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The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…

We numerically examine the large-q asymptotics of the q-state random bond Potts model. Special attention is paid to the parametrisation of the critical line, which is determined by combining the loop representation of the transfer matrix…

Disordered Systems and Neural Networks · Physics 2009-10-31 Jesper Lykke Jacobsen , Marco Picco

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…

Methodology · Statistics 2020-03-12 Enkelejd Hashorva , Simone A. Padoan , Stefano Rizzelli

We study concave trace functions of several operator variables and formulate and prove multivariate generalisations of the Golden-Thompson inequality. The obtained results imply that certain functionals in quantum statistical mechanics have…

Mathematical Physics · Physics 2015-08-06 Frank Hansen

We develop a general technique for proving convergence of repeated quantum interactions to the solution of a quantum stochastic differential equation. The wide applicability of the method is illustrated in a variety of examples. Our main…

Mathematical Physics · Physics 2008-10-20 Luc Bouten , Ramon van Handel

We present a complete characterization of the asymptotic behaviour of a correlated Bernoulli sequence { which depends on the parameter $\theta \in [0,1]$. A martingale theory based approach will allow} us to prove versions of the law of…

Probability · Mathematics 2024-04-12 Manuel González-Navarrete , Rodrigo Lambert , Victor Hugo Vázquez Guevara

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

Statistics Theory · Mathematics 2011-11-10 Vladas Pipiras , Murad S. Taqqu , Patrice Abry

The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for several scenarios. In particular, special attention is paid…

Probability · Mathematics 2016-06-16 Vo Anh , Nikolai Leonenko , Andriy Olenko

We review realistic models that reproduce quantum theory in some limit and yield potentially new physics outside that limit. In particular, we consider deterministic hidden-variables theories (such as the pilot-wave model) and their…

Quantum Physics · Physics 2009-01-01 Philip Pearle , Antony Valentini

We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…

Probability · Mathematics 2022-03-10 Svante Janson

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

Probability · Mathematics 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic

The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…

Probability · Mathematics 2024-11-20 Rita Giuliano , Claudio Macci , Barbara Pacchiarotti

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

Dynamical Systems · Mathematics 2015-06-16 Nicolai Haydn , Matthew Nicol , Sandro Vaienti , Licheng Zhang

We present a general central limit theorem with simple, easy-to-check covariance-based sufficient conditions for triangular arrays of random vectors when all variables could be interdependent. The result is constructed from Stein's method,…

We study dynamical systems arising as time-dependent compositions of Pomeau-Manneville-type intermittent maps. We establish central limit theorems for appropriately scaled and centered Birkhoff-like partial sums, with estimates on the rate…

Dynamical Systems · Mathematics 2020-01-14 Olli Hella , Juho Leppänen

We consider a borderline case: the central limit theorem for a strictly stationary time series with infinite variance but a Gaussian limit. In the iid case a well-known sufficient condition for this central limit theorem is regular…

Probability · Mathematics 2025-03-24 Muneya Matsui , Thomas Mikosch

This paper provides refined versions of some known functional central limit theorems for conditional Poisson sampling which are more suitable for applications. The theorems presented in this paper are generalizations of some results that…

Statistics Theory · Mathematics 2019-06-18 Leo Pasquazzi

We interpret the Central Limit Theorem as a fixed point theorem for a certain operator, and consider the problem of linearizing this operator. In classical as well as in free probability theory, we consider two methods giving such a…

Operator Algebras · Mathematics 2007-05-23 Michael Anshelevich

In this paper we study the inverse of so-called unfair permutations, and explore various properties of them. Our investigation begins with comparing this class of permutations with uniformly random permutations, and showing that they behave…

Probability · Mathematics 2018-06-01 İlker Arslan , Ümit Işlak , Cihan Pehlivan

The objects of our interest are the so-called $A$-permutations, which are permutations whose cycle length lie in a fixed set $A$. They have been extensively studied with respect to the uniform or the Ewens measure. In this paper, we extend…

Probability · Mathematics 2013-02-26 Ashkan Nikeghbali , Julia Storm , Dirk Zeindler