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We obtain Stein approximation bounds for stochastic integrals with respect to a Poisson random measure over ${\Bbb R}^d$, $d\geq 2$. This approach relies on third cumulant Edgeworth-type expansions based on derivation operators defined by…

Probability · Mathematics 2018-06-04 Nicolas Privault

Recent theoretical developments revived the interest in charged particle multiplicities and their wide-spread parametrization, the negative binomial distribution (NBD). The central observable of the studies is the Shannon entropy of the…

High Energy Physics - Phenomenology · Physics 2026-05-19 Sándor Lökös

Gibbs sampling methods are standard tools to perform posterior inference for mixture models. These have been broadly classified into two categories: marginal and conditional methods. While conditional samplers are more widely applicable…

Methodology · Statistics 2023-02-21 Pierpaolo De Blasi , María F. Gil-Leyva

By establishing Multiplicative Ergodic Theorem for commutative transformations on a separable infinite dimensional Hilbert space, in this paper, we investigate Pesin's entropy formula and SRB measures of a finitely generated random…

Dynamical Systems · Mathematics 2020-06-16 Zhiming Li , Yujun Zhu

We study Abelian sandpiles on graphs of the form $G \times I$, where $G$ is an arbitrary finite connected graph, and $I \subset \Z$ is a finite interval. We show that for any fixed $G$ with at least two vertices, the stationary measures…

Probability · Mathematics 2010-04-27 Antal A. Járai , Russell Lyons

We prove that a Gibbs point process interacting via a finite-range, repulsive potential $\phi$ exhibits a strong spatial mixing property for activities $\lambda < e/\Delta_{\phi}$, where $\Delta_{\phi}$ is the potential-weighted connective…

Probability · Mathematics 2022-09-07 Marcus Michelen , Will Perkins

In this paper, an estimation of lower bound of topological entropy for coupled-expanding systems associated with transition matrices in compact Hausdorff spaces is given. Estimations of upper and lower bounds of topological entropy for…

Dynamical Systems · Mathematics 2015-06-04 Hua Shao , Yuming Shi , Hao Zhu

In this paper we consider the periodic Benjemin-Ono equation. We will establish the invariance of the Gibbs measure associated to this equation, thus answering a question raised in Tzvetkov [20]. As an intermediate step, we also obtain a…

Analysis of PDEs · Mathematics 2017-02-21 Yu Deng

The coefficient of the logarithmic term in the entropy on even spheres is re-computed by the local technique of integrating the finite temperature energy density up to the horizon on static d--dimensional de Sitter space and thence finding…

High Energy Physics - Theory · Physics 2010-09-29 J. S. Dowker

Let 0<\alpha<1/2. We show that the mixing time of a continuous-time reversible Markov chain on a finite state space is about as large as the largest expected hitting time of a subset of stationary measure at least \alpha of the state space.…

Probability · Mathematics 2012-08-28 Roberto Imbuzeiro Oliveira

In two phase materials, each phase having a non-local response in time, it has been found that for some driving fields the response somehow untangles at specific times, and allows one to directly infer useful information about the geometry…

Mathematical Physics · Physics 2021-01-06 Ornella Mattei , Graeme W. Milton , Mihai Putinar

This article deals with the error estimates for numerical approximations of the entropy solutions of coupled systems of nonlocal hyperbolic conservation laws. The systems can be strongly coupled through the nonlocal coefficient present in…

Numerical Analysis · Mathematics 2023-08-04 Aekta Aggarwal , Helge Holden , Ganesh Vaidya

The Robbins-Monro algorithm is a recursive, simulation-based stochastic procedure to approximate the zeros of a function that can be written as an expectation. It is known that under some technical assumptions, Gaussian limit distributions…

Probability · Mathematics 2025-10-22 Valentin Konakov , Enno Mammen , Lorick Huang

Microscopic formula to describe the entropy of biomolecular solutions are derived based on the Gibbs formula of entropy, and the generalized Langevin theory combined with the RISM/3D-RISM theory. Two formula are derived: one is concerned…

Statistical Mechanics · Physics 2023-03-02 Fumio Hirata

In this paper, we obtain precise rates of convergence in the strong invariance principle for stationary sequences of real-valued random variables satisfying weak dependence conditions including strong mixing in the sense of Rosenblatt…

Probability · Mathematics 2011-03-17 Florence Merlevède , Emmanuel Rio

arXiv:1205.2953 defines an entropy for a gaussian scalar field $\phi$ in an arbitrary region of either a causal set or a continuous spacetime, given only the correlator $\langle\phi(x)\phi(y)\rangle$ within the region. As a first…

High Energy Physics - Theory · Physics 2020-12-25 Mehdi Saravani , Rafael D. Sorkin , Yasaman K. Yazdi

It was recently proposed in https://journals.aps.org/pre/abstract/10.1103/PhysRevE.94.043322 [Herdeiro & Doyon Phys.,Rev.,E (2016)] a numerical method showing a precise sampling of the infinite plane 2d critical Ising model for finite…

Statistical Mechanics · Physics 2017-07-19 Victor Herdeiro

We present a series of closed-form maximum entropy upper bounds for the differential entropy of a continuous univariate random variable and study the properties of that series. We then show how to use those generic bounds for upper bounding…

Information Theory · Computer Science 2026-01-06 Frank Nielsen , Richard Nock

An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture…

Other Statistics · Statistics 2018-03-05 Hien D. Nguyen , Geoffrey J. McLachlan

In a series of recent works, Boyd, Diaconis, and their co-authors have introduced a semidefinite programming approach for computing the fastest mixing Markov chain on a graph of allowed transitions, given a target stationary distribution.…

Probability · Mathematics 2011-09-07 S. Roch