Related papers: A generalization of the central limit theorem cons…
We study the thermodynamic properties of the generalized non-convex multispecies Curie-Weiss model, where interactions among different types of particles (forming the species) are encoded in a generic matrix. For spins with a generic prior…
Statistical mechanics is generalized on the basis of an information theory for inexact or incomplete probability distributions. A parameterized normalization is proposed and leads to a nonextensive entropy. The resulting incomplete…
This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…
A proof of the quantum $H$-theorem taking into account nonextensive effects on the quantum entropy $S^Q_q$ is shown. The positiveness of the time variation of $S^Q_q$ combined with a duality transformation implies that the nonextensive…
We study the convergence in distribution norms in the Central Limit Theorem for non identical distributed random variables that is $$ \varepsilon_{n}(f):={\mathbb{E}}\Big(f\Big(\frac 1{\sqrt…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
The study of the normalized sum of random variables and its asymptotic behaviour has been and continues to be a central chapter in probability and statistical mechanics. When those variables are independent the central limit theorem ensures…
The central limit theorem is, with the strong law of large numbers, one of the two fundamental limit theorems in probability theory. Benjamin Jourdain and Alvin Tse have extended to non-linear functionals of the empirical measure of…
We present a new approach to far-from-equilibrium statistical mechanics, based on the concept of generalized entropy, which is a microscopically-defined generalization of Onsager-Machlup functional. In the case when a set of slow…
The thermal-equilibrium canonical distribution is currently obtained by maximizing the Boltzmann-Gibbs-von Neumann-Shannon entropy $S_{BG}(p)=k\sum^{W}_{i=1}p_{i}\ln 1/p_{i}$ constrained to $\sum^{W}_{i=1}p_{i}=1$ and…
We establish central limit theorems for the Sample Average Approximation (SAA) method in discrete-time, finite-horizon stochastic optimal control. Our analysis is based on an abstract limit theorem for stochastic backward recursions, which…
This paper derives central limit and bootstrap theorems for probabilities that sums of centered high-dimensional random vectors hit hyperrectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for…
We analyze how the thermal history of the universe is influenced by the statistical description, assuming a deviation from the usual Bose-Einstein, Fermi-Dirac and Boltzmann-Gibbs distribution functions. These deviations represent the…
Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…
In special relativity the mathematical expressions, defining physical observables as the momentum, the energy etc, emerge as one parameter (light speed) continuous deformations of the corresponding ones of the classical physics. Here, we…
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…
We show that the noncommutative central limit theorem of Speicher can be adapted to produce the Gaussian statistics associated to Coxeter groups of type B, in the sense of Bo\.zejko, Ejsmont, and Hasebe. Specifically, we show how type B…
It is shown by simple and straightforward considerations that discreteness of basic physical variables is, at least, essential for generalized statistical mechanics with non-logarithmic entropy to be thermodynamically applicable to…
We consider a class of self-similar, continuous Gaussian processes that do not necessarily have stationary increments. We prove a version of the Breuer-Major theorem for this class, that is, subject to conditions on the covariance function,…