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Integration against a probability distribution given its unnormalized density is a central task in Bayesian inference and other fields. We introduce new methods for approximating such expectations with a small set of weighted samples --…

Machine Learning · Statistics 2026-05-15 Ayoub Belhadji , Daniel Sharp , Youssef M. Marzouk

We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…

Statistical Mechanics · Physics 2014-11-03 Anupam Kundu , Alain Comtet , Satya N. Majumdar

Colloids have a striking relevance in a wide spectrum of industrial formulations, spanning from personal care products to protective paints. Their behaviour can be easily influenced by extremely weak forces, which disturb their…

Soft Condensed Matter · Physics 2018-06-14 Daniel Corbett , Alejandro Cuetos , Matthew Dennison , Alessandro Patti

We consider a random dynamical system obtained by switching between the flows generated by two smooth vector fields on the 2d-torus, with the random switchings happening according to a Poisson process. Assuming that the driving vector…

Dynamical Systems · Mathematics 2018-03-22 Yuri Bakhtin , Tobias Hurth , Sean D. Lawley , Jonathan C. Mattingly

We develop a theoretical approach to study the transient dynamics and the time-dependent statistics for the Anderson-Holstein model in the regime of strong electron-phonon coupling. For this purpose we adapt a recently introduced…

Mesoscale and Nanoscale Physics · Physics 2015-10-28 R. Seoane Souto , R. Avriller , R. C. Monreal , A. Martin-Rodero , A. Levy Yeyati

A discrete rotation algorithm can be apprehended as a parametric application $f\_\alpha$ from $\ZZ[i]$ to $\ZZ[i]$, whose resulting permutation ``looks like'' the map induced by an Euclidean rotation. For this kind of algorithm, to be…

Discrete Mathematics · Computer Science 2007-05-23 Bertrand Nouvel , Eric Remila

A succesful method to describe the asymptotic behavior of a discrete time stochastic process governed by some recursive formula is to relate it to the limit sets of a well chosen mean differential equation. Under an attainability condition,…

Probability · Mathematics 2011-01-19 Mathieu Faure , Gregory Roth

We present a new simple method for rounding a semidefinite programming relaxation of a constraint satisfaction problem. We apply it to the problem of approximate angular synchronization. Specifically, we are given directed distances on a…

Data Structures and Algorithms · Computer Science 2018-12-11 Kevin L. Chang , Alantha Newman

Recently, we introduced the active Dyson Brownian motion model (DBM), in which $N$ run-and-tumble particles interact via a logarithmic repulsive potential in the presence of a harmonic well. We found that in a broad range of parameters the…

Statistical Mechanics · Physics 2024-11-08 Leo Touzo , Pierre Le Doussal , Gregory Schehr

We use the subgraph replacement method to investigate new properties of the tilings of regions on the square lattice with diagonals drawn in. In particular, we show that the centrally symmetric tilings of a generalization of the Aztec…

Combinatorics · Mathematics 2019-05-20 Tri Lai

We prove eigenvalue processes from dynamical random matrix theory including Dyson Brownian motion, Wishart process, and Dynkin's Brownian motion of ellipsoids are results of projecting Brownian motion through Riemannian submersions induced…

Probability · Mathematics 2023-05-23 Ching-Peng Huang

For various sets of tiles, we count the ways to tile an Aztec diamond of order $n$ using tiles from that set. The resulting function $f(n)$ often has interesting behavior when one looks at $n$ and $f(n)$ modulo powers of 2.

Combinatorics · Mathematics 2024-07-08 James Propp

A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…

Probability · Mathematics 2011-10-21 Makoto Katori , Hideki Tanemura

We experimentally demonstrate a dynamical classification approach for investigation of topological quantum phases using a solid-state spin system through nitrogen-vacancy (NV) center in diamond. Similar to the bulkboundary correspondence in…

Mesoscale and Nanoscale Physics · Physics 2019-12-04 Ya Wang , Wentao Ji , Zihua Chai , Yuhang Guo , Mengqi Wang , Xiangyu Ye , Pei Yu , Long Zhang , Xi Qin , Pengfei Wang , Fazhan Shi , Xing Rong , Dawei Lu , Xiong-Jun Liu , Jiangfeng Du

The study of almost surely discrete random probability measures is an active line of research in Bayesian nonparametrics. The idea of assuming interaction across the atoms of the random probability measure has recently spurred significant…

Statistics Theory · Mathematics 2025-04-25 Mario Beraha , Raffaele Argiento , Federico Camerlenghi , Alessandra Guglielmi

We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…

Statistical Mechanics · Physics 2026-05-19 Aurélien Grabsch , Davide Venturelli , Olivier Bénichou

The yielding transition of amorphous materials is studied with a two-dimensional Hamiltonian model that allows both shear and volume deformations. The model is investigated as a function of the relative value of the bulk modulus $B$ with…

Soft Condensed Matter · Physics 2022-01-05 E. A. Jagla

During training, weight matrices in machine learning architectures are updated using stochastic gradient descent or variations thereof. In this contribution we employ concepts of random matrix theory to analyse the resulting stochastic…

Disordered Systems and Neural Networks · Physics 2024-11-22 Gert Aarts , Ouraman Hajizadeh , Biagio Lucini , Chanju Park

The statistics of the diffusive motion of particles often serve as an experimental proxy for their interaction with the environment. However, inferring the physical properties from the observed trajectories is challenging. Inspired by a…

Soft Condensed Matter · Physics 2024-05-29 Amit Federbush , Amit Moscovich , Yohai Bar-Sinai

We demonstrate that the update of weight matrices in learning algorithms can be described in the framework of Dyson Brownian motion, thereby inheriting many features of random matrix theory. We relate the level of stochasticity to the ratio…

Disordered Systems and Neural Networks · Physics 2025-01-10 Gert Aarts , Biagio Lucini , Chanju Park
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