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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…

概率论 · 数学 2023-02-27 Ji Oon Lee , Yiting Li

In this paper we study the asymptotic of multiplicities of irreducible representations in large tensor products of finite dimensional representations of simple Lie algebras and their statistics with respect to Plancherel and character…

表示论 · 数学 2019-10-23 Olga Postnova , Nicolai Reshetikhin

Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…

机器学习 · 统计学 2025-09-09 Logan S. McCarty

We consider time-dependent space isotropic and time stationary spherical Gaussian random fields. We establish Chung's law of the iterated logarithm and solve the small probabilities problem. Our results depend on the high-frequency…

概率论 · 数学 2024-04-11 Marco Carfagnini , Anna Paola Todino

Certain fluctuations in particle number at fixed total energy lead exactly to a cut-power law distribution in the one-particle energy, via the induced fluctuations in the phase-space volume ratio. The temperature parameter is expressed…

统计力学 · 物理学 2014-12-10 Tamas Sandor Biro , Peter Van , Gergely Gabor Barnafoldi , Karoly Urmossy

The theory of large deviations constitutes a mathematical cornerstone in the foundations of Boltzmann-Gibbs statistical mechanics, based on the additive entropy $S_{BG}=- k_B\sum_{i=1}^W p_i \ln p_i$. Its optimization under appropriate…

统计力学 · 物理学 2011-10-31 Guiomar Ruiz , Constantino Tsallis

We discuss the universal scaling laws of order parameter fluctuations in any system in which the second-order critical behavior can be identified. These scaling laws can be derived rigorously for equilibrium systems when combined with the…

核理论 · 物理学 2007-05-23 R. Botet , M. Ploszajczak

We compute the probability distribution of the interface width at the depinning threshold, using recent powerful algorithms. It confirms the universality classes found previously. In all cases, the distribution is surprisingly well…

凝聚态物理 · 物理学 2009-11-10 Alberto Rosso , Werner Krauth , Pierre Le Doussal , Jean Vannimenus , Kay Joerg Wiese

Quantum coherence, a fundamental resource in quantum computing and quantum information, often competes with localization effects that affects quantum states in disordered systems. In this work, we prove exact trade-off relations between…

无序系统与神经网络 · 物理学 2025-01-08 Arti Garg , Arun Kumar Pati

We analyze fluctuations of random walks with generally distributed increments. Integral representations for key performance measures are obtained by extending an inversion theorem of Hewitt [11] for Laplace-Stieltjes transforms. Another…

概率论 · 数学 2015-08-05 E. S. Badila

We investigate the short time quantum critical dynamics in the imaginary time relaxation processes of finite size systems. Universal scaling behaviors exist in the imaginary time evolution and in particular, the system undergoes a critical…

强关联电子 · 物理学 2017-09-20 Yu-Rong Shu , Shuai Yin , Dao-Xin Yao

We show that size-rank distributions with power-law decay (often only over a limited extent) observed in a vast number of instances in a widespread family of systems obey Tsallis statistics. The theoretical framework for these distributions…

统计力学 · 物理学 2014-09-29 G. Cigdem Yalcin , Alberto Robledo , Murray Gell-Mann

In this paper, we investigate the impact of high-dimensional Principal Component (PC) adjustments on inferring the effects of variables on outcomes, with a focus on applications in genetic association studies where PC adjustment is commonly…

统计理论 · 数学 2025-06-30 Sohom Bhattacharya , Rounak Dey , Rajarshi Mukherjee

Probability integral transforms (PITs) and empirical $p$-values are widely used to assess the calibration of predictive distributions. While exact PIT values are uniformly distributed under correct model specification, practical…

统计方法学 · 统计学 2026-05-18 Jakub Lis

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…

统计方法学 · 统计学 2020-07-14 Fernand A. Quintana , Peter Mueller , Alejandro Jara , Steven N. MacEachern

We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…

统计力学 · 物理学 2015-01-20 Naoto Shiraishi

We analyze the localization behavior in a non-Hermitian system subject to a quasiperiodic onsite potential. We characterize localization transitions using multiple quantitative indicators, including inverse participation ratio (IPR),…

介观与纳米尺度物理 · 物理学 2026-01-01 Yu-Peng Wang , Chuo-Kai Chang , Ryo Okugawa , Chen-Hsuan Hsu

Regression quantiles have asymptotic variances that depend on the conditional densities of the response variable given regressors. This paper develops a new estimate of the asymptotic variance of regression quantiles that leads any…

计量经济学 · 经济学 2019-09-27 Juan Carlos Escanciano , Chuan Goh

We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different mean vectors. A stochastic representation for the…

统计理论 · 数学 2017-05-09 Taras Bodnar , Stepan Mazur , Edward Ngailo , Nestor Parolya

We review studies of entanglement entropy in systems with quenched randomness, concentrating on universal behavior at strongly random quantum critical points. The disorder-averaged entanglement entropy provides insight into the quantum…

无序系统与神经网络 · 物理学 2015-05-13 Gil Refael , Joel E. Moore
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