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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…

概率论 · 数学 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…

概率论 · 数学 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…

概率论 · 数学 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…

概率论 · 数学 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…

动力系统 · 数学 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…

统计力学 · 物理学 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…

高能物理 - 理论 · 物理学 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.…

高能物理 - 理论 · 物理学 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…

最优化与控制 · 数学 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…

概率论 · 数学 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…

混沌动力学 · 物理学 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…

高能物理 - 理论 · 物理学 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…

高能物理 - 理论 · 物理学 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.…

计算金融 · 定量金融 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…

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…

高能物理 - 理论 · 物理学 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 $m_n$…

统计理论 · 数学 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…

概率论 · 数学 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…

高能物理 - 理论 · 物理学 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…

高能物理 - 理论 · 物理学 2024-01-22 Julien Barrat