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An Edgeworth-type expansion is established for the entropy distance to the class of normal distributions of sums of i.i.d. random variables or vectors, satisfying minimal moment conditions.

Probability · Mathematics 2013-07-25 Sergey G. Bobkov , Gennadiy P. Chistyakov , Friedrich Götze

We study behavior of a measure on $[0,\infty)$ by considering its Laplace transform. If it is possible to extend the Laplace transform to a complex half-plane containing the imaginary axis, then the exponential decay of the tail of the…

Classical Analysis and ODEs · Mathematics 2016-03-17 Ante Mimica

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

Probability · Mathematics 2010-07-07 Gyorgy Steinbrecher , Xavier Garbet , Boris Weyssow

In this paper, we discuss estimates on transition densities for subordinators, which are global in time. We establish the sharp two-sided estimates on the transition densities for subordinators whose L\'evy measures are absolutely…

Probability · Mathematics 2020-02-19 Soobin Cho , Panki Kim

We derive in this short report the exact exponential decreasing tail of distribution for naturel normed sums of independent centered random variables (r.v.), applying the theory of Grand Lebesgue Spaces (GLS). We consider also some…

Probability · Mathematics 2024-09-10 M. R. Formica , E. Ostrovsky , L. Sirota

An exponential interaction is constructed so that one-dimensional atoms and chains of atoms mimic the general behavior of their three-dimensional counterparts. Relative to the more commonly used soft-Coulomb interaction, the exponential…

Strongly Correlated Electrons · Physics 2016-03-07 Thomas E. Baker , E. Miles Stoudenmire , Lucas O. Wagner , Kieron Burke , Steven R. White

Random walk on the set of irreducible representations of a finite group is investigated. For the symmetric and general linear groups, a sharp convergence rate bound is obtained and a cutoff phenomenon is proved. As related results, an…

Probability · Mathematics 2007-05-23 Jason Fulman

We present a method for estimating the edge of a two-dimensional bounded set, given a finite random set of points drawn from the interior. The estimator is based both on a Parzen-Rosenblatt kernel and extreme values of point processes. We…

Methodology · Statistics 2011-03-31 Stéphane Girard , Pierre Jacob

The Levy-type distributions are derived using the principle of maximum Tsallis nonextensive entropy both in the full and half spaces. The rates of convergence to the exact Levy stable distributions are determined by taking the N-fold…

Statistical Mechanics · Physics 2009-10-31 Sumiyoshi Abe , A. K. Rajagopal

We propose a spin-half approximation method for two-component condensation in double wells to discuss the quantum entanglement of two components. This approximation is presented to be valid under stationary tunneling effect for odd particle…

Quantum Physics · Physics 2007-05-23 Jing Chen , Yanqing Guo , Haijing Cao , Heshan Song

A catalytic branching random walk on a multidimensional lattice, with arbitrary finite number of catalysts, is studied in supercritical regime. The dynamics of spatial spread of the particles population is examined, upon normalization. The…

Probability · Mathematics 2020-07-14 Ekaterina Vl. Bulinskaya

For a class of interacting particle systems in continuous space, we show that finite-volume approximations of the bulk diffusion matrix converge at an algebraic rate. The models we consider are reversible with respect to the Poisson…

Probability · Mathematics 2021-12-07 Arianna Giunti , Chenlin Gu , Jean-Christophe Mourrat

By using Hawking's treatment as well as Zaslavskii's treatment respectively and the brick wall model, two different values of classical entropy and quantum entropy of scalar fields in the two-dimensional extreme charged dilaton black hole…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Bin Wang , Ru-Keng Su , P. K. N. Yu

We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…

Probability · Mathematics 2011-11-11 Alexandre Gaudillière , Claudio Landim

We evaluate the asymptotics of equivocations, their exponents as well as their second-order coding rates under various R\'{e}nyi information measures. Specifically, we consider the effect of applying a hash function on a source and we…

Information Theory · Computer Science 2016-07-06 Masahito Hayashi , Vincent Y. F. Tan

This paper studies extremal quantiles under two-way clustered dependence. We show that the limiting distribution of unconditional intermediate-order tail quantiles is Gaussian. This result is notable because two-way clustering typically…

Statistics Theory · Mathematics 2026-01-19 Harold D. Chiang , Ryutah Kato , Yuya Sasaki

We study the long-time behaviour of the first-moment semigroup of a non conservative piecewise deterministic measure-valued stochastic process with support on R 2 + driven by a deterministic flow between random jump times, with a transition…

Analysis of PDEs · Mathematics 2024-03-20 Ignacio Madrid

We develop a method, based on a Bochner-type identity, to obtain estimates on the exponential rate of decay of the relative entropy from equilibrium of Markov processes in discrete settings. When this method applies the relative entropy…

Probability · Mathematics 2007-12-18 Pietro Caputo , Paolo Dai Pra , Gustavo Posta

We study two generalizations of the asymmetric simple exclusion process with two types of particles. Particles of type 1 can jump over particles of type 2, while particles of type 2 can only influence the jump rates of particles of type 1.…

Probability · Mathematics 2016-05-04 Jeffrey Kuan

For a L\'evy process on the real line, we provide complete criteria for the finiteness of exponential moments of the first passage time into the interval $(r,\infty)$, the sojourn time in the interval $(-\infty,r]$, and the last exit time…

Probability · Mathematics 2014-09-11 Frank Aurzada , Alexander Iksanov , Matthias Meiners
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