Subleading-order theory for condensation transitions in large deviations of sums of independent and identically distributed random variables
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| Format: | Preprint |
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2025
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| _version_ | 1866912470773268480 |
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| author | Smith, Naftali R. |
| author_facet | Smith, Naftali R. |
| contents | We study the full distribution $P_{N}\left(A\right)$ of sums $A = \sum_{i=1}^N$ where $x_1, \dots, x_N$ are $N \gg 1$ independent and identically distributed random variables each sampled from a given distribution $p(x)$ with a subexponential $x \to \infty$ tail. We consider two particular cases: (I) the one-sided stretched exponential distribution $p(x) \propto e^{-x^α}$ where $0 < x < \infty$, (II) the two-sided stretched exponential distribution $p(x) \propto e^{-|x|^α}$ where $-\infty < x < \infty$. We assume $0 < α< 1$ (in both cases). As follows immediately from known theorems, for both cases (i) typical fluctuations of $ΔA = A - \left\langle A\right\rangle $ are described by the central-limit theorem, (ii) the tail $A \to \infty$ is described by the big-jump principle $P_{N}\left(A\right) \simeq N p\left(A\right)$, and (iii) in between these two regimes there is a nontrivial intermediate regime which displays anomalous scaling $P_{N}\left(A\right) \sim e^{-N^βf(ΔA/N^γ)}$ with anomalous exponents $β,γ\in (0,1)$ and large-deviation function $f(y)$ that are all exactly known. In practice, although these theoretical predictions of $P_{N}\left(A\right)$ work very well in regimes (i) and (ii), they often perform quite poorly in the intermediate regime (ii), with errors of several orders of magnitude for $N$ as large as $10^4$. We calculate subleading order corrections to the theoretical predictions in the intermediate regime. We find that for $0 < α< α_c$, these corrections scale as power laws in $N$, while for $α_c < α< 1$ they scale as stretched exponentials, where the threshold value is $α_c = 1/2$ in case (I) and $α_c = 2/3$ in case (II). This difference between the two cases is a result of the mirror symmetry $p(x) = p(-x)$ which holds only in the latter case. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2503_19581 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Subleading-order theory for condensation transitions in large deviations of sums of independent and identically distributed random variables Smith, Naftali R. Statistical Mechanics Probability We study the full distribution $P_{N}\left(A\right)$ of sums $A = \sum_{i=1}^N$ where $x_1, \dots, x_N$ are $N \gg 1$ independent and identically distributed random variables each sampled from a given distribution $p(x)$ with a subexponential $x \to \infty$ tail. We consider two particular cases: (I) the one-sided stretched exponential distribution $p(x) \propto e^{-x^α}$ where $0 < x < \infty$, (II) the two-sided stretched exponential distribution $p(x) \propto e^{-|x|^α}$ where $-\infty < x < \infty$. We assume $0 < α< 1$ (in both cases). As follows immediately from known theorems, for both cases (i) typical fluctuations of $ΔA = A - \left\langle A\right\rangle $ are described by the central-limit theorem, (ii) the tail $A \to \infty$ is described by the big-jump principle $P_{N}\left(A\right) \simeq N p\left(A\right)$, and (iii) in between these two regimes there is a nontrivial intermediate regime which displays anomalous scaling $P_{N}\left(A\right) \sim e^{-N^βf(ΔA/N^γ)}$ with anomalous exponents $β,γ\in (0,1)$ and large-deviation function $f(y)$ that are all exactly known. In practice, although these theoretical predictions of $P_{N}\left(A\right)$ work very well in regimes (i) and (ii), they often perform quite poorly in the intermediate regime (ii), with errors of several orders of magnitude for $N$ as large as $10^4$. We calculate subleading order corrections to the theoretical predictions in the intermediate regime. We find that for $0 < α< α_c$, these corrections scale as power laws in $N$, while for $α_c < α< 1$ they scale as stretched exponentials, where the threshold value is $α_c = 1/2$ in case (I) and $α_c = 2/3$ in case (II). This difference between the two cases is a result of the mirror symmetry $p(x) = p(-x)$ which holds only in the latter case. |
| title | Subleading-order theory for condensation transitions in large deviations of sums of independent and identically distributed random variables |
| topic | Statistical Mechanics Probability |
| url | https://arxiv.org/abs/2503.19581 |