Related papers: Another normality is possible. Distributive transf…
Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…
Fueled by the expressive power of deep neural networks, normalizing flows have achieved spectacular success in generative modeling, or learning to draw new samples from a distribution given a finite dataset of training samples. Normalizing…
We consider general infinite-dimensional dynamical systems with the Galilean and spatiotemporal scaling symmetry groups. Introducing the equivalence relation with respect to temporal scalings and Galilean transformations, we define a…
In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…
The conductance distribution of metallic mesoscopic systems is considered. The variance of this distribution describes the universal conductance fluctuations, yielding a Gaussian distribution of the conductance. We calculate…
Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…
In this work, it is suggested that the extremum complexity distribution of a high dimensional dynamical system can be interpreted as a piecewise uniform distribution in the phase space of its accessible states. When these distributions are…
It is shown that time reversibility of Hamiltonian microscopic dynamics and Gibbs canonical statistical ensemble of initial conditions for it together produce an exact virial expansion for probability distribution of path of molecular…
Let $G, G_1,\dots,G_N$ be independent copies of a standard gaussian random vector in $\mathbb{R}^d$ and denote by $\Gamma = \sum_{i=1}^N \langle G_i,\cdot\rangle e_i$ the standard gaussian ensemble. We show that, for any set $A\subset…
This paper investigates the statistical properties of non-linear transformations (NLT) of random variables, in order to establish useful tools for estimation and information theory. Specifically, the paper focuses on linear regression…
Consider observation of a phenomenon of interest subject to selective sampling due to a censoring mechanism regulated by some other variable. In this context, an extensive literature exists linked to the so-called Heckman selection model. A…
In this paper, we give rates of convergence, for minimal distances and for the uniform distance, between the law of partial sums of martingale differences and thelimiting Gaussian distribution. More precisely, denoting by $P_{X}$ the law of…
A numerical experiment of ideal stochastic motion of a particle subject to conservative forces and Gaussian noise reveals that the path probability depends exponentially on action. This distribution implies a fundamental principle…
Skewness and non-Gaussian behavior are essential features of the distribution of short-scale velocity increments in isotropic turbulent flows. Yet, although the skewness has been generally linked to time-reversal symmetry breaking and…
We prove that the solution of the Kac analogue of Boltzmann's equation can be viewed as a probability distribution of a sum of a random number of random variables. This fact allows us to study convergence to equilibrium by means of a few…
We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…
We describe how physical universes that are composed of gauge and gravitationally interacting bosonic and fermionic quantum fields arise from the generic discrete distribution of many quantifiable properties of arbitrary static entities.…
We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives of which the mixture of multivariate t and skew-t distributions are…
In condensed matter physics gauge symmetries other than the U(1) of electromagnetism are of an emergent nature. Two emergence mechanisms for gauge symmetry are well established: the way these arise in Kramers-Wannier type local-global…
Real space condensation is known to occur in stochastic models of mass transport in the regime in which the globally conserved mass density is greater than a critical value. It has been shown within models with factorised stationary states…