Related papers: Comment on "Towards a large deviation theory for s…

In this paper we generalize Yu's [Ann. Probab. 24 (1996) 2079-2097] strong invariance principle for associated sequences to the multi-parameter case, under the assumption that the covariance coefficient u(n) decays exponentially as n\to…

Bashkirov's comments (cond-mat/0410667) on the paper [S. Abe, Phys. Rev. E 66, 046134 (2002)] are all refuted. In addition, it is discussed that the Renyi entropy is irrelevant to generalization of Boltzmann-Gibbs statistical mechanics for…

In this paper, we prove a large deviation principle for the empirical measures of a system of weakly interacting diffusion with reflection. We adopt the weak convergence approach. To make this approach work, we show that the sequence of…

We establish sharp tail asymptotics for component-wise extreme values of bivariate Gaussian random vectors with arbitrary correlation between the components. We consider two scaling regimes for the tail event in which we demonstrate the…

We propose an effective exponential model of delay discounting considering fluctuation in impulsivity. This model is seen to be dual to the two-parameter Tsallis model of delay discounting proposed by Takahashi in 2007. We demonstrate that…

This paper has been withdrawn by the authors because the paper is largely revised and improved.

We have discussed the Tsallis entropy in finite $N$-unit nonextensive systems, by using the multivariate $q$-Gaussian probability distribution functions (PDFs) derived by the maximum entropy methods with the normal average and the…

This work establishes a large deviation principle for the spectral measure of the Lax matrix associated to the periodic Toda chain of $N$ particles, subject to a generalised Gibbs measure. This large deviation principle is governed by a…

Using granular experiments and computer simulations, we investigate the long-time diffusion of active tracers in a broad class of complex media composed of frozen obstacles of diverse structures. By introducing a dimensionless persistence…

Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…

We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…

We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…

Recently, the authors Khalil, R., Al Horani, M., Yousef. A. and Sababheh, M., in " A new Denition Of Fractional Derivative, J. Comput. Appl. Math. 264. pp. 6570, 2014. " introduced a new simple well-behaved definition of the fractional…

We prove large deviation principles for the distribution of the empirical measure of the eigenvalues of Lax matrices following the Generalized Gibbs ensembles of the classical Toda chain introduced in [10]. We deduce the almost sure…

There is accumulating evidence in the literature that stability of learning algorithms is a key characteristic that permits a learning algorithm to generalize. Despite various insightful results in this direction, there seems to be an…

We provide numerical indications of the $q$-generalised central limit theorem that has been conjectured (Tsallis 2004) in nonextensive statistical mechanics. We focus on $N$ binary random variables correlated in a {\it scale-invariant} way.…

In this article, we develop a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the limits of spherical integrals obtained in [46,47]. As examples, we obtain 1. a…

The coupled entropy is proven to correct a flaw in the derivation of the Tsallis entropy and thereby solidify the theoretical foundations for analyzing the uncertainty of complex systems. The Tsallis entropy originated from considering…

We establish the large deviation principle for solutions of one-dimensional SDEs with discontinuous coefficients. The main statement is formulated in a form similar to the classical Wentzel--Freidlin theorem, but under the considerably…

The Tsallis $q$-Gaussian distribution is a powerful generalization of the standard Gaussian distribution and is commonly used in various fields, including non-extensive statistical mechanics, financial markets and image processing. It…