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The theory of probability shows that, as the fraction $X_n/Y\to 0$, the conditional probability for $X_n$, given $X_n+Y \in h_{\delta}:=[h, h+\delta]$, has a limit law $f_{X_n}(x)e^{-\psi_n(h_\delta)x}$, where $\psi_n(h_\delta) $ equals to…
In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…
We investigate diffusion of excitation in one- and two-dimensional lattices with random on-site energies and deterministic long-range couplings (hopping) inversely proportional to the distance. Three regimes of diffusion are observed in…
The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure.…
Based on a recent proposal [O.P. Sushkov, Phys. Rev. B 64, 155319 (2001)], we relate the quantum conductance through a sample in which electrons are strongly correlated to the persistent current of a large ring, composed of the sample and a…
In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…
Abel-Tauberian theorems relate power law behavior of distributions and their transforms. We formulate and prove a multivariate version for non-standard regularly varying measures on $\mathbb{R}_+^p$ and then apply it to prove that the joint…
We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…
Distribution of the transmission coefficient T of a long system with a correlated Gaussian disorder is studied analytically and numerically in terms of the generalized Lyapunov exponent (LE) and the cumulants of lnT. The effect of the…
Renyi's "thinning" operation on a discrete random variable is a natural discrete analog of the scaling operation for continuous random variables. The properties of thinning are investigated in an information-theoretic context, especially in…
A q-modified version of the central limit theorem due to Umarov et al. affirms that q-Gaussians are attractors under addition and rescaling of certain classes of strongly correlated random variables. The proof of this theorem rests on a…
For $1\le p \le \infty$, the Fr\'echet $p$-mean of a probability measure on a metric space is an important notion of central tendency that generalizes the usual notions in the real line of mean ($p=2$) and median ($p=1$). In this work we…
Preconception-free analyses of the inclusive invariant transverse-momentum distribution data taken from the measurements of Au+Au collisions at $\sqrt{s_{NN}}=130$ GeV and $\sqrt{s_{NN}}=200$ GeV have been performed. It is observed that the…
Nonextensive statistics is a formalism of statistical mechanics that describes the ocurrence of power-law distributions in complex systems, particularly the so-called $q$ exponential family of distributions. In this work we present the use…
We present a complete characterization of the asymptotic behaviour of a correlated Bernoulli sequence { which depends on the parameter $\theta \in [0,1]$. A martingale theory based approach will allow} us to prove versions of the law of…
Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…
This paper deals with rare events in a general {interacting gas} at high temperature, by means of Large Deviations Principles. The main result is an LDP for the tagged empirical field, which features the competition of an energy term and an…
The factorization problem of $q$-exponential distribution within nonextensive statistical mechanics is discussed on the basis of Abe's general pseudoadditivity for equilibrium systems. it is argued that the factorization of compound…
We derive a generalized version of the work fluctuation theorem for nonequilibrium systems with spatio-temporal temperature fluctuations. For chi-square distributed inverse temperature we obtain a generalized fluctuation theorem based on…
We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…