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We prove a multivariate central limit theorem with explicit error bound on a non-smooth function distance for sums of bounded decomposable $d$-dimensional random vectors. The decomposition structure is similar to that of Barbour, Karo\'nski…

Probability · Mathematics 2015-05-19 Xiao Fang

Let $\{Z_k\}_{k\geqslant 1}$ denote a sequence of independent Bernoulli random variables defined by ${\mathbb P}(Z_k=1)=1/k=1-{\mathbb P}(Z_k=0)$ $(k\geqslant 1)$ and put $T_n:=\sum_{1\leqslant k\leqslant n}kZ_k$. It is then known that…

Probability · Mathematics 2021-03-09 Régis de la Bretèche , Gérald Tenenbaum

We establish an invariance principle for a general class of stationary random fields indexed by $\mathbb Z^d$, under Hannan's condition generalized to $\mathbb Z^d$. To do so we first establish a uniform integrability result for stationary…

Probability · Mathematics 2014-07-17 Dalibor Volný , Yizao Wang

This paper presents an exposition of Rio's proof of the strong law of large numbers and extends his method to random fields. In addition to considering the rate of convergence in the Marcinkiewicz--Zygmund strong law of large numbers, we go…

Probability · Mathematics 2024-12-19 Lê Vǎn Thành

For a continuous flow on a compact metric space, the aim of this paper is to prove a Conley-type decomposition of the strong chain recurrent set. We first discuss in details the main properties of strong chain recurrent sets. We then…

Dynamical Systems · Mathematics 2019-03-27 Olga Bernardi , Anna Florio

The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in presence of strong correlations between the added random contributions. Here, we study this problem for…

Statistical Mechanics · Physics 2016-06-14 Adrian A. Budini

We investigate Yangian invariance of deformed on-shell diagrams with D=4, N=4 superconformal symmetry. We find that invariance implies a direct relationship between the deformation parameters and the permutation associated to the on-shell…

High Energy Physics - Theory · Physics 2014-08-27 Niklas Beisert , Johannes Broedel , Matteo Rosso

The general method of the reduction in the number of coupling parameters is discussed. Using renormalization group invariance, theories with several independent couplings are related to a set of theories with a single coupling parameter.…

High Energy Physics - Theory · Physics 2007-05-23 Reinhard Oehme

In this article, we propose a Lyapunov stability approach to analyze the convergence of the density operator of a quantum system. In analog to the classical probability measure for Markovian processes, we show that the set of invariant…

Optimization and Control · Mathematics 2020-08-05 Muhammad F. Emzir , Matthew J. Woolley , Ian R. Petersen

This paper takes the so-called probabilistic approach to the Strong Renewal Theorem (SRT) for multivariate distributions in the domain of attraction of a stable law. A version of the SRT is obtained that allows any kind of…

Probability · Mathematics 2017-03-16 Zhiyi Chi

Extending the argument of Ref.\citen{[4]} to the long-range spectral statistics of classically integrable quantum systems, we examine the level number variance, spectral rigidity and two-level cluster function. These observables are…

Chaotic Dynamics · Physics 2009-11-11 H. Makino , S. Tasaki

The observational basis of quantum theory in accelerated systems is studied. The extension of Lorentz invariance to accelerated systems via the hypothesis of locality is discussed and the limitations of this hypothesis are pointed out. The…

High Energy Physics - Theory · Physics 2011-04-11 Bahram Mashhoon

The paper contains successive description of the strong-coupling perturbation theory. Formal realization of the idea is based on observation that the path-integrals measure for absorption part of amplitudes $\R$ is Diracian ($\d$-like). New…

High Energy Physics - Theory · Physics 2007-05-23 J. Manjavidze , A. Sissakian

We consider a class of stochastic path-dependent volatility models where the stochastic volatility, whose square follows the Cox-Ingersoll-Ross model, is multiplied by a (leverage) function of the spot price, its running maximum, and time.…

Computational Finance · Quantitative Finance 2018-10-09 Andrei Cozma , Christoph Reisinger

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

Probability · Mathematics 2012-11-01 Radosław Adamczak , Alexander E. Litvak , Alain Pajor , Nicole Tomczak-Jaegermann

We apply the large-charge limit to the first known example of a four-dimensional gauge-Yukawa theory featuring an ultraviolet interacting fixed point in all couplings. We determine the energy of the ground state in presence of large fixed…

High Energy Physics - Theory · Physics 2020-02-26 Domenico Orlando , Susanne Reffert , Francesco Sannino

Let $(X_{n,i})_{1\le i\le n,n\in\mathbb{N}}$ be a triangular array of row-wise stationary $\mathbb{R}^d$-valued random variables. We use a "blocks method" to define clusters of extreme values: the rows of $(X_{n,i})$ are divided into $m_n$…

Statistics Theory · Mathematics 2020-05-19 Holger Drees , Holger Rootzén

We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…

Probability · Mathematics 2021-08-30 Balázs Gerencsér , Miklós Rásonyi

In [1] (hep-th/0211069), the author has discussed the quantum parameter space of the N=1 super Yang-Mills theory with one adjoint Higgs field Phi, tree-level superpotential W_tree = m (Phi^2)/2 + g (Phi^3)/3$, and gauge group U(Nc). In…

High Energy Physics - Theory · Physics 2010-04-05 Frank Ferrari

Conformal field theory finds applications across diverse fields, from statistical systems at criticality to quantum gravity through the AdS/CFT correspondence. These theories are subject to strong constraints, enabling a systematic…

High Energy Physics - Theory · Physics 2024-01-22 Julien Barrat
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