Related papers: Probabilistic Models with Nonlocal Correlations: N…
We study the critical behavior of the q-state Potts model with random ferromagnetic couplings. Working with the cluster representation the partition sum of the model in the large-q limit is dominated by a single graph, the fractal…
The standard formulation of thermostatistics, being based on the Boltzmann-Gibbs distribution and logarithmic Shannon entropy, describes idealized uncorrelated systems with extensive energies and short-range interactions. In this letter, we…
The results in this paper provide new information on asymptotic properties of classical models: the neutral Kingman coalescent under a general finite-alleles, parent-dependent mutation mechanism, and its generalisation, the ancestral…
An algebraic theory of dualities is developed based on the notion of bond algebras. It deals with classical and quantum dualities in a unified fashion explaining the precise connection between quantum dualities and the low temperature…
Given a random sample from a multivariate normal distribution whose covariance matrix is a Toeplitz matrix, we study the largest off-diagonal entry of the sample correlation matrix. Assuming the multivariate normal distribution has the…
In this paper, under the assumption that the dimension is much larger than the sample size, i.e., $p \asymp n^{\alpha}, \alpha>1,$ we consider the (unnormalized) sample covariance matrices $Q = \Sigma^{1/2} XX^*\Sigma^{1/2}$, where…
This paper is on developing stochastic analysis simultaneously under a general family of probability measures that are not dominated by a single probability measure. The interest in this question originates from the probabilistic…
A weight-dependent generalization of the binomial theorem for noncommuting variables is presented. This result extends the well-known binomial theorem for q-commuting variables by a generic weight function depending on two integers. For a…
Tsallis has proposed a generalization of Boltzmann-Gibbs thermostatistics by introducing a family of generalized nonextensive entropy functionals with a single parameter $q$. These reduce to the extensive Boltzmann-Gibbs form for $q=1$, but…
The present paper studies a large class of temperature dependent probability distributions and shows that entropy and energy can be defined in such a way that these probability distributions are the equilibrium states of a generalized…
Empirical process theory for i.i.d. observations has emerged as a ubiquitous tool for understanding the generalization properties of various statistical problems. However, in many applications where the data exhibit temporal dependencies…
We study a class of measures on the real line with a kind of self-similar structure, which we call dynamically driven self-similar measures, and contain proper self-similar measures such as Bernoulli convolutions as special cases. Our main…
Generalized universality, as recently proposed, postulates a universal non-Gaussian form of the probability density function (PDF) of certain global observables for a wide class of highly correlated systems of finite volume N. Studying the…
We devise an abstract, modular scheme to prove continuity of the Lyapunov exponents for a general class of linear cocycles. The main assumption is the availability of appropriate large deviation type (LDT) estimates which are uniform in the…
Concentration inequalities form an essential toolkit in the study of high dimensional (HD) statistical methods. Most of the relevant statistics literature in this regard is based on sub-Gaussian or sub-exponential tail assumptions. In this…
Let $\lambda_{\phi}(n)$ be the Fourier coefficients of a Hecke holomorphic or Hecke--Maass cusp form on ${\rm SL}_2(\mathbb Z)$, and $f$ be any multiplicative function that satisfies two mild hypotheses. We establish a non-trivial upper…
We derive large deviations type (LDT) estimates for linear cocycles over an ergodic multifrequency torus translation. These models are called quasi-periodic cocycles. We make the following assumptions on the model: the translation vector…
We introduce the notion of hidden quantum correlations. We present the mean values of observables depending on one classical random variable described by the probability distribution in the form of correlation functions of two (three, etc.)…
Generalized linear statistics are an unifying class that contains U-statistics, U-quantiles, L-statistics as well as trimmed and winsorized U-statistics. For example, many commonly used estimators of scale fall into this class.…
Modern data sets in various domains often include units that were sampled non-randomly from the population and have a latent correlation structure. Here we investigate a common form of this setting, where every unit is associated with a…