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We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

Statistical Mechanics · Physics 2014-01-08 Florian Angeletti , Eric Bertin , Patrice Abry

A proof of the relativistic $H$-theorem by including nonextensive effects is given. As it happens in the nonrelativistic limit, the molecular chaos hypothesis advanced by Boltzmann does not remain valid, and the second law of thermodynamics…

Statistical Mechanics · Physics 2009-11-11 R. Silva , J. A. S. Lima

Using a hierarchical construction, we develop methods for a wide and flexible class of models by taking a fully parametric approach to generalized linear mixed models with complex covariance dependence. The Laplace approximation is used to…

Methodology · Statistics 2024-07-31 Jay M. Ver Hoef , Eryn Blagg , Michael Dumelle , Philip M. Dixon , Dale L. Zimmerman , Paul Conn

We establish large deviation principle (LDP) for the family of vector-valued random processes $(X^\epsilon,Y^\epsilon),\epsilon\to 0$ defined as $$ X^\epsilon_t=\frac{1}{\epsilon^\kappa}\int_0^t H(\xi^\epsilon_s,Y^\epsilon_s)ds,…

Probability · Mathematics 2016-09-07 A. Guillin , R. Liptser

In the present contribution, we study the Landau-Lifshitz-Gilbert equation with two versions of structural derivatives recently proposed: the scale $q-$derivative in the non-extensive statistical mechanics and the axiomatic metric…

Mathematical Physics · Physics 2017-05-17 José Weberszpil , José Abdalla Helayël-Neto

We consider two simple covariant models for pions (one with scalar and the other with spin-1/2 constituents). Pion generalized parton distributions are derived by integration over the light-cone energy. The model distributions are…

High Energy Physics - Phenomenology · Physics 2009-11-07 B. C. Tiburzi , G. A. Miller

$f$-divergences, which quantify discrepancy between probability distributions, are ubiquitous in information theory, machine learning, and statistics. While there are numerous methods for estimating $f$-divergences from data, a limit…

Statistics Theory · Mathematics 2023-10-13 Sreejith Sreekumar , Ziv Goldfeld , Kengo Kato

Links between power law probability distributions and marginal distributions of uniform laws on $p$-spheres in $\mathbb{R}^{n}$ show that a mathematical derivation of the Boltzmann-Gibbs distribution necessarily passes through power law…

Statistical Mechanics · Physics 2009-11-11 C. Vignat , A. Plastino

We deal with the power-law q-distribution functions, so-called q-exponentials in nonextensive statistics. The system considered is a many-body Hamiltonian system with arbitrary interacting potentials. We find that the usual form of…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

The generative nature of Large Language Models (LLMs) is reflected in the conditional probabilities they compute to sample each response token given the previous tokens. These probabilities encode the distributional structure that the model…

Computation and Language · Computer Science 2026-05-22 Shilpika Shilpika , Carlo Graziani , Bethany Lusch , Venkatram Vishwanath , Michael E. Papka

Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's…

Statistical Mechanics · Physics 2021-09-17 D. P. Shinde

In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…

Statistics Theory · Mathematics 2018-04-18 Masaru Shintani , Ken Umeno

We present a detailed review of large-scale structure (LSS) study using the discrete wavelet transform (DWT). After describing how one constructs a wavelet decomposition we show how this bases can be used as a complete statistical…

Astrophysics · Physics 2016-08-30 Li-Zhi Fang , Jesus Pando

Employing profits data of Japanese firms in 2003--2005, we kinematically exhibit the static log-normal distribution in the middle scale region. In the derivation, a Non-Gibrat's law under the detailed balance is adopted together with…

General Finance · Quantitative Finance 2008-12-10 Atushi Ishikawa

Recently several authors have proposed stochastic evolutionary models for the growth of complex networks that give rise to power-law distributions. These models are based on the notion of preferential attachment leading to the ``rich get…

Physics and Society · Physics 2007-05-23 Trevor Fenner , Mark Levene , George Loizou

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

When an i.i.d.\ sequence of letters is cut into words according to i.i.d.\ renewal times, an i.i.d.\ sequence of words is obtained. In the \emph{annealed} LDP (large deviation principle) for the empirical process of words, the rate function…

Probability · Mathematics 2013-11-22 Frank den Hollander , Julien Poisat

The generalized Laplace (GL) distribution, which falls in the larger family of generalized hyperbolic distributions, provides a versatile model to deal with a variety of applications thanks to its shape parameters. The elliptically…

Methodology · Statistics 2025-04-15 Marco Geraci

The degree distributions of complex networks are usually considered to be power law. However, it is not the case for a large number of them. We thus propose a new model able to build random growing networks with (almost) any wanted degree…

Social and Information Networks · Computer Science 2020-12-08 Thibaud Trolliet , Frédéric Giroire , Stéphane Pérennes

Power-law probability distributions arise often in the social and natural sciences. Statistics have been developed for estimating the exponent parameter as well as gauging goodness-of-fit to a power law. Yet paradoxically, many famous power…

Methodology · Statistics 2024-02-21 Qianying Lin , Mitchell Newberry