On the accuracy of multivariate compound Poisson approximation

We present multivariate generalizations of some classical results on the accuracy of Poisson approximation for the distribution of a sum of 0–1 random variables. A multivariate generalization of Bradley's theorem (Michigan Math. J. 30 (1983) 69) is established as well

Functional Limit Theorems for Multiparameter Fractional Brownian Motion

We prove a general functional limit theorem for multiparameter fractional Brownian motion. The functional law of the iterated logarithm, functional L\'{e}vy's modulus of continuity and many other results are its particular cases. Applications to approximation theory are discussed.Comment: AMS-LaTeX, 23 page

Stationary Solutions of Liouville Equations for Non-Hamiltonian Systems

We consider the class of non-Hamiltonian and dissipative statistical systems with distributions that are determined by the Hamiltonian. The distributions are derived analytically as stationary solutions of the Liouville equation for non-Hamiltonian systems. The class of non-Hamiltonian systems can be described by a non-holonomic (non-integrable) constraint: the velocity of the elementary phase volume change is directly proportional to the power of non-potential forces. The coefficient of this proportionality is determined by Hamiltonian. The constant temperature systems, canonical-dissipative systems, and Fermi-Bose classical systems are the special cases of this class of non-Hamiltonian systems.Comment: 22 page

Tsallis entropy induced metrics and CAT(k) spaces

Generalizing the group structure of the Euclidean space, we construct a Riemannian metric on the deformed set \ $\mathbb{R}^n_q$ \ induced by the Tsallis entropy composition property. We show that the Tsallis entropy is a "hyperbolic analogue" of the "Euclidean" Boltzmann/Gibbs/Shannon entropy and find a geometric interpretation for the nonextensive parameter $q$. We provide a geometric explanation of the uniqueness of the Tsallis entropy as reflected through its composition property, which is provided by the Abe and the Santos axioms. For two, or more, interacting systems described by the Tsallis entropy, having different values of $q$, we argue why a suitable extension of this construction is provided by the Cartan/Alexandrov/Toponogov metric spaces with a uniform negative curvature upper bound.Comment: 23 pages, Standard LaTeX2e, Accepted for publication in Physica

A random telegraph signal of Mittag-Leffler type

A general method is presented to explicitly compute autocovariance functions for non-Poisson dichotomous noise based on renewal theory. The method is specialized to a random telegraph signal of Mittag-Leffler type. Analytical predictions are compared to Monte Carlo simulations. Non-Poisson dichotomous noise is non-stationary and standard spectral methods fail to describe it properly as they assume stationarity.Comment: 13 pages, 3 figures, submitted to PR

Sur les suites de fonctions analytiques bornées dans leur ensemble

Monsieur Montel a démontré que, pour une suite $f_1(z),f_2(z),...,f_n(z),...$ (1) de fonctions holomorphes bornées dans leur ensemble à l'intérieur d'un contour simple et sur le contour lui - même, la convergence en tout point d'un arc quelconque de contour entraîne la convergence uniforme dans tout domaine complèment intérieur au contour. Le but de cette note est de généraliser cette proposition, en démontrant que, pour un contour rectifiable, la condition indiquée peut être remplacée par une moins restrictive, à savoir celle de la convergence de la suite (1) en tout point d'un ensemble de mesure non nulle situé sur le contour