scholarly journals Rank one HCIZ at high temperature: interpolating between classical and free convolutions

2022 ◽  
Vol 12 (1) ◽  
Author(s):  
Pierre Mergny ◽  
Marc Potters
Keyword(s):  
High Temperature ◽  
Limit Theorem ◽  
Simple Interpretation ◽  
Numerical Examples ◽  
Free Convolution ◽  
Rank One ◽  
Beta 2 ◽  
Poisson Limit ◽  
Associated Family ◽  
Free Convolutions

We study the rank one Harish-Chandra-Itzykson-Zuber integral in the limit where \frac{N\beta}{2} \to cNβ2→c, called the high-temperature regime and show that it can be used to construct a promising one-parameter interpolation family, with parameter c between the classical and the free convolution. This c-convolution has a simple interpretation in terms of another associated family of distribution indexed by c, called the Markov-Krein transform: the c-convolution of two distributions corresponds to the classical convolution of their Markov-Krein transforms. We derive first cumulant-moment relations, a central limit theorem, a Poisson limit theorem and show several numerical examples of c-convoluted distributions.

On improvements of the order of approximation in the Poisson limit theorem

1996 ◽  
Vol 33 (01) ◽  
pp. 146-155 ◽  
Author(s):  
K. Borovkov ◽  
D. Pfeifer
Keyword(s):  
Limit Theorem ◽  
Random Variables ◽  
Poisson Approximation ◽  
Order Of Approximation ◽  
Operator Semigroups ◽  
Bernoulli Random Variables ◽  
Usual Rate ◽  
Poisson Limit ◽  
Poisson Measures ◽  
Special Case

In this paper we consider improvements in the rate of approximation for the distribution of sums of independent Bernoulli random variables via convolutions of Poisson measures with signed measures of specific type. As a special case, the distribution of the number of records in an i.i.d. sequence of length n is investigated. For this particular example, it is shown that the usual rate of Poisson approximation of O(1/log n) can be lowered to O(1/n 2). The general case is discussed in terms of operator semigroups.

scholarly journals Effective high-temperature estimates for intermittent maps

2017 ◽  
Vol 39 (8) ◽  
pp. 2159-2175
Author(s):  
BENOÎT R. KLOECKNER
Keyword(s):  
Perturbation Theory ◽  
High Temperature ◽  
Limit Theorem ◽  
Spectral Gap ◽  
Lipschitz Constant ◽  
Transfer Operator ◽  
Linear Operators ◽  
Suitable Assumption ◽  
Unimodal Map ◽  
Definition Of

Using quantitative perturbation theory for linear operators, we prove a spectral gap for transfer operators of various families of intermittent maps with almost constant potentials (‘high-temperature’ regime). Hölder and bounded $p$-variation potentials are treated, in each case under a suitable assumption on the map, but the method should apply more generally. It is notably proved that for any Pommeau–Manneville map, any potential with Lipschitz constant less than 0.0014 has a transfer operator acting on $\operatorname{Lip}([0,1])$ with a spectral gap; and that for any two-to-one unimodal map, any potential with total variation less than 0.0069 has a transfer operator acting on $\operatorname{BV}([0,1])$ with a spectral gap. We also prove under quite general hypotheses that the classical definition of spectral gap coincides with the formally stronger one used in Giulietti et al [The calculus of thermodynamical formalism. J. Eur. Math. Soc., to appear. Preprint, 2015, arXiv:1508.01297], allowing all results there to be applied under the high-temperature bounds proved here: analyticity of pressure and equilibrium states, central limit theorem, etc.

A Poisson limit theorem for incomplete symmetric statistics

1983 ◽  
Vol 20 (01) ◽  
pp. 47-60 ◽  
Author(s):  
M. Berman ◽  
G. K. Eagleson
Keyword(s):  
Limit Theorem ◽  
Limit Theorems ◽  
Random Variables ◽  
Asymptotic Distributions ◽  
Poisson Limit ◽  
Symmetric Statistics ◽  
Limit Result ◽  
Independent Identically Distributed

Silverman and Brown (1978) have derived Poisson limit theorems for certain sequences of symmetric statistics, based on a sample of independent identically distributed random variables. In this paper an incomplete version of these statistics is considered and a Poisson limit result shown to hold. The powers of some tests based on the incomplete statistic are investigated and the main results of the paper are used to simplify the derivations of the asymptotic distributions of some statistics previously published in the literature.

Compound Poisson limit theorems for Markov chains

1997 ◽  
Vol 34 (1) ◽  
pp. 24-34 ◽  
Author(s):  
Shoou-Ren Hsiau
Keyword(s):  
Markov Chain ◽  
Limit Theorem ◽  
Markov Chains ◽  
Limit Theorems ◽  
Compound Poisson ◽  
Poisson Limit

This paper establishes a compound Poisson limit theorem for the sum of a sequence of multi-state Markov chains. Our theorem generalizes an earlier one by Koopman for the two-state Markov chain. Moreover, a similar approach is used to derive a limit theorem for the sum of the k th-order two-state Markov chain.

Poisson limit theorem for countable Markov chains in Markovian environments

2003 ◽  
Vol 24 (3) ◽  
pp. 298-306
Author(s):  
Fang Da-fan ◽  
Wang Han-xing ◽  
Tang Mao-ning
Keyword(s):  
Limit Theorem ◽  
Markov Chains ◽  
Poisson Limit

scholarly journals A Poisson limit theorem for toral automorphisms

2004 ◽  
Vol 48 (1) ◽  
pp. 1-20 ◽  
Author(s):  
Manfred Denker ◽  
Mikhail Gordin ◽  
Anastasya Sharova
Keyword(s):  
Limit Theorem ◽  
Poisson Limit ◽  
Toral Automorphisms

Design of Pressurized Cylinders for High-Temperature Applications

1960 ◽  
Vol 82 (2) ◽  
pp. 477-481
Author(s):  
J. F. Traexler
Keyword(s):  
Steady State ◽  
High Temperature ◽  
Creep Rate ◽  
Plane Strain ◽  
Material Properties ◽  
Rate Function ◽  
Specific Form ◽  
Steady State Creep ◽  
Numerical Examples ◽  
Walled Cylinder

General equations for the stresses in a thick-walled cylinder in a state of plane strain are derived considering “steady-state” creep. A specific form of the creep-rate function is assumed and numerical examples are included to show the effect of geometry and material properties.

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