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The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…

Statistical Mechanics · Physics 2009-08-20 Hugo Touchette

Light-driven matter can exhibit qualitatively distinct electronic and optical properties from those observed at equilibrium. We introduce generalized sum rules for the optical properties of driven systems by both quantum and classical…

Quantum Physics · Physics 2023-03-07 Bing Gu

Given a large set $U$ where each item $a\in U$ has weight $w(a)$, we want to estimate the total weight $W=\sum_{a\in U} w(a)$ to within factor of $1\pm\varepsilon$ with some constant probability $>1/2$. Since $n=|U|$ is large, we want to do…

Data Structures and Algorithms · Computer Science 2021-10-29 Lorenzo Beretta , Jakub Tětek

In this paper we revisited the classical problem of max-sum equivalence of randomly weighted sums in two dimensions. In opposite to the most papers in literature, we consider that there exists some interdependence between the primary random…

Probability · Mathematics 2025-05-27 Dimitrios G. Konstantinides , Charalampos D. Passalidis

We show that the momentum sum rule is a necessary condition for factorization of double parton distributions into a product of two single parton distributions for small values of the parton momentum fractions x and large enough values of…

High Energy Physics - Phenomenology · Physics 2023-03-29 Krzysztof Golec-Biernat , Anna M. Staśto

Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data. If a risk measure is…

Risk Management · Quantitative Finance 2018-02-12 Valeria Bignozzi , Claudio Macci , Lea Petrella

We consider a multinomial distribution, where the number of cells increases and the cell-probabilities decreases as the number of observations grows. The probabilities of large deviations of statistics, which has form of a sum of Borel…

Probability · Mathematics 2022-05-09 Sherzod M. Mirakhmedov

A novel method of summation for power series is developed. The method is based on the self-similar approximation theory. The trick employed is in transforming, first, a series expansion into a product expansion and in applying the…

Statistical Mechanics · Physics 2009-11-10 V. I. Yukalov , S. Gluzman , D. Sornette

This talk reviews the recent progress in the extraction of bound-state characteristics from the operator-product expansion (OPE) for field-theory correlators, which constitutes the basis of the method of QCD sum rules. This progress is…

High Energy Physics - Phenomenology · Physics 2012-02-22 Dmitri Melikhov

Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have raised progressive interest recently. The purpose of this paper is to study the strong law of large numbers and the law of the…

Probability · Mathematics 2016-08-03 Li-Xin Zhang

This paper deals with strong invariance principles (known also as strong approximation theorems) for sums of the form $\sum_{n=1}^{[Nt]}F\big(X(n),X(2n),...,X(kn), X(q_{k+1}(n)),X(q_{k+2}(n)),..., X(q_\ell(n))\big)$

Probability · Mathematics 2013-02-21 Yuri Kifer

The consistency of effective models with QCD is investigated through the use of the QCD sum rule. Taking the potential model for the heavy quark system, we apply the method to two phenomenologically successful parameter sets, and obtain the…

High Energy Physics - Phenomenology · Physics 2007-05-23 T. Matsuki , K. Yazaki

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…

Dynamical Systems · Mathematics 2012-05-09 J. -R. Chazottes

The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…

Statistical Mechanics · Physics 2012-03-01 Hugo Touchette

We propose a sum rule for $r$-derangements (meaning that the elements are restricted to be in distinct cycles in the cycle decomposition) involving binomial coefficients. The identity, obtained using the Cauchy product of two exponential…

Combinatorics · Mathematics 2024-08-29 Jean-Christophe Pain

The theorem of Furstenberg and Kesten provides a strong law of large numbers for the norm of a product of random matrices. This can be extended under various assumptions, covering nonnegative as well as invertible matrices, to a law of…

Probability · Mathematics 2015-02-10 Dariusz Buraczewski , Sebastian Mentemeier

In this paper we study QCD and power corrections to sum rules which show up in deep inelastic lepton-hadron scattering. Furthermore we will make a distinction between fundamental sum rules which can be derived from quantum field theory and…

High Energy Physics - Phenomenology · Physics 2009-11-07 V. Ravindran , W. L. van Neerven

Dispersive sum rules constitute long-standing tools for extracting hadron features from QCD. We estimate the systematic uncertainties induced by assuming quark-hadron duality and improve the accuracy of the resulting predictions by…

High Energy Physics - Phenomenology · Physics 2015-03-19 Wolfgang Lucha , Dmitri Melikhov , Silvano Simula

We quantitatively analyze superradiance (collective emission) in a three-dimensional array of qubits without imposing any restrictions on the size of the sample. We show that even when the spacing between the qubits become arbitrarily…

Quantum Physics · Physics 2015-11-20 D. D. Yavuz , B. Lemberger

This work concentrates on the study of inverse determinant sums, which arise from the union bound on the error probability, as a tool for designing and analyzing algebraic space-time block codes. A general framework to study these sums is…

Information Theory · Computer Science 2013-10-01 Roope Vehkalahti , Hsiao-feng Lu , Laura Luzzi
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