Gaussianity for two types of random variable converging to a normal distribution, namely sums of random variables generated by a deterministic discrete time map and a linearly damped variable…
It has been argued in [EPL {\bf 90} (2010) 50004], entitled {\it Essential discreteness in generalized thermostatistics with non-logarithmic entropy}, that "continuous Hamiltonian systems with long-range interactions and the so-called…
We describe a general strategy, PERM (Pruned-Enriched Rosenbluth Method), for sampling configurations from a given Gibbs-Boltzmann distribution. The method is not based on the Metropolis concept of establishing a Markov process whose…
A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…
In this paper, we develop a general approach to proving global and local uniform limit theorems for the Horvitz-Thompson empirical process arising from complex sampling designs. Global theorems such as Glivenko-Cantelli and Donsker…
After having introduced the notion of universality in statistical mechanics and its importance for our comprehension of the macroscopic behavior of interacting systems, I review recent progress in the understanding of the scaling limit of…
The Central Limit Theorem does not hold for strongly correlated stochastic variables, as is the case for statistical systems close to criticality. Recently, the calculation of the probability distribution function (PDF) of the magnetization…
We study in limit law the complexity of some anticipated rejection random sampling algorithms. We express this complexity in terms of a probabilistic process, the threshold sum process. We show that, under the right conditions, the…
We derive a systematic, multiple time-scale perturbation expansion for the work distribution in isothermal quasi-static Langevin processes. To first order we find a Gaussian distribution reproducing the result of Speck and Seifert [Phys.…
We consider transport in two billiard models, the infinite horizon Lorentz gas and the stadium channel, presenting analytical results for the spreading packet of particles. We first obtain the cumulative distribution function of traveling…
Parvan [arXiv:0911.0383v1] [1] has recently presented some calculations in order to demonstrate the incorrectness of the results obtained from the generalized multinomial coefficients (GMC) presented in Ref. [2]. According to Parvan, the…
Deep generative models are routinely used in generating samples from complex, high-dimensional distributions. Despite their apparent successes, their statistical properties are not well understood. A common assumption is that with enough…
The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…
The central limit theorem ensures that a sum of random variables tends to a Gaussian distribution as their total number tends to infinity. However, for a class of positive random variables, we find that the sum tends faster to a log-normal…
In an earlier work we had considered a Gaussian ensemble of random matrices in the presence of a given external matrix source. The measure is no longer unitary invariant and the usual techniques based on orthogonal polynomials, or on the…
Rosenfeld [Phys. Rev. A 15, 2545 (1977)] noticed that casting transport coefficients of simple monatomic, equilibrium fluids in specific dimensionless forms makes them approximately single-valued functions of excess entropy. This has…
Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…
In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision…