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We study the metastable minima of the Curie-Weiss Potts model with three states, as a function of the inverse temperature, and for arbitrary vector-valued external fields. Extending the classic work of Ellis/Wang and Wang we use singularity…

Mathematical Physics · Physics 2020-08-26 Christof Kuelske , Daniel Meissner

Max-stable random fields provide canonical models for the dependence of multivariate extremes. Inference with such models has been challenging due to the lack of tractable likelihoods. In contrast, the finite dimensional cumulative…

Methodology · Statistics 2013-07-30 Robert A. Yuen , Stilian Stoev

Strict stationarity is a common assumption used in the time series literature in order to derive asymptotic distributional results for second-order statistics, like sample autocovariances and sample autocorrelations. Focusing on weak…

Statistics Theory · Mathematics 2023-02-28 Yunyi Zhang , Efstathios Paparoditis , Dimitris N. Politis

In the framework of time series analysis with recurrence networks, we introduce a self-adaptive method that determines the elusive recurrence threshold and identifies metastable states in complex real-world time series. As initial step, we…

Data Analysis, Statistics and Probability · Physics 2014-10-22 Iliusi Vega , Christof Schütte , Tim O. F. Conrad

Localized persistent neural activity can encode delayed estimates of continuous variables. Common experiments require that subjects store and report the feature value (e.g., orientation) of a particular cue (e.g., oriented bar on a screen)…

Neurons and Cognition · Quantitative Biology 2024-08-01 Heather L Cihak , Zachary P Kilpatrick

We consider the non-equilibrium behavior of a central spin system where the central spin is periodically reset to its ground state. The quantum mechanical evolution under this effectively dissipative dynamics is described by a discrete-time…

Quantum Physics · Physics 2022-11-01 Albert Cabot , Federico Carollo , Igor Lesanovsky

Using the De Finetti representation of the Curie-Weiss model, the uniform coupling of Bernoulli random variables and the Laplace inversion formula (almost surely), we show that the full phase diagram of the Curie-Weiss model can be…

Probability · Mathematics 2025-07-24 Yacine Barhoumi-Andréani , Peter Eichelsbacher

We consider a coupled bistable N-particle system driven by a Brownian noise, with a strong coupling corresponding to the synchronised regime. Our aim is to obtain sharp estimates on the metastable transition times between the two stable…

Probability · Mathematics 2010-03-01 Florent Barret , Anton Bovier , Sylvie Méléard

We study the large deviations of the magnetization at some finite time in the Curie-Weiss Random Field Ising Model with parallel updating. While relaxation dynamics in an infinite time horizon gives rise to unique dynamical trajectories…

Statistical Mechanics · Physics 2017-08-23 Pierre Paga , Reimer Kühn

We study the critical behavior of a general class of cubic-symmetric spin systems in which disorder preserves the reflection symmetry $s_a\to -s_a$, $s_b\to s_b$ for $b\not= a$. This includes spin models in the presence of random…

Statistical Mechanics · Physics 2011-07-19 Pasquale Calabrese , Andrea Pelissetto , Ettore Vicari

Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…

Statistics Theory · Mathematics 2017-04-11 Sven Buhl , Claudia Klüppelberg

We present a comparative study of several dynamical systems of increasing complexity, namely, the logistic map with additive noise, one, two and many globally-coupled standard maps, and the Hamiltonian Mean Field model (i.e., the classical…

Statistical Mechanics · Physics 2009-11-10 Fulvio Baldovin , Luis G. Moyano , Ana P. Majtey , Alberto Robledo , Constantino Tsallis

The concept of metastate measures on the states of a random spin system was introduced to be able to treat the large-volume asymptotics for complex quenched random systems, like spin glasses, which may exhibit chaotic volume dependence in…

Probability · Mathematics 2018-12-19 Codina Cotar , Benedikt Jahnel , Christof Külske

In mean-field theory, i.e. infinite-range interactions, the transition between metastable and unstable states of a thermodynamic system is sharp. The metastable and the unstable states are separated by a spinodal curve. For systems with…

Statistical Mechanics · Physics 2009-11-07 Dieter W. Heermann , Claudette E. Cordeiro

We analyse metastable states in the East model, using a recently-proposed patch-repetition analysis based on time-averaged density profiles. The results reveal a hierarchy of states of varying lifetimes, consistent with previous studies in…

Statistical Mechanics · Physics 2013-12-16 Robert L. Jack

Regularly varying stochastic processes model extreme dependence between process values at different locations and/or time points. For such processes we propose a two-step parameter estimation of the extremogram, when some part of the domain…

Statistics Theory · Mathematics 2018-08-28 Sven Buhl , Claudia Klüppelberg

We consider stochastic dynamics for a spin system with mean field interaction, in which the interaction potential is subject to noisy and dissipative stochastic evolution. We show that, in the thermodynamic limit and at sufficiently low…

Probability · Mathematics 2013-05-03 Paolo Dai Pra , Markus Fischer , Daniele Regoli

We prove propagation of chaos in the Random field mean-field Ising model, also known ad the Random field Curie-Weiss model. We show that in the paramagnetic phase, i.e.\ in the regime where temperature and distribution of the external field…

Probability · Mathematics 2023-12-05 Matthias Löwe , Zakhar Kabluchko

We establish a link between metastability and a discrete time-crystalline phase in a periodically driven open quantum system. The mechanism we highlight requires neither the system to display any microscopic symmetry nor the presence of…

Statistical Mechanics · Physics 2019-01-10 F. M. Gambetta , F. Carollo , M. Marcuzzi , J. P. Garrahan , I. Lesanovsky

We investigate metastability in the two dimensional Ising model in a square with free boundary conditions at low temperatures. Starting with all spins down in a small positive magnetic field, we show that the exit from this metastable phase…

Statistical Mechanics · Physics 2015-06-25 E. N. M. Cirillo , J. L. Lebowitz