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In statistical physics lately a specific kind of average, called the q-expectation value, has been extensively used in the context of q-generalized statistics dealing with distributions following power-laws. In this context q-expectation…

Statistical Mechanics · Physics 2009-11-13 Rudolf Hanel , Stefan Thurner

Let $X_1,\ldots,X_n$ be an i.i.d. sample from symmetric stable distribution with stability parameter $\alpha$ and scale parameter $\gamma$. Let $\varphi_n$ be the empirical characteristic function. We prove an uniform large deviation…

Statistics Theory · Mathematics 2020-08-12 Annika Krutto , Jüri Lember

We generalize the usual exponential Boltzmann factor to any reasonable and potentially observable distribution function, $B(E)$. By defining generalized logarithms $\Lambda$ as inverses of these distribution functions, we are led to a…

Statistical Mechanics · Physics 2007-05-23 Rudolf Hanel , Stefan Thurner

We investigate the dependence of the center-of-mass tomogram of a system with many degrees of freedom $N$ on the Planck constant $\hbar $. It is shown that to use the central limit theorem under taking the limit $N\to +\infty $ one should…

Quantum Physics · Physics 2009-09-05 Grigori G. Amosov , Vladimir I. Man'ko

In this report we discuss some results of non--commutative (quantum) probability theory relating the various notions of statistical independence and the associated quantum central limit theorems to different aspects of mathematics and…

High Energy Physics - Theory · Physics 2008-02-03 L. Accardi , Y. G. Lu , I. Volovich

We study asymptotics of $q$-distributed random lozenge tilings of sawtooth domains (equivalently, of random interlacing integer arrays with fixed top row). Under the distribution we consider each tiling is weighted proportionally to…

Probability · Mathematics 2017-04-06 Sevak Mkrtchyan , Leonid Petrov

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…

Statistical Mechanics · Physics 2019-07-09 Nana Cabo Bizet , César Damián Ascencio , Octavio Obregón , Roberto Santos-Silva

The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…

Probability · Mathematics 2022-11-29 Morgane Austern

Consider the sample covariance matrix $$\Sigma^{1/2}XX^T\Sigma^{1/2}$$ where $X$ is an $M\times N$ random matrix with independent entries and $\Sigma$ is an $M\times M$ diagonal matrix. It is known that if $\Sigma$ is deterministic, then…

Probability · Mathematics 2023-02-27 Ji Oon Lee , Yiting Li

This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…

Dynamical Systems · Mathematics 2026-02-20 Rafael A. Bilbao , Rafael Lucena

In this paper, we are concerned with the stochastic process \begin{equation} \beta_{n}(q_{t},t)=\beta_{n}(t)=\frac{1}{\sqrt{n}}\sum_{j=1}^{n}\left\{G_{t,n}(Y(t))-G_{t}(Y_{j}(t))\right\} q_{t}(Y_{j}(t)), \tag{A} \end{equation} where for…

Methodology · Statistics 2014-05-23 Gane Samb Lo

Boltzmann-Gibbs statistical mechanics is based on the entropy $S_{BG}=-k \sum_{i=1}^W p_i \ln p_i$. It enables a successful thermal approach of ubiquitous systems, such as those involving short-range interactions, markovian processes, and,…

Statistical Mechanics · Physics 2009-11-10 Constantino Tsallis , Edgardo Brigatti

In the realm of Boltzmann-Gibbs (BG) statistical mechanics and its q-generalisation for complex systems, we analyse observed sequences of q-triplets, or q-doublets if one of them is the unity, in terms of cycles of successive M\"obius…

Statistical Mechanics · Physics 2020-01-08 Jean-Pierre Gazeau , Constantino Tsallis

In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal…

Statistics Theory · Mathematics 2023-04-19 Taras Bodnar , Stepan Mazur , Nestor Parolya

During the past dozen years there have been numerous articles on a relation between entropy and probability which is non-additive and has a parameter $q$ that depends on the nature of the thermodynamic system under consideration. For $q=1$…

Statistical Mechanics · Physics 2009-11-07 Michael Nauenberg

The critique against using Boltzmann's microcanonical entropy, an "ensemble measure", as foundation of statistics is rebuffed. The confusion of the microcanonical distribution with the exponential Boltzmann-Gibbs (``BG'') distribution is…

Statistical Mechanics · Physics 2007-05-23 D. H. E. Gross

We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…

Probability · Mathematics 2018-05-23 Gennady Samorodnitsky , Yizao Wang

The generalized binomial distribution in Tsallis statistics (power-law system) is explicitly formulated from the precise $q$-Stirling's formula. The $\alpha $-divergence (or $q$-divergence) is uniquely derived from the generalized binomial…

Mathematical Physics · Physics 2014-05-13 Hiroki Suyari , Antonio Maria Scarfone

The basic aspects of both Boltzmann-Gibbs (BG) and nonextensive statistical mechanics can be seen through three different stages. First, the proposal of an entropic functional ($S_{BG} =-k\sum_i p_i \ln p_i$ for the BG formalism) with the…

Statistical Mechanics · Physics 2016-08-31 Constantino Tsallis , Andre M. C. Souza

To know the statistical distribution of a variable is an important problem in management of resources. Distributions of the power law type are observed in many real systems. However power law distributions have an infinite variance and thus…

Statistical Mechanics · Physics 2008-12-02 Hari M. Gupta , Jose R. Campanha