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We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
The sum of $N$ sufficiently strongly correlated random variables will not in general be Gaussian distributed in the limit N\to\infty. We revisit examples of sums x that have recently been put forward as instances of variables obeying a…
The concept of entropy connects the number of possible configurations with the number of variables in large stochastic systems. Independent or weakly interacting variables render the number of configurations scale exponentially with the…
We study the properties of the random quantum states induced from the uniformly random pure states on a bipartite quantum system by taking the partial trace over the larger subsystem. Most of the previous studies have adopted a viewpoint of…
This paper deals with the large deviations behavior of a stochastic process called thinned Levy process. This process appeared recently as a stochastic-process limit in the context of critical inhomogeneous random graphs. The process has a…
We numerically study a one-dimensional system of $N$ classical localized planar rotators coupled through interactions which decay with distance as $1/r^\alpha$ ($\alpha \ge 0$). The approach is a first principle one (\textit{i.e.}, based on…
The big jump principle is a well established mathematical result for sums of independent and identically distributed random variables extracted from a fat tailed distribution. It states that the tail of the distribution of the sum is the…
A combination of direct and inverse Fourier transforms on the unitary group $U(N)$ identifies normalized characters with probability measures on $N$-tuples of integers. We develop the $N\to\infty$ version of this correspondence by matching…
A length dependence of the effective mobility in the form of a power law, B ~ L^(1-1/alpha) is observed in dispersive transport in amorphous substances, with 0 < \alpha < 1. We deduce this behavior as a simple consequence of the statistical…
We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…
We study entanglement and other correlation properties of random states in high-dimensional bipartite systems. These correlations are quantified by parameters that are subject to the "concentration of measure" phenomenon, meaning that on a…
Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…
We propose a unifying picture where the notion of generalized entropy is related to information theory by means of a group-theoretical approach. The group structure comes from the requirement that an entropy be well defined with respect to…
When at equilibrium, large-scale systems obey conventional thermodynamics because they belong to microscopic configurations (or states) that are typical. Crucially, the typical states usually represent only a small fraction of the total…
Superstatistics generalizes Boltzmann statistics by assuming spatio-temporal fluctuations of the intensive variables. It has many applications in the analysis of experimental and simulated data. The fluctuation of the intensity variable is…
This is the first of a series of papers concerned with principal Lyapunov exponents and principal Floquet subspaces of positive random dynamical systems in ordered Banach spaces. It focuses on the development of general theory. First, the…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…
Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…
In this paper we study the distribution of hitting times for a class of random dynamical systems. We prove that for invariant measures with super-polynomial decay of correlations hitting times to dynamically defined cylinders satisfy…
Several results of large deviations are obtained for distributions that are associated with the Poisson--Dirichlet distribution and the Ewens sampling formula when the parameter $\theta$ approaches infinity. The motivation for these results…