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Concentration of measure is a phenomenon in which a random variable that depends in a smooth way on a large number of independent random variables is essentially constant. The random variable will "concentrate" around its median or…

Probability · Mathematics 2015-08-25 Meg Walters

We introduce a new numerical method for the computation of the inverse nonlinear Fourier transform and compare its computational complexity and accuracy to those of other methods available in the literature. For a given accuracy, the…

Numerical Analysis · Mathematics 2015-11-26 Stella Civelli , Luigi Barletti , Marco Secondini

Via operator theoretic methods, we formalize the concentration phenomenon for a given observable `$r$' of a discrete time Markov chain with `$\mu_{\pi}$' as invariant ergodic measure, possibly having support on an unbounded state space. The…

Machine Learning · Computer Science 2023-06-01 Muhammad Abdullah Naeem , Miroslav Pajic

Algebraic tools in statistics have recently been receiving special attention and a number of interactions between algebraic geometry and computational statistics have been rapidly developing. This paper presents another such connection,…

Probability · Mathematics 2008-05-19 Alexey Koloydenko

We propose a new integral based on Taylor measures, study its properties extensively, and we illustrate that it includes many concepts from mathematics as special cases. In particular, the new integral emerges as a generalization of the…

General Mathematics · Mathematics 2026-05-11 Athanasios Christou Micheas

Metrics have been used to investigate the relationship between wavefunction distances and density distances for families of specific systems. We extend this research to look at random potentials for time-dependent single electron systems,…

Quantum Physics · Physics 2018-09-12 A. H. Skelt , R. W. Godby , I. D'Amico

For random dynamical systems, by summarizing the fundamental properties of Kifer's topological pressure we introduce the concept of random pressure functions, and define Ruelle's metric entropy for invariant measures. Employing the…

Dynamical Systems · Mathematics 2026-05-19 Rui Yang , Ercai Chen , Xiaoyao Zhou

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

Approximate inference algorithm is one of the fundamental research fields in machine learning. The two dominant theoretical inference frameworks in machine learning are variational inference (VI) and Markov chain Monte Carlo (MCMC).…

Machine Learning · Computer Science 2018-11-20 Yichuan Zhang

Statistical dependence between hypotheses poses a significant challenge to the stability of large scale multiple hypotheses testing. Ignoring it often results in an unacceptably large spread in the false positive proportion even though the…

Methodology · Statistics 2018-10-15 Sairam Rayaprolu , Zhiyi Chi

We consider the probability distributions of values in the complex plane attained by Fourier sums of the form \sum_{j=1}^n a_j exp(-2\pi i j nu) /sqrt{n} when the frequency nu is drawn uniformly at random from an interval of length 1. If…

Probability · Mathematics 2017-07-24 Dominik Janzing , Naji Shajarisales , Michel Besserve

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are…

Probability · Mathematics 2025-10-01 Tobias Hurth , Edouard Strickler

This is a review of the issue of randomness in quantum mechanics, with special emphasis on its ambiguity; for example, randomness has different antipodal relationships to determinism, computability, and compressibility. Following a…

History and Philosophy of Physics · Physics 2020-02-19 Klaas Landsman

In this paper, we investigate the behavior of the Fourier transform on finite dimensional 2-step Lie groups and develop a general theory akin to that of the whole space or the torus. We provide a familiar framework in which computations are…

Classical Analysis and ODEs · Mathematics 2017-12-29 Guillaume Lévy

Local mean and individual (with respect to almost uniform convergence in Egorov's sense) ergodic theorems are established for actions of the semigroup $\mathbb R_+^d$ in symmetric spaces of measurable operators associated with a semifinite…

Functional Analysis · Mathematics 2018-05-08 Vladimir Chilin , Semyon Litvinov

The main aim of the paper is to present a general version of the Fourier Tauberian theorem for monotone functions. This result, together with Berezin's inequality, allows us to obtain a refined version the Li-Yau estimate for the counting…

Spectral Theory · Mathematics 2007-05-23 Y Safarov

The loop transform in quantum gauge field theory can be recognized as the Fourier transform (or characteristic functional) of a measure on the space of generalized connections modulo gauge transformations. Since this space is a compact…

High Energy Physics - Theory · Physics 2016-09-06 Thomas Thiemann

We introduce a generalized Fourier ratio, the \(\ell^1/\ell^2\) norm ratio of coefficients in an \emph{arbitrary} orthonormal system, as a single, basis-invariant measure of \emph{effective dimension} that governs fundamental limits across…

Classical Analysis and ODEs · Mathematics 2026-01-26 Will Burstein , Alex Iosevich , Hari Sarang Nathan

It has been established under very general conditions that the ergodic properties of Markov processes are inherited by their conditional distributions given partial information. While the existing theory provides a rather complete picture…

Probability · Mathematics 2015-02-04 Patrick Rebeschini , Ramon van Handel