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In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…
We study the full distribution $P_{N}\left(A\right)$ of sums $A = \sum_{i=1}^N$ where $x_1, \dots, x_N$ are $N \gg 1$ independent and identically distributed random variables each sampled from a given distribution $p(x)$ with a…
The entropic form $S_q$ is, for any $q \neq 1$, {\it nonadditive}. Indeed, for two probabilistically independent subsystems, it satisfies $S_q(A+B)/k=[S_q(A)/k]+[S_q(B)/k]+(1-q)[S_q(A)/k][S_q(B)/k] \ne S_q(A)/k+S_q(B)/k$. This form will…
We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…
The paper entitled "Well posedness of general cross-diffusion systems", by C. Choquet, C. Rosier, L. Rosier, J. Diff. Eq. 2021, is devoted to the mathematical analysis of the Cauchy problem for general cross-diffusion systems without any…
Preferential attachment schemes, where the selection mechanism is linear and possibly time-dependent, are considered, and an infinite-dimensional large deviation principle for the sample path evolution of the empirical degree distribution…
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…
For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.
We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…
To characterize strongly interacting statistical systems within a thermodynamical framework - complex systems in particular - it might be necessary to introduce generalized entropies, $S_g$. A series of such entropies have been proposed in…
We study how the presence of correlations in physical variables contributes to the form of probability distributions. We investigate a process with correlations in the variance generated by (i) a Gaussian or (ii) a truncated L\'{e}vy…
We show that there exists a very natural, superstatistics-linked extension of the central limit theorem (CLT) to deformed exponentials (also called q-Gaussians): This generalization favorably compares with the one provided by S. Umarov and…
Multiplicative logarithmic corrections frequently characterize critical behaviour in statistical physics. Here, a recently proposed theory relating the exponents of such terms is extended to account for circumstances which often occur when…
We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…
The asymptotic correspondence between the probability mass function of the $q$-deformed multinomial distribution and the $q$-generalised Kullback-Leibler divergence, also known as Tsallis relative entropy, is established. The probability…
Science in the 21st century seems to be governed by novel approaches involving interdisciplinary work, systemic perspectives and complexity theory concepts. These new paradigms force us to leave aside our elder mechanistic approaches and…
In this paper we re-examine the traditional problem of connecting the internal fluctuations of a system to its response to external forcings and extend the classical theory in order to be able to encompass also nonlinear processes. With…
The link between Tauberian theorems and large deviations is surveyed, with particular reference to regular variation.
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
This paper addresses the following classical question: giving a sequence of identically distributed random variables in the domain of attraction of a normal law, does the associated linear process satisfy the central limit theorem? We study…