Work

Large deviations for correlated random variables described by a matrix product ansatz

Year: 2014

Type: article

Abstract: We study the large deviations of sums of correlated random variables described by a matrix product ansatz, which generalizes the product structure of independent random variables to matrices whose non-commutativity is the source of correlations. We show with specific examples that different large deviation behaviors can be found with this ansatz. In particular, it is possible to construct sums of correlated random variables that violate the law of large numbers, the central limit theorem, as well as sums that have nonconvex rate functions or rate functions with linear parts or plateaux.

Source: Journal of Statistical Mechanics Theory and Experiment

DOI: 10.1088/1742-5468/2014/02/p02003

Authors: Florian Angeletti, Hugo Touchette, Eric Bertin, Patrice Abry

Institutions: Stellenbosch University, National Institute for Theoretical Physics, École Normale Supérieure de Lyon, Centre National de la Recherche Scientifique, Université Joseph Fourier, Laboratoire de Physique de l'ENS de Lyon, Laboratoire Interdisciplinaire de Physique

Language: English

Topic: Quantum many-body systems

Subfield: Atomic and Molecular Physics, and Optics

Field: Physics and Astronomy

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W1993064215

FWCI: 0.333

Cites: 42

Cited by: 3

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