Related papers: Reply to Comment on "Towards a large deviation the…
In this paper, we establish a new law of large numbers with the rate of convergence for special partial sums in a probability space. The proof relies on nonlinear expectation theory, as the uncertainty of random variables in the special…
We show, on purely statistical grounds and without appeal to any physical model, that a power-law $q-$entropy $S_q$, with $0<q<1$, can be {\it extensive}. More specifically, if the components $X_i$ of a vector $X \in \mathbb{R}^N$ are…
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…
We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…
A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…
Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare…
The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…
The multidimensional distributions with heavy tails attracted recently the attention of several papers on Applied Probability. However, the most of the works of the last decades are focused on multivariate regular variation, while the rest…
We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…
The necessary conditions (NC) that reconcile canonical probability distributions obtained from the q-maximum entropy principle, subjected to both i) the additive duality of generalized statistics and ii) normal averages expectations with…
In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…
Taylor's law (TL), a power-law relationship between the mean and variance of a quantity, has been observed across diverse scientific disciplines. Despite its ubiquity, the underlying mechanisms responsible for TL are not yet fully…
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…
Taylor's law (TL) states that the variance $V$ of a non-negative random variable is a power function of its mean $M$, i.e. $V=a M^b$. The ubiquitous empirical verification of TL, typically displaying sample exponents $b \simeq 2$, suggests…
Under the sublinear expectation $\mathbb{E}[\cdot]:=\sup_{\theta\in \Theta} E_\theta[\cdot]$ for a given set of linear expectations $\{E_\theta: \theta\in \Theta\}$, we establish a new law of large numbers and a new central limit theorem…
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…
It is known that the nonextensive statistics was originally formulated for the systems composed of subsystems having same $q$. In this paper, the existence of composite system with different $q$ subsystems is investigated by fitting the…
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…
In this work the asymptotic properties of $Q_t(N)$ ,the probability of the number of renewals ($N$), that occur during time $t$ are explored. While the forms of the distribution at very long times, i.e. $t\to\infty$, are very well known and…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…