Related papers: Note on a q-modified central limit theorem
Limit theorems are proved for quadratic forms of Gaussian random fields in presence of long memory. We obtain a non central limit theorem under a minimal integrability condition, which allows isotropic and anisotropic models. We apply our…
Extremization of the Boltzmann-Gibbs (BG) entropy under appropriate norm and width constraints yields the Gaussian distribution. Also, the basic solutions of the standard Fokker-Planck (FP) equation (related to the Langevin equation with…
The paper that is commented by Touchette contains a computational study which opens the door to a desirable generalization of the standard large deviation theory (applicable to a set of $N$ nearly independent random variables) to systems…
In this work, we prove the joint convergence in distribution of $q$ variables modulo one obtained as partial sums of a sequence of i.i.d. square integrable random variables multiplied by a common factor given by some function of an…
We study asymptotics of reducible representations of the symmetric groups S_q for large q. We decompose such a representation as a sum of irreducible components (or, alternatively, Young diagrams) and we ask what is the character of a…
We consider a class of self-similar, continuous Gaussian processes that do not necessarily have stationary increments. We prove a version of the Breuer-Major theorem for this class, that is, subject to conditions on the covariance function,…
In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…
In this paper we define (empirical) quadratic variations for a Gaussian isotropic random field $f$ on a unit sphere as sums over equidistant increments on one single geodesic line on the surface of the sphere. We prove a noncentral limit…
The large variety of Fourier transforms in geometric algebras inspired the straight forward definition of ``A General Geometric Fourier Transform`` in Bujack et al., Proc. of ICCA9, covering most versions in the literature. We showed which…
Fourier-positivity, i.e. the mathematical property that a function has a positive Fourier transform, can be used as a constraint on the parametrization of QCD dipole-target cross-sections or Wilson line correlators in transverse position…
We appeal to a complex q-Fourier transform as a generalization of the (real) one analyzed in [Milan J. Math. {\bf 76} (2008) 307]. By recourse to tempered ultra-distributions we are able to show that the q-Gaussian distribution can be…
The correlated probabilistic model introduced and analytically discussed in Hanel et al (2009) is based on a self-dual transformation of the index $q$ which characterizes a current generalization of Boltzmann-Gibbs statistical mechanics,…
Given a Coxeter system of large type we prove a non--commutative central limit theorem: After normalisation with the square root of n the characteristic function of the set of the first n generators tends in distribution to Wigners…
General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…
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…
We consider the global attractor of the critical SQG semigroup $S(t)$ on the scale-invariant space $H^1(\mathbb{T}^2)$. It was shown in~\cite{CTV13} that this attractor is finite dimensional, and that it attracts uniformly bounded sets in…
We prove a central limit theorem for non-commutative random variables in a von Neumann algebra with a tracial state: Any non-commutative polynomial of averages of i.i.d. samples converges to a classical limit. The proof is based on a…
A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…
We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…
In this dissertation, we show that the Central Limit Theorem and the Invariance Principle for Discrete Fourier Transforms discovered by Peligrad and Wu can be extended to the quenched setting. We show that the random normalization…