Related papers: Convergence of U-statistics for interacting partic…
Statistical systems composed of atoms interacting with each other trough nonintegrable interaction potentials are considered. Examples of these potentials are hard-core potentials and long-range potentials, for instance, the Lennard-Jones…
We study multiple change-points detection using multi-samples tests based on U-statistics for absolutely regular observations. Our results extend those of Ngatchou-Wandji et al. (2022) concerned with the study of one single changepoint. The…
In this paper, we explore the statistical subtleties of the nonideal Rayleigh gas, in a grand canonical mixture framework. This model allows to consider a large amount of tagged particles close to equilibrium, and their empirical measure,…
We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…
A method for computing the thermopower in interacting systems is proposed. This approach, which relies on Monte Carlo simulations, is illustrated first for a diatomic chain of hard-point elastically colliding particles and then in the case…
The aim of this review is to provide a concise overview of some of the generic approaches that have been developed to deal with the statistical description of large systems of interacting dissipative 'units'. The latter notion includes,…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We study various temporal correlation functions of a tagged particle in one-dimensional systems of interacting point particles evolving with Hamiltonian dynamics. Initial conditions of the particles are chosen from the canonical thermal…
We introduce a new method for online parameter estimation in stochastic interacting particle systems, based on continuous observation of a small number of particles from the system. Our method recursively updates the model parameters using…
Large particle systems are often described by high-dimensional (linear) kinetic equations that are simulated using Monte Carlo methods for which the asymptotic convergence rate is independent of the dimensionality. Even though the…
Quantum Monte Carlo (QMC) methods are one of the most important tools for studying interacting quantum many-body systems. The vast majority of QMC calculations in interacting fermion systems require a constraint to control the sign problem.…
The asymptotic distribution of a wide class of V- and U-statistics with estimated parameters is derived in the case when the kernel is not necessarily differentiable along the parameter. The results have their application in goodness-of-fit…
If X and Y are independent, Y and Z are independent, and so are X and Z, one might be tempted to conclude that X, Y, and Z are independent. But it has long been known in classical probability theory that, intuitive as it may seem, this is…
In this paper we continue our earlier investigations into the asymptotic behaviour of infinite systems of coupled differential equations. Under the mild assumption that the so-called characteristic function of our system is completely…
Let ${X_n, n \ge 1}$ be a sequence of stationary associated random variables. For such a sequence, we discuss the limiting behavior of U-statistics based on kernels which are of bounded Hardy-Krause variation.
For testing goodness of fit, we consider a class of U-statistics of overlapping spacings of order two, and investigate their asymptotic properties. The standard U-statistic theory is not directly applicable here as the overlapping spacings…
We prove that a suitably de-biased version of Chatterjee's rank correlation based on i.i.d. copies of a random vector $(X,Y)$ is asymptotically normal whenever $Y$ is not almost surely constant. No further conditions on the joint…
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…
We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…