Related papers: A generalization of the central limit theorem cons…
The nonextensive statistics based on the $q$-entropy $S_q=-\frac{\sum_{i=1}^v(p_i-p_i^q)}{1-q}$ has been so far applied to systems in which the $q$ value is uniformly distributed. For the systems containing different $q$'s, the…
General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…
Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…
The cornerstones of Boltzmann-Gibbs and nonextensive statistical mechanics respectively are the entropies $S_{BG} \equiv -k \sum_{i=1}^W p_i \ln p_i $ and $S_{q}\equiv k (1-\sum_{i=1}^Wp_i^{q})/(q-1) (q\in{\mathbb R} ; S_1=S_{BG})$. Through…
In this work, we prove the joint convergence in distribution of $q$ variables modulo one obtained as partial sums of a sequence of i.i.d. square integrable random variables multiplied by a common factor given by some function of an…
We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…
We consider the disordered monomer-dimer model on general finite graphs with bounded degrees. Under the finite fourth moment assumption on the weight distributions, we prove a Gaussian central limit theorem for the free energy of the…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
Frequentists' inference often delivers point estimators associated with confidence intervals or sets for parameters of interest. Constructing the confidence intervals or sets requires understanding the sampling distributions of the point…
We prove quenched versions of a central limit theorem, a large deviations principle as well as a local central limit theorem for expanding on average cocycles. This is achieved by building an appropriate modification of the spectral method…
The purpose of this paper is to provide a first class of explicit sufficient conditions for the central limit theorem and related results in the setup of non-uniformly (partially) expanding non iid random transformations, considered as…
The q-Gaussians are discussed from the point of view of variance mixtures of normals and exchangeability. For each q< 3, there is a q-Gaussian distribution that maximizes the Tsallis entropy under suitable constraints. This paper shows that…
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…
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…
Exploring the analogy between quantum mechanics and statistical mechanics we formulate an integrated version of the Quantropy functional [1]. With this prescription we compute the propagator associated to Boltzmann-Gibbs statistics in the…
We show that there exists a very natural, superstatistics-linked extension of the central limit theorem (CLT) to deformed exponentials (also called q-Gaussians): This generalization favorably compares with the one provided by S. Umarov and…
Boltzmann introduced in the 1870's a logarithmic measure for the connection between the thermodynamical entropy and the probabilities of the microscopic configurations of the system. His entropic functional for classical systems was…
We study generalizations of It\^{o}-Langevin dynamics consistent within nonextensive thermostatistics. The corresponding stochastic differential equations are shown to be connected with a wide class of nonlinear Fokker-Planck equations…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…