Related papers: A Constructive Approach to $q$-Gaussian Distributi…
This article presents a modern deterministic framework for the study of leading significant digit distributions in numerical data. Rather than relying on traditional probabilistic or mixture-based explanations, we demonstrate that the…
Maxwell's velocity distribution is known to be universally valid across systems and phases. Here we present a new and general derivation that uses the central limit theorem (CLT) of the probability theory. This essentially uses the idea…
Power-law distributions are common, particularly in social physics. Here, we explore whether power-laws might arise as a consequence of a general variational principle for stochastic processes. We describe communities of 'social particles',…
A Wright function based framework is proposed to combine and extend several distribution families. The $\alpha$-stable distribution is generalized by adding the degree of freedom parameter. The PDF of this two-sided super distribution…
Liouville's theorem, based on the Hamiltonian flow (micro-canonical ensemble) for a many particle system, indicates that the (stationary) equilibrium probability distribution is a function of the Hamiltonian. A canonical ensemble…
We generalise the distribution semantics underpinning probabilistic logic programming by distilling its essential concept, the separation of a free random component and a deterministic part. This abstracts the core ideas beyond logic…
Power-law distributions with various exponents are studied. We first introduce a simple and generic model that reproduces Zipf's law. We can regard this model both as the time evolution of the population of cities and that of the asset…
One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…
Large-momentum effective theory (LaMET) provides an approach to directly calculate the $x$-dependence of generalized parton distributions (GPDs) on a Euclidean lattice through power expansion and a perturbative matching. When a parton's…
Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…
In the last years, researchers have realized the difficulties of fitting power-law distributions properly. These difficulties are higher in Zipf's systems, due to the discreteness of the variables and to the existence of two representations…
We investigate properties of the particle distribution near the tip of one-dimensional branching random walks at large times $t$, focusing on unusual realizations in which the rightmost lead particle is very far ahead of its expected…
The quasi-transverse-momentum dependent (qTMD) distributions are equal-time correlators that can be computed within the lattice QCD approach. In the regime of large hadron's momentum, qTMD distributions are expressed in terms of standard…
We establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…
The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…
In \cite{FTD1}, we proved the almost sure convergence of eigenvalues of the SYK model, which can be viewed as a type of \emph{law of large numbers} in probability theory; in \cite{FTD2}, we proved that the linear statistic of eigenvalues…
In this paper, we show that the basic results in large deviations theory hold for general monetary risk measures, which satisfy the crucial property of max-stability. A max-stable monetary risk measure fulfills a lattice homomorphism…
In this paper, we study the large deviation principle (LDP) for two types (Type I and Type II) of multiplicative Ising models. For Types I and II, the explicit formulas for the free energy functions and the associated rate functions are…
Under the classical long-span asymptotic framework we develop a class of Generalized Laplace (GL) inference methods for the change-point dates in a linear time series regression model with multiple structural changes analyzed in, e.g., Bai…
One method to generate random permutations involves using Gaussian elimination with partial pivoting (GEPP) on a random matrix $A$ and storing the permutation matrix factor $P$ from the resulting GEPP factorization $PA=LU$. We are…