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Related papers: Unbounded Probability Theory and Its Applications

200 papers

We develop a metric and probabilistic theory for the Ostrogradsky representation of real numbers, i.e., the expansion of a real number $x$ in the following form: \begin{align*} x&= \sum_n\frac{(-1)^{n-1}}{q_1q_2... q_n}=…

Number Theory · Mathematics 2015-06-26 S. Albeverio , O. Baranovskyi , M. Pratsiovytyi , G. Torbin

The Chernoff bound is a well-known tool for obtaining a high probability bound on the expectation of a Bernoulli random variable in terms of its sample average. This bound is commonly used in statistical learning theory to upper bound the…

Machine Learning · Statistics 2022-05-18 Andrew Y. K. Foong , Wessel P. Bruinsma , David R. Burt

We present a generalization of the maximal inequalities that upper bound the expectation of the maximum of $n$ jointly distributed random variables. We control the expectation of a randomly selected random variable from $n$ jointly…

Probability · Mathematics 2017-08-31 Jiantao Jiao , Yanjun Han , Tsachy Weissman

We consider the thermodynamic approach to the description of economic systems and processes. The first and second laws of thermodynamics as applied to economic systems are derived and analyzed. It is shown that there is a deep analogy…

General Finance · Quantitative Finance 2021-02-03 Sergey Rashkovskiy

Different ensembles of the same density matrix are indistinguishable within the modern Kolmogorov probability measure theory of quantum random phenomena. We find that changing the framework from the Kolmogorov one to a frequentist-inspired…

Quantum Physics · Physics 2020-10-13 C. S. Sudheer Kumar , Anup Biswas , Aditi Sen De , Ujjwal Sen

Lower and upper bounds are explored for the uniform (Kolmogorov) and $L^2$-distances between the distributions of weighted sums of dependent summands and the normal law. The results are illustrated for several classes of random variables…

Probability · Mathematics 2023-08-08 S. G. Bobkov , G. P. Chistyakov , F. Götze

This is a review of the issue of randomness in quantum mechanics, with special emphasis on its ambiguity; for example, randomness has different antipodal relationships to determinism, computability, and compressibility. Following a…

History and Philosophy of Physics · Physics 2020-02-19 Klaas Landsman

Statistical thermodynamics delivers the probability distribution of the equilibrium state of matter through the constrained maximization of a special functional, entropy. Its elegance and enormous success have led to numerous attempts to…

Statistical Mechanics · Physics 2023-06-22 Themis Matsoukas

This paper deals with (finite or infinite) sequences of arbitrary independent events in some probability space. We find sharp lower bounds for the probability of a union of such events when the sum of their probabilities is given. The…

Probability · Mathematics 2016-09-29 Jürgen Grahl , Shahar Nevo

In this article we demonstrate how algorithmic probability theory is applied to situations that involve uncertainty. When people are unsure of their model of reality, then the outcome they observe will cause them to update their beliefs. We…

Artificial Intelligence · Computer Science 2014-05-26 Phil Maguire , Philippe Moser , Rebecca Maguire , Mark Keane

This paper explores the generalization of the concept of a "probability current", familiar from wave-function quantum mechanics, to quantum systems with finite-dimensional Hilbert spaces. The generalized definition applies both to isolated…

Quantum Physics · Physics 2016-07-06 Benjamin Schumacher , Michael D. Westmoreland , Alexander New , Haifeng Qiao

Thermodynamic uncertainty relations have emerged as universal bounds on current fluctuations in non-equilibrium systems. Here we derive a new bound for a particular class of run-and-tumble type processes using the mathematical framework of…

Statistical Mechanics · Physics 2019-07-02 Mayank Shreshtha , Rosemary J. Harris

By using a fonctionelle of probability distributions, several different statistical physics including extensive and nonextensive statistics are unified in a general method. The essential equivalence between the MaxEnt process of the most…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Congjie Ou , Zhifu Huang , Jincan Chen

Thermalization of systems described by the discrete non-linear Schr\"odinger equation, in the strong disorder limit, is investigated both theoretically and numerically. We show that introducing correlations in the disorder potential, while…

Disordered Systems and Neural Networks · Physics 2011-07-07 Tsampikos Kottos , Boris Shapiro

Education in statistics, the application of statistics in scientific research, and statistics itself as a scientific discipline are in crisis. Within science, the main cause of the crisis is the insufficiently clarified concept of…

Other Statistics · Statistics 2023-10-03 Boris Čulina

We consider a system of linear oscillators, or quantum states, described by Random Matrix Theory and analyze how its time evolution is affected by a nonlinear perturbation. Our numerical results show that above a certain chaos border a weak…

Statistical Mechanics · Physics 2023-05-18 Klaus M. Frahm , Dima L. Shepelyansky

In the process of analyzing the axiomatic principles underlying statistical physics, when modeling the most probable stationary macrostates of non-ergodic closed systems, a forecast was obtained about a possible limitation purview of the…

Statistical Mechanics · Physics 2022-09-07 Vladimir Savukov

A generalization of the thermodynamic uncertainty relations is proposed. It is done by introducing of an additional term proportional to the interior energy into the standard thermodynamic uncertainty relation that leads to existence of the…

High Energy Physics - Theory · Physics 2009-11-10 A. E. Shalyt-Margolin , A. Ya. Tregubovich

This research introduces a new method for the transition from partial to ordinary differential equations that is based on the Kolmogorov superposition theorem. In this paper, we discuss the numerical implementation of the Kolmogorov theorem…

Numerical Analysis · Mathematics 2021-11-02 Korney Tomashchuk

We study weighted sums of free identically distributed self-adjoint random variables with weights chosen randomly from the unit sphere and show that the Kolmogorov distance between the distribution of such a weighted sum and Wigner's…

Probability · Mathematics 2024-08-26 Leonie Neufeld