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We demonstrate that the most probable state of a conserved system with a limited number of entities or molecules is the state where non-Gaussian and non-chi-square distributions govern. We have conducted a thought experiment using a…

Mathematical Physics · Physics 2023-04-20 Jae Wan Shim

The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…

Quantum Physics · Physics 2020-06-09 Maurice Godart

Even if a probability distribution is properly normalizable, its associated Shannon (or von Neumann) entropy can easily be infinite. We carefully analyze conditions under which this phenomenon can occur. Roughly speaking, this happens when…

Statistical Mechanics · Physics 2013-04-04 Valentina Baccetti , Matt Visser

We consider a family of distributions on which natural tail orders can be constructed upon a representation of a distribution by a (single) hyper-real number. Past research revealed that the ordering can herein strongly depend on the…

We investigate a nested balls-in-boxes scheme in a random environment. The boxes follow a nested hierarchy, with infinitely many boxes in each level, and the hitting probabilities of boxes are random and obtained by iterated fragmentation…

Probability · Mathematics 2025-03-21 Oksana Braganets , Alexander Iksanov

A finite dimensional-system whose physics is governed by a Gaussian distribution can be regarded as a subsystem of an infinite dimensional-underlying system described by a uniform distribution on the (infinite dimensional) sphere. In turn,…

Statistical Mechanics · Physics 2009-09-29 C. Vignat , A. Plastino

Suppose that an infinite lattice gas of constant density $n_0$, whose dynamics are described by the symmetric simple exclusion process, is brought in contact with a spherical absorber of radius $R$. Employing the macroscopic fluctuation…

Statistical Mechanics · Physics 2015-12-07 Baruch Meerson

The present paper is devoted to the relativistic statistical theory, introduced in Phys. Rev. E {\bf 66} (2002) 056125 and Phys. Rev. E {\bf 72} (2005) 036108, predicting the particle distribution function $p(E)= \exp_{\kappa}…

Statistical Mechanics · Physics 2010-12-20 G. Kaniadakis

We study a fundamental problem in optimization under uncertainty. There are $n$ boxes; each box $i$ contains a hidden reward $x_i$. Rewards are drawn i.i.d. from an unknown distribution $\mathcal{D}$. For each box $i$, we see $y_i$, an…

Computer Science and Game Theory · Computer Science 2023-07-13 Kamyar Azizzadenesheli , Trung Dang , Aranyak Mehta , Alexandros Psomas , Qian Zhang

We study the long-term behavior of the two-thinning variant of the classical balls-and-bins model. In this model, an overseer is provided with uniform random allocation of $m$ balls into $n$ bins in an on-line fashion. For each ball, the…

Probability · Mathematics 2024-03-11 Ohad N. Feldheim , Ori Gurel-Gurevich , Jiange Li

The problem of assigning probabilities when little is known is analized in the case where the quanities of interest are physical observables, i.e. can be measured and their values expressed by numbers. It is pointed out that the assignment…

Data Analysis, Statistics and Probability · Physics 2012-08-29 Vesselin I. Dimitrov

Based on the probability distribution observed in complex systems and an assumption that the probability distributions of complex systems satisfy a new generalized multiplication, it is proved that the statistical theory of complex systems…

Statistical Mechanics · Physics 2015-06-25 Jincan Chen , Tie Liu , Zhifu Huang , Guozhen Su

How should social scientists understand and communicate the uncertainty of statistically estimated causal effects? I propose we utilize the posterior distribution of a causal effect and present the probability of the effect being greater…

Applications · Statistics 2022-11-15 Akisato Suzuki

In probability theory, there is a tendency to treat one random variable with a given distribution as being just as good as any other. By and large this is fine because probability is (mostly) concerned with distributional properties of…

Probability · Mathematics 2013-01-31 Douglas Rizzolo

Many man-made and natural phenomena, including the intensity of earthquakes, population of cities and size of international wars, are believed to follow power-law distributions. The accurate identification of power-law patterns has…

Data Analysis, Statistics and Probability · Physics 2014-04-15 Yogesh Virkar , Aaron Clauset

In classical physics the joint probability of a number of individually rare independent events is given by the Poisson distribution. It describes, for example, unidirectional transfer of population between the densely and sparsely populated…

Quantum Physics · Physics 2015-06-12 Dmitri Sokolovski

What is the relationship between plausibility logic and the principle of maximum entropy? When does the principle give unreasonable or wrong results? When is it appropriate to use the rule `expectation = average'? Can plausibility logic…

Probability · Mathematics 2016-05-19 P. G. L. Porta Mana

In order to overcome the limitations of the original expression of the probability distribution appearing in literature of Incomplete Statistics, a new expression of the probability distribution is derived, where the Lagrange multiplier %B%…

Statistical Mechanics · Physics 2007-05-23 ZhiFu Huang , Bihong Lin , Jincan Chen

We derive the Planck law from a classical variational principle over probability densities, without invoking quantum states, quantized oscillator energies, or ensemble averages. We construct a generalized free energy functional involving…

Classical Physics · Physics 2026-01-22 Carlos A. Gomez-Uribe

We develop a general approach for studying the cumulative probability distribution function of localized objects (particles) whose dynamics is governed by the first-order Langevin equation driven by superheavy-tailed noise. Solving the…

Statistical Mechanics · Physics 2011-04-05 S. I. Denisov , H. Kantz