Related papers: Propagation of Localization Optimal Entropy Produc…

The main result of this paper is a general central limit theorem for distributions defined by certain renewal type equations. We apply this to weakly self-avoiding random walks. We give good error estimates and Gaussian tail estimates which…

Let (Zn) be a branching process with immigration in an independent and identically distributed random environment. Under necessary moment conditions, we show the exact convergence rate in the central limit theorem on logZn by using the…

The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for several scenarios. In particular, special attention is paid…

We derive a bound for entropy production in terms of the mean of normalizable path-antisymmetric observables. The optimal observable for this bound is shown to be the signum of entropy production, which is often easier determined or…

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

In this paper, we present some geometric properties of the maximum entropy (MaxEnt) Tsallis- distributions under energy constraint. In the case q > 1, these distributions are proved to be marginals of uniform distributions on the sphere; in…

The phenomenon of entropy concentration provides strong support for the maximum entropy method, MaxEnt, for inferring a probability vector from information in the form of constraints. Here we extend this phenomenon, in a discrete setting,…

For a class of Gaussian stationary processes, we prove a limit theorem on the convergence of the distributions of the scaled last exit time over a slowly growing linear boundary. The limit is a double exponential (Gumbel) distribution.

Hilhorst and Schehr recently presented a straight forward computation of limit distributions of sufficiently correlated random numbers \cite{hilhorst}. Here we present the analytical form of entropy which --under the maximum entropy…

We consider $n\times n$ random matrices $M_{n}=\sum_{\alpha =1}^{m}{\tau _{\alpha }}\mathbf{y}_{\alpha }\otimes \mathbf{y}_{\alpha }$, where $\tau _{\alpha }\in \mathbb{R}$, $\{\mathbf{y}_{\alpha }\}_{\alpha =1}^{m}$ are i.i.d. isotropic…

Approximating the solution of the nonlinear filtering problem with Gaussian mixtures has been a very popular method since the 1970s. However, the vast majority of such approximations are introduced in an ad-hoc manner without theoretical…

In this paper we establish a general dynamical Central Limit Theorem (CLT) for group actions which are exponentially mixing of all orders. In particular, the main result applies to Cartan flows on finite-volume quotients of simple Lie…

In this paper, we consider projection estimates for L\'evy densities in high-frequency setup. We give a unified treatment for different sets of basis functions and focus on the asymptotic properties of the maximal deviation distribution for…

Limits of densities belonging to an exponential family appear in many applications, {e.g.} Gibbs models in Statistical Physics, relaxed combinatorial optimization, coding theory, critical likelihood computations, Bayes priors with singular…

We derive optimal cloning limits for finite Gaussian distributions of coherent states, and describe techniques for achieving them. We discuss the relation of these limits to state estimation and the no-cloning limit in teleportation. A…

We establish the limiting distribution of $\frac{{(\log \log x)}^{1/4}}{\sqrt{x}} \sum_{n\le x}\alpha(n)$ where $\alpha$ is a Steinhaus random multiplicative function, answering a question of Harper. The distributional convergence is proved…

We give error bounds which demonstrate optimal rates of convergence in the CLT for the total covered volume and the number of isolated shapes, for germ-grain models with fixed grain radius over a binomial point process of $n$ points in a…

Within a framework of utmost generality, we show that the entropy maximization procedure with linear constraints uniquely leads to the Shannon-Boltzmann-Gibbs entropy. Therefore, the use of this procedure with linear constraints should not…

In the setting of generic $\beta$-ensembles, we use the loop equation hierarchy to prove a local law with optimal error up to a constant, valid on any scale including microscopic. This local law has the following consequences. (i) The…

We analyze the fluctuations of incomplete $U$-statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled…