Related papers: Sum rules via large deviations
We give abstract versions of the large deviation theorem for the distribution of zeros of polynomials and apply them to the characteristic polynomials of Hermitian random matrices. We obtain new estimates related to the local semi-circular…
The paper is a sketch of systematic presentation of distributional limit theorems and their refinements for compound sums. When analyzing, e.g., ergodic semi-Markov systems with discrete or continuous time, this allows us to separate those…
The Thomas-Reiche-Kuhn optical (TRK) sum rules for bulk materials have customarily been obtained by combining the Kramers-Kronig relations with the high frequency limit of the optical susceptibility tensor $\chi_{ij}$. Also, a non-singular…
In the leading order of the heavy quark expansion, we propose a method within the OPE and the trace formalism, that allows to obtain, in a systematic way, Bjorken-like sum rules for the derivatives of the elastic Isgur-Wise function…
This work is in a stream initiated by a paper of Killip and Simon [Ann. of Math. (2003)]. Using methods of Functional Analysis and the classical Szeg\"o Theorem we prove sum rule identities in a very general form. Then, we apply the result…
The article presents new sup-sums principles for integral F-divergence for arbitrary convex function F and arbitrary (not necessarily positive and absolutely continuous) measures. As applications of these results we derive the corresponding…
The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…
The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…
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…
In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures $\frac{1}{n} \sum_{i=1}^{n} \delta_{(X^n_i,X^n_{\sigma_n(i)})}$ where $\sigma_n$ is a random permutation and $((X_i^n)_{1 \leq i \leq…
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…
We show that the distribution of self-normalized sums of free self-adjoint random variables converges weakly to Wigner's semicircle law under appropriate conditions and estimate the rate of convergence in terms of the Kolmogorov distance.…
We derive spectral sum rules for inverse powers of the eigenvalues of the Helmholtz equation on a $d$-sphere in the presence of an arbitrary density. By adopting a rigorous renormalization scheme, we remove the divergent contributions of…
The aim of this paper is to establish the Marcinkiewicz-Zygmund (MZ) type law of large numbers for the randomly weighted sums with weights chosen randomly, uniformly over the unit sphere in $\mathbb{R}^n$. We also establish a theorem that…
We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.
Estimation is the computational task of recovering a hidden parameter $x$ associated with a distribution $D_x$, given a measurement $y$ sampled from the distribution. High dimensional estimation problems arise naturally in statistics,…
Partial sum rules are widely used in physics to separate low- and high-energy degrees of freedom of complex dynamical systems. Their application, though, is challenged in practice by the always finite spectrometer bandwidth and is often…
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…
In this work, we give a formula for coefficients of orthogonal polynomials on the unit circle. By using this formula, a new and computable approach is provided for sum rules which applying to a spectral gem problem proposed by Barry Simon…
Solomonoff's central result on induction is that the posterior of a universal semimeasure M converges rapidly and with probability 1 to the true sequence generating posterior mu, if the latter is computable. Hence, M is eligible as a…