Related papers: Estimation in a fluctuating medium and power-law d…
It has been repeatedly stated that maximum likelihood (ML) estimates of exponents of power-law distributions can only be reliably obtained for exponents smaller than minus one. The main argument that power laws are otherwise not…
We consider the adjacency matrix $A$ of a large random graph and study fluctuations of the function $f_n(z,u)=\frac{1}{n}\sum_{k=1}^n\exp\{-uG_{kk}(z)\}$ with $G(z)=(z-iA)^{-1}$. We prove that the moments of fluctuations normalized by…
Let $(X,Y)$ be a bivariate random vector. The estimation of a probability of the form $P(Y\leq y \mid X >t) $ is challenging when $t$ is large, and a fruitful approach consists in studying, if it exists, the limiting conditional…
Consider random Young diagrams with a fixed number n of boxes, where the probability distribution on diagrams is determined by the Plancherel measure. That is, the weight of a diagram is proportional to the squared dimension of the…
Strong violations of existing fluctuation theorems may arise in nonequilibrium steady states characterized by distributions with power-law tails. The ratio of the probabilities of positive and negative fluctuations of equal magnitude…
Understanding the properties of response time distributions is a long-standing problem in cognitive science. We provide a tutorial overview of several contemporary models that assume power law scaling is a plausible description of the…
Taylor's law, also known as fluctuation scaling in physics and the power-law variance function in statistics, is an empirical pattern widely observed across fields including ecology, physics, finance, and epidemiology. It states that the…
A simple fragmentation model is introduced and analysed. We show that, under very general conditions, an effective power law for the mass distribution arises with realistic exponent. This exponent has a universal limit, but in practice the…
We investigate the rate of convergence in the central limit theorem for convex sets. We obtain bounds with a power-law dependence on the dimension. These bounds are asymptotically better than the logarithmic estimates which follow from the…
We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…
In this paper we obtain the limit distribution for partial sums with a random number of terms following a class of mixed Poisson distributions. The resulting weak limit is a mixing between a normal distribution and an exponential family,…
Let $(\xi_1, \eta_1)$, $(\xi_2, \eta_2),\ldots$ be independent identically distributed $\mathbb{R}^2$-valued random vectors. We prove a strong law of large numbers, a functional central limit theorem and a law of the iterated logarithm for…
Taylor's power law (or fluctuation scaling) states that on comparable populations, the variance of each sample is approximately proportional to a power of the mean of the population. It has been shown to hold by empirical observations in a…
We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…
The statistical theory of certain complex wave interference phenomena, like the statistical fluctuations of transmission and reflection of waves, is of considerable interest in many fields of physics. In this article we shall be mainly…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
A new information-theoretic approach to the central limit theorem for stable laws is presented. The main novelty is the concept of relative fractional Fisher information, which shares most of the properties of the classical one, included…
We study the statistics of the power flux into a collection of inelastic beads maintained in a fluidized steady-state by external mechanical driving. The power shows large fluctuations, including frequent large negative fluctuations, about…
The problem of estimating the exponent of a stable law received a considerable attention in the recent literature. Here, we deal with an estimate of such a exponent introduced by De Haan and Resnick when the corresponding distribution…
We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise…