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Statistical mechanics and thermodynamics for ideal fractional exclusion statistics with mutual statistical interactions is studied systematically. We discuss properties of the single-state partition functions and derive the general form of…

Condensed Matter · Physics 2009-10-30 Serguei B. Isakov , Stefan Mashkevich

We show for two disjoint groups of spins in a Curie-Weiss model and a homogeneous coupling matrix that the law of large numbers holds for the normed sums of both groups' spin variables. We also show that the central limit theorem holds only…

Probability · Mathematics 2022-08-09 Werner Kirsch , Gabor Toth

In this paper, we derive results about the limiting distribution of the empirical magnetization vector and the maximum likelihood (ML) estimates of the natural parameters in the tensor Curie-Weiss Potts model. Our results reveal…

Statistics Theory · Mathematics 2023-07-25 Sanchayan Bhowal , Somabha Mukherjee

This paper aims to examine the characteristics of the posterior distribution of covariance/precision matrices in a "large $p$, large $n$" scenario, where $p$ represents the number of variables and $n$ is the sample size. Our analysis…

Statistics Theory · Mathematics 2026-02-02 Partha Sarkar , Kshitij Khare , Malay Ghosh , Matt P. Wand

In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…

Probability · Mathematics 2013-05-15 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

We consider a bipartite generalization of the Curie-Weiss model in a critical regime. In order to study the asymptotic behavior of the random vector of the total magnetization we apply the change of variables that diagonalizes the Hessian…

Mathematical Physics · Physics 2013-10-30 Micaela Fedele

We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven by Brownian motion, it has been shown that in order for the…

Statistics Theory · Mathematics 2025-05-14 Pablo Ramses Alonso-Martin , Horatio Boedihardjo , Anastasia Papavasiliou

The goal of this book is to present new mathematical techniques for studying the behaviour of mean-field systems with disordered interactions. We mostly focus on certain problems of statistical inference in high dimension, and on spin…

Probability · Mathematics 2023-11-29 Tomas Dominguez , Jean-Christophe Mourrat

We obtain rates of convergence in limit theorems of partial sums $S_n$ for certain sequences of dependent, identically distributed random variables, which arise naturally in statistical mechanics, in particular, in the context of the…

Probability · Mathematics 2009-08-14 Peter Eichelsbacher , Matthias Löwe

In this note, we consider generalizations of the Cucker-Smale dynamical system and we derive rigorously in Wasserstein's type topologies the mean-field limit (and propagation of chaos) to the Vlasov-type equation introduced in [12].Unlike…

Analysis of PDEs · Mathematics 2021-02-10 Roberto Natalini , Thierry Paul

If the Boltzmann-Gibbs state $\omega_N$ of a mean-field $N$-particle system with Hamiltonian $H_N$ verifies the condition $$ \omega_N(H_N) \ge \omega_N(H_{N_1}+H_{N_2}) $$ for every decomposition $N_1+N_2=N$, then its free energy density…

Mathematical Physics · Physics 2007-05-23 A. Bianchi , P. Contucci , C. Giardina'

Mean-field models of glasses that present a random first order transition exhibit highly non-trivial fluctuations. Building on previous studies that focused on the critical scaling regime, we here obtain a fully quantitative framework for…

Disordered Systems and Neural Networks · Physics 2022-08-09 Giampaolo Folena , Giulio Biroli , Patrick Charbonneau , Yi Hu , Francesco Zamponi

The Curie-Weiss model is an exactly soluble model of ferromagnetism that allows one to study in detail the thermodynamic functions, in particular their properties in the neighbourhood of the critical temperature. In this model every…

Statistical Mechanics · Physics 2021-10-15 Martin Kochmański , Tadeusz Paszkiewicz , Sławomir Wolski

Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…

Mathematical Physics · Physics 2022-05-04 Peter J. Forrester

This paper considers a multivariate spatial random field, with each component having univariate marginal distributions of the skew-Gaussian type. We assume that the field is defined spatially on the unit sphere embedded in $\mathbb{R}^3$,…

Statistics Theory · Mathematics 2017-10-05 Alfredo Alegría , Sandra Caro , Moreno Bevilacqua , Emilio Porcu , Jorge Clarke

The mean-field thermodynamic limit is studied for a class of isolated Newtonian N-body systems whose Hamiltonian admits several invariants of motion. It is shown that the macrostates of individual members of a statistical equilibrium…

Mathematical Physics · Physics 2009-11-13 Michael K. -H. Kiessling

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

Methodology · Statistics 2023-01-25 Anupam Kundu , Mohsen Pourahmadi

Consider the mean-field spin models where the Gibbs measure of each configuration depends only on its magnetization. Based on the Stein and Laplace methods, we give a new and short proof for the scaling limit theorems with convergence rate…

Probability · Mathematics 2025-03-18 Van Hao Can , Adrian Röllin

The Curie-Weiss Potts model is a mean field version of the well-known Potts model. In this model, the critical line $\beta = \beta_c (h)$ is explicitly known and corresponds to a first order transition when $q > 2$. In the present paper we…

Probability · Mathematics 2009-11-20 Daniel Gandolfo , Jean Ruiz , Marc Wouts

We consider a system of hierarchical interacting spins under dynamics of spin-flip type with a ferromagnetic mean field interaction, scaling with the hierarchical distance, coupled with a system of linearly interacting hierarchical…

Probability · Mathematics 2019-10-31 Paolo Dai Pra , Marco Formentin , Guglielmo Pelino