Related papers: Scaling Limits for Multispecies Statistical Mechan…
We compute the limiting distributions of the largest eigenvalue of a complex Gaussian sample covariance matrix when both the number of samples and the number of variables in each sample become large. When all but finitely many, say $r$,…
One of the main modeling in many data science applications is the Gaussian Mixture Model (GMM), and Mean Field Variational Bayesian Inference (MFVBI) is classically used for approximate fast computation. In this paper, we provide a…
The computation of multifractal scaling properties associated with a critical field theory involves non-local operators and remains an open problem using conventional techniques of field theory. We propose a new description of Gaussian…
The Ising model with ferromagnetic interactions that decay as $1/r^\alpha$ is analyzed in the non-extensive regime $0\leq\alpha\leq d$, where the thermodynamic limit is not defined. In order to study the asymptotic properties of the model…
This paper provides quantitative Central Limit Theorems for nonlinear transforms of spherical random fields, in the high frequency limit. The sequences of fields that we consider are represented as smoothed averages of spherical Gaussian…
The construction of valid and flexible cross-covariance functions is a fundamental task for modeling multivariate space-time data arising from climatological and oceanographical phenomena. Indeed, a suitable specification of the covariance…
We establish Gaussian limits for general measures induced by binomial and Poisson point processes in d-dimensional space. The limiting Gaussian field has a covariance functional which depends on the density of the point process. The general…
Two coarse-grained models which capture some universal characteristics of stripe forming systems are stud- ied. At high temperatures, the structure factors of both models attain their maxima on a circle in reciprocal space, as a consequence…
We study a Curie-Weiss model with a random external field generated by a dynamical system. Probabilistic limit theorems (weak law of large numbers, central limit theorems) are proven for the corresponding magnetization.
Projective measurements of collective observables can be employed to herald the preparation of entangled states of quantum systems, and the resulting conditional dynamics is usually handled by stochastic master equation (SME) for small…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
We analyze the dynamics of moderate fluctuations for macroscopic observables of the random field Curie Weiss model (i.e., standard Curie-Weiss model embedded in a site dependent, i.i.d. random environment). We obtain path space large…
Although the fully connected Ising model does not have a length scale, we show that its critical exponents can be found using finite size scaling with the scaling variable equal to N, the number of spins. We find that at the critical…
The Curie-Weiss model for quantum measurement describes the dynamical measurement of a spin-$\frac{1}{2}$ by an apparatus consisting of an Ising magnet of many spins $\frac{1}{2}$ coupled to a thermal phonon bath. To measure the…
During the past decades, the Ising distribution has attracted interest in many applied disciplines, as the maximum entropy distribution associated to any set of correlated binary (`spin') variables with observed means and covariances.…
We calculate the single-particle momentum distribution of a quantum many-particle system in the presence of the Coulomb interaction and a confining potential. The region of intermediate momenta, where the confining potential dominates,…
We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the…
A didactic description of the thermodynamic properties of classical spin systems is given in terms of their quantum counterpart in the Hamiltonian limit. Emphasis is on the construction of the relevant Hamiltonian, and the calculation of…
In this paper a multi-scale version of the Sherrington and Kirkpatrick model is introduced and studied. The pressure per particle in the thermodynamical limit is proved to obey a variational principle of Parisi type. The result is achieved…
Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance functions are of interest. Here, a new…