English
Related papers

Related papers: Escape rates for Gibbs measures

200 papers

Bowen's formula relates the Hausdorff dimension of a conformal repeller to the zero of a `pressure' function. We present an elementary, self-contained proof which bypasses measure theory and the Thermodynamic Formalism to show that Bowen's…

Dynamical Systems · Mathematics 2011-02-22 Hans Henrik Rugh

We have successfully applied the resistance grid technique to measure the disintegration speed in special type of glass objects, widely known as Prince Rupert's drops. We use a digital oscilloscope and a simple electrical circuit, glued to…

Instrumentation and Detectors · Physics 2016-02-23 Daria Gusenkova , Mark Bochkov , Evgenii Glushkov , Julia Zotova , S. N. Zhabin

We determine the rate of escape from a potential well, and the diffusion coefficient in a periodic potential, of a random walker that moves under the influence of the potential in between successive collisions with the heat bath. In the…

Statistical Mechanics · Physics 2016-09-05 Massimo Pica Ciamarra , Antonio Piscitelli

Recently, Einsiedler and the authors provided a bound in terms of escape of mass for the amount by which upper-semicontinuity for metric entropy fails for diagonal flows on homogeneous spaces $\Gamma\backslash G$, where $G$ is any connected…

Dynamical Systems · Mathematics 2012-11-14 Shirali Kadyrov , Anke D. Pohl

In recent years, the shortcomings of Bayesian posteriors as inferential devices have received increased attention. A popular strategy for fixing them has been to instead target a Gibbs measure based on losses that connect a parameter of…

Statistics Theory · Mathematics 2025-04-24 David T. Frazier , Jeremias Knoblauch , Jack Jewson , Christopher Drovandi

Let $G$ be a countable group whose action on a metric space $X$ involves a contracting isometry. This setting naturally encompasses groups acting on Gromov hyperbolic spaces, Teichm{\"u}ller space, Culler-Vogtmann Outer space and CAT(0)…

Group Theory · Mathematics 2025-10-14 Inhyeok Choi

We calculate the survival probability of an immobile target surrounded by a sea of uncorrelated diffusive or subdiffusive evanescent traps, i.e., traps that disappear in the course of their motion. Our calculation is based on a fractional…

Statistical Mechanics · Physics 2015-06-11 E. Abad , S. B. Yuste , Katja Lindenberg

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…

Probability · Mathematics 2025-07-15 Luca Di Persio , Yuri Kondratiev , Viktorya Vardanyan

We consider infinite graph-directed iterated function systems (GIFSs) whose contraction mappings are nonconformal. As our main result, we formulate asymptotic perturbations from conformal GIFSs to nonconformal GIFSs, and give the asymptotic…

Dynamical Systems · Mathematics 2023-07-21 Haruyoshi Tanaka

The present paper studies the escape mechanism in collinear three point mass systems with small-range-repulsive/large-range-attractive pairwise-interaction. Specifically, we focus on systems with non-negative total energy. We show that on…

Mathematical Physics · Physics 2015-05-14 Daniel Pasca , manuele Santoprete , Cristina Stoica

A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consistency and asymptotic normality of the resulting estimators…

Statistics Theory · Mathematics 2007-08-22 Irene Gijbels , Danyu Lin , Zhiliang Ying

We consider random walks on a non-elementary hyperbolic group endowed with a word distance. To a probability measure on the group are associated two numerical quantities, the rate of escape and the entropy. On the set of admissible…

Probability · Mathematics 2017-05-08 Sébastien Gouëzel

We establish some results for the rate of convergence in total variation of a Gibbs sampler to its equilibrium distribution. This sampler is motivated by a hierarchical Bayesian inference construction for a gamma random variable. Our…

Probability · Mathematics 2014-12-08 Oliver Jovanovski , Neal Madras

We use subgroup distortion to determine the rate of escape of a simple random walk on a class of polycyclic groups, and we show that the rate of escape is invariant under changes of generating set for these groups. For metabelian groups, we…

Probability · Mathematics 2011-09-14 Russ Thompson

A goodness-of-fit test for the fitting of a parametric model to data obtained from a detector with finite resolution and limited acceptance is proposed. The parameters of the model are found by minimization of a statistic that is used for…

Data Analysis, Statistics and Probability · Physics 2015-03-17 N. D. Gagunashvili

We present a novel path-integral method for the determination of time-dependent and time-averaged reaction rates in multidimensional, periodically driven escape problems at weak thermal noise. The so obtained general expressions are…

Statistical Mechanics · Physics 2015-06-24 Jörg Lehmann , Peter Reimann , Peter Hänggi

We consider various versions of adaptive Gibbs and Metropolis-within-Gibbs samplers, which update their selection probabilities (and perhaps also their proposal distributions) on the fly during a run by learning as they go in an attempt to…

Computation · Statistics 2013-02-28 Krzysztof Łatuszyński , Gareth O. Roberts , Jeffrey S. Rosenthal

First the relation between shift selfsimilar additive sequences and stationary sequences of Ornstein-Uhlenbeck type (OU type) on $\mathbb{R}^d$ is shown and then the rates of escape for shift selfsimilar additive sequences are discussed. As…

Probability · Mathematics 2014-03-05 Toshiro Watanabe

We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in the paper is very general as we do not impose any…

Statistics Theory · Mathematics 2007-05-23 Teo Sharia

We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…

Statistical Finance · Quantitative Finance 2008-12-22 Jaume Masoliver , Josep Perello
‹ Prev 1 3 4 5 6 7 10 Next ›