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The standard central limit theorem plays a fundamental role in Boltzmann-Gibbs statistical mechanics. This important physical theory has been generalized \cite{Tsallis1988} in 1988 by using the entropy $S_q = \frac{1-\sum_i p_i^q}{q-1}$…

Statistical Mechanics · Physics 2009-11-11 Sabir Umarov , Constantino Tsallis , Stanly Steinberg

We consider a Moran model with two allelic types, mutation and selection. In this work, we study the behaviour of the proportion of fit individuals when the size of the population tends to infinity, without any rescaling of parameters or…

Probability · Mathematics 2018-04-05 Fernando Cordero

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

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

We establish central limit theorems for general functionals on binomial point processes and their Poissonized version. As an application, a central limit theorem for Betti numbers of random geometric complexes in the thermodynamic regime is…

Probability · Mathematics 2018-04-10 Khanh Duy Trinh

We study persistent Betti numbers and persistence diagrams obtained from time series and random fields. It is well known that the persistent Betti function is an efficient descriptor of the topology of a point cloud. So far, convergence…

Probability · Mathematics 2021-03-02 Johannes Krebs

In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the space $L^2(\mu)$ for the partial sums of the sequence of random…

Probability · Mathematics 2015-09-02 Vaidotas Characiejus , Alfredas Račkauskas

The random q-state quantum Potts model is studied on hypercubic lattices in dimensions 2 and 3 using the numerical implementation of the Strong Disorder Renormalization Group introduced by Kovacs and Igl{\'o}i [Phys. Rev. B 82, 054437…

Disordered Systems and Neural Networks · Physics 2021-05-26 Valentin Anfray , Christophe Chatelain

We consider the fractal dimensions of critical clusters occurring in configurations of a q-state Potts model coupled to the planar random graphs of the dynamical triangulations formulation of Euclidean quantum gravity in two dimensions. For…

Statistical Mechanics · Physics 2009-11-11 W. Janke , M. Weigel

In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…

Probability · Mathematics 2018-09-12 Lu Xu

Let $K$ be a smooth convex set with volume one in $\BBR^d$. Choose $n$ random points in $K$ independently according to the uniform distribution. The convex hull of these points, denoted by $K_n$, is called a {\it random polytope}. We prove…

Probability · Mathematics 2007-05-23 Van Vu

In this short note, we prove a central limit theorem for a type of replica overlap of the Brownian directed polymer in a Gaussian random environment, in the low temperature regime and in all dimensions. The proof relies on a…

Probability · Mathematics 2022-06-29 Yu Gu , Tomasz Komorowski

A blocks method is used to define clusters of extreme values in stationary time series. The cluster starts at the first large value in the block and ends at the last one. The block cluster measure (the point measure at clusters) encodes…

Statistics Theory · Mathematics 2023-09-01 Zaoli Chen , Rafal Kulik

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

Probability · Mathematics 2026-03-10 Partha S. Dey , S. Rasoul Etesami , Aditya S. Gopalan

An estimate of the order of approximation in the central limit theorem for strictly stationary associated random variables with finite moments of order q > 2 is obtained. A moderate deviation result is also obtained. We have a refinement of…

Probability · Mathematics 2017-09-19 M. Sreehari

We study a mean-field spin model with three- and two-body interactions. The equilibrium measure for large volumes is shown to have three pure states, the phases of the model. They include the two with opposite magnetization and an…

Mathematical Physics · Physics 2024-07-16 Pierluigi Contucci , Emanuele Mingione , Godwin Osabutey

For any integers $d,q\ge 3$, we consider the $q$-state ferromagnetic Potts model with an external field on a sequence of expander graphs that converges to the $d$-regular tree $\mathtt{T}_d$ in the Benjamini-Schramm sense. We show that…

Probability · Mathematics 2025-06-02 Hang Du , Yanxin Zhou

We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…

Probability · Mathematics 2024-07-10 Timothée Bénard , Emmanuel Breuillard

We investigate the maximal non-critical cluster in a big box in various percolation-type models. We investigate its typical size, and the fluctuations around this typical size. The limit law of these fluctuations are related to maxima of…

Probability · Mathematics 2007-05-23 Remco van der Hofstad , Frank Redig

In this paper, we give the central limit theorem and almost sure central limit theorem for products of some partial sums of independent identically distributed random variables.

Probability · Mathematics 2007-08-01 Yu Miao