Related papers: Comment on "Towards a large deviation theory for s…
We argue from both technical and physical points of view that the main result shown in the Comment [arXiv:0709.2619] by Cherrolet et al. [Phys. Rev. B 80, 037101 (2009)] as well as the authors' interpretations of the result are not…
We find the value of constants related to constraints in characterization of some known statistical distributions and then we proceed to use the idea behind maximum entropy principle to derive generalized version of this distributions using…
Scale-invariance is a ubiquitous observation in the dynamics of large distributed complex systems. The computation of its scaling exponents, which provide clues on its origin, is often hampered by the limited available sampling data, making…
It is shown by the method of renormalized field theory that in contrast to a statement based on a mathematically ill-defined invariance transformation and found in most of the recent publications on growth models with surface diffusion, the…
We show that the critical scaling behavior of random-field systems with short-range interactions and disorder correlations cannot be described in general by only two independent exponents, contrary to previous claims. This conclusion is…
We formulate large deviations principle (LDP) for diffusion pair $(X^\epsilon,\xi^\epsilon)=(X_t^\epsilon,\xi_t^\epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time.…
A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by…
We study Donsker-Watanabe's delta functions associated with strongly hypoelliptic diffusion processes indexed by a small parameter. They are finite Borel measures on the Wiener space and admit a rough path lift. Our main result is a large…
In the present work, we have found that the phenomenological Tsallis distribution (which nowadays is largely used to describe the transverse momentum distributions of hadrons measured in $pp$ collisions at high energies) is consistent with…
Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…
A recently proposed method (O. Miramontes, P. Rohani, Physica D 166 (2002) 147) for estimating the scaling exponent in very short time series may give wrong results, especially in case of undersampled data.
We formulate a coherent approach to signals and systems theory on time scales. The two derivatives from the time-scale calculus are used, i.e., nabla (forward) and delta (backward), and the corresponding eigenfunctions, the so-called nabla…
In this Comment, we refute conclusions made in Phys. Rev. Lett. 112, 233601 (2014) by L.-G. Wang, L. Wang, M. Al-Amri, S.-Y. Zhu, and M. S. Zubairy. These conclusions stem from the use of the linear theory, which is not applicable to…
Generalized Large deviation principles was developed for Colombeau-Ito SDE with a random coefficients. We is significantly expand the classical theory of large deviations for randomly perturbed dynamical systems developed by Freidlin and…
This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…
We show that assuming that the returns are independent when conditioned on the value of their variance (volatility), which itself varies in time randomly, then the distribution of returns is well described by the statistics of the sum of…
In this work we analyse how scaling properties of Yang-Mills field theory manifest as self-similarity of truncated n-point functions by scale evolution. The presence of such structures, which actually behaves as fractals, allow for…
A large deviations principle is established for the joint law of the empirical measure and the flow measure of a renewal Markov process on a finite graph. We do not assume any bound on the arrival times, allowing heavy tailed distributions.…
We comment on a recent paper by Yuen-Zhou et al. [ Phys. Chem. Chem. Phys. 2009, 11, 4509 ] which extends some of the results of Time-Dependent Current Density Functional Theory applied to open quantum systems. Besides pointing out some…
The main results in this paper concern large deviations for families of non-Gaussian processes obtained as suitable perturbations of continuous centered multivariate Gaussian processes which satisfy a large deviation principle. We present…