Related papers: Stabilization and limit theorems for geometric fun…
We construct `self-stabilizing' processes {Z(t), t $\in [t_0,t_1)$}. These are random processes which when `localized', that is scaled around t to a fine limit, have the distribution of an $\alpha$(Z(t))-stable process, where $\alpha$ is…
Let $(X,T)$ and $(Y,S)$ be two subshifts so that $Y$ is a factor of $X$. For any asymptotically sub-additive potential $\Phi$ on $X$ and $\ba=(a,b)\in\R^2$ with $a>0$, $b\geq 0$, we introduce the notions of $\ba$-weighted topological…
We consider a gas whose each particle is characterised by a pair $(x,v_x)$ with the position $x\in \mathbb R^d$ and the velocity $v_x\in \mathbb R^d_0= \mathbb R^d\setminus \{0\}$. We define Gibbs measures on the cone of vector-valued…
An integration by parts formula is derived for the first order differential operator corresponding to the action of translations on the space of locally finite simple configurations of infinitely many points on R^d. As reference measures,…
In a recent paper, in collaboration with Mathieu Lewin and Phan Th{\`a}nh Nam, we showed that nonlinear Gibbs measures based on Gross-Pitaevskii like functionals could be derived from many-body quantum mechanics, in a mean-field limit. This…
We extend the Gibbs conditioning principle to an abstract setting combining infinitely many linear equality constraints and non-linear inequality constraints, which need not be convex. A conditional large large deviation principle (LDP) is…
In this paper we prove the weak convergence, in a high-temperature phase, of the finite marginals of the Gibbs measure associated to a symmetric spherical spin glass model with correlated couplings towards an explicit asymptotic decoupled…
Gaussian process (GP) modulated Cox processes are widely used to model point patterns. Existing approaches require a mapping (link function) between the unconstrained GP and the positive intensity function. This commonly yields solutions…
This paper deals with the question of conditional sampling and prediction for the class of stationary max-stable processes which allow for a mixed moving maxima representation. We develop an exact procedure for conditional sampling using…
The robustness of properties of a statistical physics model to slight perturbations in the exact local interactions of the model is a very relevant philosophical question, considering real-life measurements on which we base some models can…
We study a hierarchical model of non-overlapping cubes of sidelengths $2^j$, $j \in \mathbb{Z}$. The model allows for cubes of arbitrarily small size and the activities need not be translationally invariant. It can also be recast as a spin…
This survey explores the foundational theory and recent developments in the study of hyperuniformity. We present a comprehensive mathematical framework in the context of weakly stationary random measures, emphasizing spectral…
A moderate deviation principle for nonlinear functions of Gaussian processes is established. The nonlinear functions need not be locally bounded. Especially, the logarithm is allowed. (Thus, small deviations of the process are relevant.)…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
This work develops a methodology for analyzing large-deviation lower tails associated with geometric functionals computed on a homogeneous Poisson point process. The technique applies to characteristics expressed in terms of stabilizing…
For a proper geodesically complete CAT(-1) space equipped with a discrete non-elementary action, and a bounded continuous potential with the Bowen property, we construct weighted quasi-conformal Patterson densities and use them to build a…
Existence and stability properties are studied for Hawkes process, i.e. point process $S$ that has long-memory and intensity $r(t)=\lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in S} h(t-\tau) \big)$. The approach to Hawkes process presented in…
Let $F$ be a class of functions on a probability space $(\Omega,\mu)$ and let $X_1,...,X_k$ be independent random variables distributed according to $\mu$. We establish high probability tail estimates of the form $\sup_{f \in F} |\{i :…
In this paper we present some new asymptotic results for high frequency statistics of Brownian semi-stationary processes. More precisely, we will show that singularities in the weight function, which is one of the ingredients of a BSS…
The variational principle for Gibbs point processes with general finite range interaction is proved. Namely, the Gibbs point processes are identified as the minimizers of the free excess energy equals to the sum of the specific entropy and…