Related papers: Symmetric $(q,\alpha)$-Stable Distributions. Part …
This paper deals with the Gaussian and bootstrap approximations to the distribution of the max statistic in high dimensions. This statistic takes the form of the maximum over components of the sum of independent random vectors and its…
Identical systems, or entities, are indistinguishable in quantum mechanics (QM), and the symmetrization postulate rules the possible statistical distributions of a large number of identical quantum entities. However, a thorough analysis on…
We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the…
We define a new independence in non-commutative probability, called $\alpha$-freeness, with respect to a triplet of states. This concept unifies several independences in non-commutative probability, in particular, free, monotone,…
Increasing the number $N$ of elements of a system typically makes the entropy to increase. The question arises on {\it what particular entropic form} we have in mind and {\it how it increases} with $N$. Thermodynamically speaking it makes…
In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…
The Weibull distribution can be obtained using a power transformation from the standard exponential distribution. In this article, we will consider a symmetrized power transformation of a random variable with the standard normal…
Superstatistics is a generalization of equilibrium statistical mechanics that describes systems in nonequilibrium steady states. Among the possible superstatistical distributions, the $q$-canonical ensemble (also known as Tsallis'…
This paper investigates the central limit theorem for linear spectral statistics of high dimensional sample covariance matrices of the form $\mathbf{B}_n=n^{-1}\sum_{j=1}^{n}\mathbf{Q}\mathbf{x}_j\mathbf{x}_j^{*}\mathbf{Q}^{*}$ where…
Gibbs' theorem, which is originally intended for canonical ensembles with complete statistics has been generalized to open systems with incomplete statistics. As a result of this generalization, it is shown that the stationary equilibrium…
We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We extend…
Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…
A generalization of stable and casual stable probability distribution is proposed. The notion of $\go G$-casual stability can be used to introduce discrete analogues of stable distributions on the sent $\mathbb Z$ of integers. In contrary…
The aim of the paper is to derive essential elements of quantum mechanics from a parametric structure extending that of traditional mathematical statistics. The main extensions, which also can be motivated from an applied statistics point…
Originally, quantum probability theory was developed to analyze statistical phenomena in quantum systems, where classical probability theory does not apply, because the lattice of measurable sets is not necessarily distributive. On the…
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 consider "randomized" statistics constructed by using a finite number of observations a random field at randomly chosen points. We generalize the invariance principle (the functional CLT), the Glivenko--Cantelli theorem, the theorem…
We study p-adic counterparts of stable distributions, that is limit distributions for sequences of normalized sums of independent identically distributed p-adic-valued random variables. In contrast to the classical case, non-degenerate…
In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…
The Rotar central limit theorem is a remarkable theorem in the non-classical version since it does not use the condition of asymptotic infinitesimality for the independent individual summands, unlike the theorems named Lindeberg's and…