English
Related papers

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

200 papers

We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…

Probability · Mathematics 2023-11-21 Matyas Barczy , Zsolt Páles

In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We…

Probability · Mathematics 2020-09-15 Thomas Mikosch , Igor Rodionov

Within framework of the quantum calculus, we represent the partition function and the mass exponent of a multifractal, as well as the average of random variables distributed over self-similar set, on the basis of the deformed expansion in…

Statistical Mechanics · Physics 2009-07-24 Alexander Olemskoi , Irina Shuda

The equipartition theorem states that inverse temperature equals the log-derivative of the density of states. This relation can be generalized by introducing a proportionality factor involving an increasing positive function phi(x). It is…

Statistical Mechanics · Physics 2009-11-10 Jan Naudts

In a recent work [Reible et al., Phys. Rev. Res. 5, 023156, 2023], it has been shown that the mean particle-particle interaction across an ideal surface that divides a system into two parts, can be employed to estimate the size dependence…

Statistical Mechanics · Physics 2024-01-25 Luigi Delle Site , Carsten Hartmann

Recent progress on the understanding of the Random Conductance Model is reviewed and commented. A particular emphasis is on the results on the scaling limit of the random walk among random conductances for almost every realization of the…

Probability · Mathematics 2012-01-04 Marek Biskup

We study multivariate generalizations of the $q$-central limit theorem, a generalization of the classical central limit theorem consistent with nonextensive statistical mechanics. Two types of generalizations are addressed, more precisely…

Statistical Mechanics · Physics 2007-05-23 Sabir Umarov , Constantino Tsallis

The correlation properties of the nonaffine elastic response in strongly disordered materials are investigated using the theory of correlated random matrices and supported by numerical models. While the nonaffine displacement field itself…

Disordered Systems and Neural Networks · Physics 2026-04-09 D. A. Conyuh , D. V. Babin , I. O. Raikov , Y. M. Beltukov

We derive universal scaling laws for physical observables such as the critical temperature, the chiral condensate, and the pion decay constant as a function of the flavor number near the conformal window of many-flavor QCD in the chiral…

High Energy Physics - Phenomenology · Physics 2010-09-21 Jens Braun , Holger Gies

In many situations, in all branches of physics, one encounters power-like behavior of some variables which are best described by a Tsallis distribution characterized by a nonextensivity parameter $q$ and scale parameter $T$. However, there…

Statistical Mechanics · Physics 2015-01-16 Grzegorz Wilk , Zbigniew Wlodarczyk

We present a deformed algebra related to the q-exponential and the q-logarithm functions that emerge from nonextensive statistical mechanics. We also develop a q-derivative (and consistently a q-integral) for which the q-exponential is an…

Statistical Mechanics · Physics 2007-05-23 Ernesto P. Borges

We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…

Probability · Mathematics 2007-05-23 A. Asselah , F. Castell

Quasi-power law ensembles are discussed from the perspective of nonextensive Tsallis distributions characterized by a nonextensive parameter $q$. A number of possible sources of such distributions are presented in more detail. It is further…

Statistical Mechanics · Physics 2023-07-19 Grzegorz Wilk , Zbigniew Włodarczyk

In this note, we claim that diagonal scaling of a sample covariance matrix is asymptotically inconsistent if the ratio of the dimension to the sample size converges to a positive constant, where population is assumed to be Gaussian with a…

Statistics Theory · Mathematics 2018-08-20 Tomonari Sei

In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…

Statistical Mechanics · Physics 2009-11-11 Jean-Francois Muzy , Emmanuel Bacry , Alexey Kozhemyak

It has often been observed that the Multifractal Formalism and the Large Deviation Principles are intimately related. In fact, Multifractal Formalism was heuristically derived using the Large Deviations ideas. In numerous examples in which…

Dynamical Systems · Mathematics 2025-11-11 Mirmukhsin Makhmudov , Evgeny Verbitskiy , Qian Xiao

We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…

Probability · Mathematics 2026-05-25 Giampaolo Cristadoro , Gaia Pozzoli

The notion of the abundance of fractals is critically re-examined in light of surprising data regarding the scaling range in empirical reports on fractality.

Disordered Systems and Neural Networks · Physics 2016-08-31 David Avnir , Ofer Biham , Daniel A. Lidar , Ofer Malcai

We consider a spring-block model with both dry and viscous frictions, subjected to a periodic driving allowing mechanically stable configurations to be sampled. We show that under strong driving, the scaling of the correlation length with…

Statistical Mechanics · Physics 2017-03-29 Giacomo Gradenigo , Eric Bertin

We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…

Statistical Mechanics · Physics 2019-03-05 Trifce Sandev , Ralf Metzler , Aleksei Chechkin