Related papers: Type B Gaussian Statistics as Noncommutative Centr…
Berry-Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…
The concept of covariant coordinates on noncommutative spaces leads directly to gauge theories with generalized noncommutative gauge fields of the type that arises in string theory with background B-fields. The theory is naturally expressed…
We adapt Stein's method to obtain Berry--Esseen type error bounds in the multivariate central limit theorem for non-stationary processes generated by time-dependent compositions of uniformly expanding dynamical systems. In a particular case…
We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…
We numerically analyse the behavior of the full distribution of collective observables in quantum spin chains. While most of previous studies of quantum critical phenomena are limited to the first moments, here we demonstrate how quantum…
We establish connections between the lattices of non-crossing partitions of type B introduced by V. Reiner, and the framework of the free probability theory of D. Voiculescu. Lattices of non-crossing partitions (of type A, up to now) have…
An unified thermodynamical framework based in the use of a generalized Massieu-Planck thermodynamic potential is proposed and a new formulation of Boltzmann-Gibbs Statistical Mechanics is established. Under this philosophy a generalization…
Generalized superstatistics, i.e., a "statistics of superstatistics," is proposed. A generalized superstatistical system comprises a set of superstatistical subsystems and represents a generalized hyperensemble. There exists a random…
It is shown how the central limit theorem for U-statistics of spatial Poisson point processes can help to derive the central limit theorem for U-statistics of a Gibbs facet process from stochastic geometry. A full-dimensional submodel…
Many important statistics of signed permutations are realized in the corresponding permutation tableaux or bare tableaux of type $B$: Alignments, crossings and inversions of signed permutations are realized in the corresponding permutation…
This paper considers a non-standard problem of generating samples from a low-temperature Gibbs distribution with \emph{constrained} support, when some of the coordinates of the mode lie on the boundary. These coordinates are referred to as…
Under the Kolmogorov--Smirnov metric, an upper bound on the rate of convergence to the Gaussian distribution is obtained for linear statistics of the matrix ensembles in the case of the Gaussian, Laguerre, and Jacobi weights. The main lemma…
When dealing with certain kind of complex phenomena the theoretician may face some difficulties -- typically a failure to have access to information for properly characterize the system -- for applying the full power of the standard…
Gaussian graphical models have been used to study intrinsic dependence among several variables, but the Gaussianity assumption may be restrictive in many applications. A nonparanormal graphical model is a semiparametric generalization for…
Let $B=(B_x)_{x\in\mathbb{R}^d}$ be a collection of $N(0,1)$ random variables forming a real-valued continuous stationary Gaussian field on $\mathbb{R}^d$, and set $C(x-y)=\mathbb{E}[B_xB_y]$. Let $\varphi:\mathbb{R}\to\mathbb{R}$ be such…
A variety of phenomena in nuclear and high energy physics seemingly do not satisfy the basic hypothesis for possible stationary states to be of the type covered by Boltzmann-Gibbs (BG) statistical mechanics. More specifically, the system…
This paper deals with the Gaussian and bootstrap approximations to the distribution of the max statistic in high dimensions. This statistic takes the form of the maximum over components of the sum of independent random vectors and its…
We establish a strong law of large numbers and a central limit theorem in the Bures-Wasserstein space of covariance operators -- or equivalently centred Gaussian measures -- over a general separable Hilbert space. Specifically, we show that…