Related papers: Precise Deviations for the Ewens-Pitman Model
We analyze the problem of quantum phase estimation where the set of allowed phases forms a discrete $N$ element subset of the whole $[0,2\pi]$ interval, $\varphi_n = 2\pi n/N$, $n=0,\dots N-1$ and study the discrete-to-continuous transition…
The Petermann factor and the phase rigidity are convenient measures for various aspects of open quantum and wave systems, such as the sensitivity of energy eigenvalues to perturbations or the magnitude of quantum excess noise in lasers. We…
Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…
Let $M_{l,n}$ be the number of blocks with frequency $l$ in the exchangeable random partition induced by a sample of size $n$ from the Ewens-Pitman sampling model. We show that, as $n$ tends to infinity, $n^{-1}M_{l,n}$ satisfies a large…
This paper studies a generalization of the Curie-Weiss model (the Ising model on a complete graph) to quantum mechanics. Using a natural probabilistic representation of this model, we give a complete picture of the phase diagram of the…
We study the full distribution of $A=\int_{0}^{T}x^{n}\left(t\right)dt$, $n=1,2,\dots$, where $x\left(t\right)$ is an Ornstein-Uhlenbeck process. We find that for $n>2$ the long-time ($T \to \infty$) scaling form of the distribution is of…
The 1/N expansion of the two-particle irreducible (2PI) effective action is employed to compute universal properties at the second-order phase transition of an O(N)-symmetric N-vector model directly in three dimensions. At next-to-leading…
Quantum phase transition in the one-dimensional period-two and uniform quantum compass model are studied by using the pseudo-spin transformation method and the trace map method. The exact solutions are presented, the fidelity, the…
We establish a Cram\'er-type moderate deviation theorem for double-index permutation statistics (DIPS). To the best of our knowledge, previous results only provided Berry-Esseen type bounds for DIPS, which cannot yield moderate deviation…
We rigorously derive novel error bounds for extended dynamic mode decomposition (EDMD) to approximate the Koopman operator for discrete- and continuous time (stochastic) systems; both for i.i.d. and ergodic sampling under non-restrictive…
This paper is concerned with the study of the random variable $K_n$ denoting the number of distinct elements in a random sample $(X_1, \dots, X_n)$ of exchangeable random variables driven by the two parameter Poisson-Dirichlet distribution,…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
Given a variety over $\mathbb{Q}$, we study the distribution of the number of primes dividing the coordinates as we vary an integral point. Under suitable assumptions, we show that this has a multivariate normal distribution. We generalise…
By an extension of the Bethe ansatz method used by Gwa and Spohn, we obtain an exact expression for the large deviation function of the time averaged current for the fully asymmetric exclusion process in a ring containing $N$ sites and $p$…
Recently, a phase transition phenomenon has been established for parking on random trees. We extend the results of Curien and H\'enard on general Galton--Watson trees and allow different car arrival distributions depending on the vertex…
Let $K(=K_{n,\theta})$ be a positive integer-valued random variable whose distribution is given by ${\rm P}(K = x) = \bar{s}(n,x) \theta^x/(\theta)_n$ $(x=1,\ldots,n) $, where $\theta$ is a positive number, $n$ is a positive integer,…
Work is reported on finite integral representations for 2-loop massive 2-, 3- and 4-point functions, using orthogonal and parallel space variables. It is shown that this can be utilized to cover particles with arbitrary spin (tensor…
The multivariate Kendall-$\tau$ statistic, denoted by $K_n$, plays a significant role in robust statistical analysis. This paper establishes the limiting properties of the empirical spectral distribution (ESD) of $K_n$. We demonstrate that…
We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…
The Ewens sampling formula with parameter $\alpha$ is the distribution on $S_n$ which gives each $\pi\in S_n$ weight proportional to $\alpha^{C(\pi)}$, where $C(\pi)$ is the number of cycles of $\pi$. We show that, for any fixed $\alpha$,…