Related papers: Sharp asymptotics for metastability in the random …
If multiway cluster-robust standard errors are used routinely in applied economics, surprisingly few theoretical results justify this practice. This paper aims to fill this gap. We first prove, under nearly the same conditions as with…
We rigorously show the mean-field limit for a large class of swarming individual based models with local sharp sensitivity regions. For instance, these models include nonlocal repulsive-attractive forces locally averaged over sharp vision…
We consider the problem of predicting the spin states in a kinetic Ising model when spin trajectories are observed for only a finite fraction of sites. In a Bayesian setting, where the probabilistic model of the spin dynamics is assumed to…
We consider the continuum version of the random field Ising model in one dimension: this model arises naturally as weak disorder scaling limit of the original Ising model. Like for the Ising model, a spin configuration is conveniently…
A simple model of a frustrated disordered system is presented. Apart from the (very different) physical interpretation, the model shares many features with that of Sherrington-Kirkpatrick for spin glasses, but, as a consequence of its…
The susceptible--infected--susceptible (SIS) epidemic process on complex networks can show metastability, resembling an endemic equilibrium. In a general setting, the metastable state may involve a large portion of the network, or it can be…
We develop goodness-of-fit tests for max-stable random fields, which are used to model heavy-tailed spatial data. The test statistics are constructed based on the Fourier transforms of the indicators of extreme values in the heavy-tailed…
We devise a field theoretical formalism for a microscopic theory of nucleation processes and phase coexistence in finite dimensional glassy systems. We study disordered $p$-spin models with large but finite range of interaction. We work in…
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…
One-flip stable configurations of an Ising-model on a random graph with fluctuating connectivity are examined. In order to perform the quenched average of the number of stable configurations we introduce a global order-parameter function…
Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…
We prove the metastable behavior of reversible Markov processes on finite state spaces under minimal conditions on the jump rates. To illustrate the result we deduce the metastable behavior of the Ising model with a small magnetic field at…
In this paper, we consider stochastic master equations describing the evolution of quantum spin-1/2 systems interacting with electromagnetic fields undergoing continuous-time measurements. We suppose that the initial states and the exact…
Spin-orbit-coupled Bose-Einstein condensates are a flexible experimental platform to engineer synthetic quantum many-body systems. In particular, they host the so-called stripe phase, an instance of a supersolid state of matter. The…
This article is devoted to the analysis of a particle system model for epidemics among a finite population with susceptible, infective and removed individuals (SIR). The infection mechanism depends on the relative distance between…
We discuss metastable states in the mean-field version of the strong coupling BCS-model and study the evolution of a superconducting equilibrium state subjected to a dynamical semi-group with Lindblad generator in detailed balance w.r.t.…
We establish a general perturbative method to prove entropic Ricci curvature bounds for interacting stochastic particle systems. We apply this method to obtain curvature bounds in several examples, namely: Glauber dynamics for a class of…
We consider $n$-component fixed-length order parameter interacting with a weak random field in $d=1,2,3$ dimensions. Relaxation from the initially ordered state and spin-spin correlation functions have been studied on lattices containing…
In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…
We obtain an asymptotic normality result that reveals the precise asymptotic behavior of the maximum likelihood estimators of parameters for a very general class of linear mixed models containing cross random effects. In achieving the…