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We establish a large deviation theorem for the empirical spectral distribution of random covariance matrices whose entries are independent random variables with mean 0, variance 1 and having controlled forth moments. Some new properties of…

Complex Variables · Mathematics 2017-07-25 Tien-Cuong Dinh , Duc-Viet Vu

Quantum Markov Semigroups (QMSs) originally arose in the study of the evolutions of irreversible open quantum systems. Mathematically, they are a generalization of classical Markov semigroups where the underlying function space is replaced…

Mathematical Physics · Physics 2015-09-30 George Androulakis , Matthew Ziemke

We establish a law of the iterated logarithm (LIL) for the set of real numbers whose $n$-th partial quotient is bigger than $\alpha_n$, where $(\alpha_n)$ is a sequence such that $\sum 1/\alpha_n$ is finite. This set is shown to have…

Dynamical Systems · Mathematics 2024-03-28 Manuel Stadlbauer , Xuan Zhang

We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed (IID) random variables for sub-linear expectations initiated by Peng. It turns out that these theorems…

Probability · Mathematics 2017-04-28 Zengjing Chen

We study the distribution of overlaps with the computational basis of a quantum state generated under generic quantum many-body chaotic dynamics, without conserved quantities, for a finite time $t$. We argue that, scaling time…

Statistical Mechanics · Physics 2025-10-23 Alexios Christopoulos , Amos Chan , Andrea De Luca

We elaborate the notions of Martin-L\"of and Schnorr randomness for real numbers in terms of uniform distribution of sequences. We give a necessary condition for a real number to be Schnorr random expressed in terms of classical uniform…

Logic · Mathematics 2021-11-30 Verónica Becher , Serge Grigorieff

The Law of Large Numbers tells us that as the sample size (N) is increased, the sample mean converges on the population mean, provided that the latter exists. In this paper, we investigate the opposite effect: keeping the sample size fixed…

Probability · Mathematics 2008-03-28 Kieran Kelly , Przemyslaw Repetowicz , Seosamh macReamoinn

The present paper is devoted to the large deviation principle (LDP), with particular emphasis on the regularity of the quasi-potential for densities of stationary and quasi-stationary distributions of randomly perturbed dynamical systems.…

Dynamical Systems · Mathematics 2025-06-24 Chenchen Mou , Weiwei Qi , Zhongwei Shen , Yingfei Yi

The intriguing law of anomalous numbers, also named Benford's law, states that the significant digits of data follow a logarithmic distribution favoring the smallest values. In this work, we test the compliance with this law of the atomic…

Atomic Physics · Physics 2024-05-30 Jean-Christophe Pain , Yuri Ralchenko

We prove that the spectral radius of an i.i.d.\ random walk on $\GL_d(\C)$ satisfies a strong law of large numbers under finite second moment assumption and a weak law of large numbers under finite first moment. No irreducibility assumption…

Dynamical Systems · Mathematics 2021-01-12 Richard Aoun , Cagri Sert

We obtain a strong invariance principle for nonconventional sums and applying this result we derive for them a version of the law of iterated logarithm, as well as an almost sure central limit theorem. Among motivations for such results are…

Probability · Mathematics 2012-09-11 Yuri Kifer

The paper proves the Strong Law of Large Numbers for integral functionals of random fields with unboundedly increasing covariances. The case of functional data and increasing domain asymptotics is studied. Conditions to guarantee that the…

Probability · Mathematics 2020-11-11 Illia Donhauzer , Andriy Olenko , Andrei Volodin

In this paper, we establish some strong laws of large numbers (SLLN) for non-independent random variables under the framework of sublinear expectations. One of our main results is for blockwise $m$-dependent random variables, and another is…

Probability · Mathematics 2025-04-17 Jialiang Fu

The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of…

Probability · Mathematics 2022-05-03 Vassili Kolokoltsov

In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong $L^p$-convergence version and a strongly quasi sure…

Probability · Mathematics 2019-03-15 Ze-Chun Hu , Ning-Hua Liu , Ting Ma

We prove a non-stationary analog of the Furstenberg Theorem on random matrix products (that can be considered as a matrix version of the law of large numbers). Namely, under a suitable genericity conditions the sequence of norms of random…

Dynamical Systems · Mathematics 2023-04-21 Anton Gorodetski , Victor Kleptsyn

Using proof-theoretic methods in the style of proof mining, we give novel computationally effective limit theorems for the convergence of the Cesaro-means of certain sequences of random variables. These results are intimately related to…

Probability · Mathematics 2024-06-28 Morenikeji Neri

We establish the rate of convergence in the strong law of large numbers of discrete Fourier Transform of the identically distributed random variables with finite moment of order p, where 1<p<2.

Probability · Mathematics 2016-02-24 Na Zhang

In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…

Statistical Mechanics · Physics 2017-09-19 A. Faggionato

We analyze the asymptotic behavior of random variables $x(n,x\_0)$ defined by $x(0,x\_0)=x\_0$ and $x(n+1,x\_0)=A(n)x(n,x\_0)$, where $\sAn$ is a stationary and ergodic sequence of random matrices with entries in the semi-ring…

Probability · Mathematics 2007-05-23 Glenn Merlet
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