Related papers: Scaling Limits for Multispecies Statistical Mechan…
We compute the fluctuations of the magnetization and of the multi-overlaps for the dilute mean field ferromagnet, in the high temperature region. The rescaled magnetization tends to a centered Gaussian variable with variance diverging at…
We consider sequences of random variables of the type $S_n= n^{-1/2} \sum_{k=1}^n \{f(X_k)-\E[f(X_k)]\}$, $n\geq 1$, where $X=(X_k)_{k\in \Z}$ is a $d$-dimensional Gaussian process and $f: \R^d \rightarrow \R$ is a measurable function. It…
Vinberg cones and the ambient vector spaces are important in modern statistics of sparse models and of graphical models. The aim of this paper is to study eigenvalue distributions of Gaussian, Wigner and covariance matrices related to…
In arXiv:1301.6911, Cerf and Gorny constructed a model of self-organized criticality, by introducing an automatic control of the temperature parameter in the generalized Ising Curie-Weiss model. The fluctuations of the magnetization of this…
This article is concerned with the asymptotic behaviour of random vectors in a diluted ferromagnetic model. We consider a model introduced by Bovier & Gayrard (1993) with ferromagnetic interactions on a directed Erd\H{o}s-R\'enyi random…
Independent random signs can govern various discrete models that converge to non-isomorphic continuous limits. Convergence of Fourier-Walsh spectra is established under appropriate conditions.
We study the short-time dynamics of a mean-field model with non-conserved order parameter (Curie-Weiss with Glauber dynamics) by solving the associated Fokker-Planck equation. We obtain closed-form expressions for the first moments of the…
We propose an aggregated random-field model, and investigate the scaling limits of the aggregated partial-sum random fields. In our model, each copy of the random field in the aggregation is built from two correlated one-dimensional random…
We obtain a complete description of anisotropic scaling limits of random grain model on the plane with heavy tailed grain area distribution. The scaling limits have either independent or completely dependent increments along one or both…
The integration of physical relationships into stochastic models is of major interest e.g. in data assimilation. Here, a multivariate Gaussian random field formulation is introduced, which represents the differential relations of the…
Cross-diffusion systems are formally derived from multispecies kinetic models in the diffusion limit. The first limit in the multispecies BGK model of Gross and Krook leads to a variant of the non-isothermal Maxwell-Stefan equations. The…
In the estimation of the mean matrix in a multivariate normal distribution, the generalized Bayes estimators with closed forms are provided, and the sufficient conditions for their minimaxity are derived relative to both matrix and scalar…
A discrete gradient model for interfaces is studied. The interaction potential is a non-convex perturbation of the quadratic gradient potential. Based on a representation for the finite volume Gibbs measure obtained via a renormalization…
Recent years have seen a rise in the application of machine learning techniques to aid the simulation of hard-to-sample systems that cannot be studied using traditional methods. Despite the introduction of many different architectures and…
This paper addresses the question of when projections of a high-dimensional random vector are approximately Gaussian. This problem has been studied previously in the context of high-dimensional data analysis, where the focus is on…
Equilibrium statistical mechanics is intended to link the microscopic dynamics of particles to the thermodynamic laws for macroscopic quantities. However, the modern statistical theory is faced with significant difficulties, as applied to…
Estimating the unconstrained mean and covariance matrix is a popular topic in statistics. However, estimation of the parameters of $N_p(\mu,\Sigma)$ under joint constraints such as $\Sigma\mu = \mu$ has not received much attention. It can…
We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…
In this paper, we consider the Ising model on the complete graph, also known as the Curie-Weiss model, and establish the limit profile of the Glauber dynamics in the high-temperature regime. Our strategy is a two-dimensional analog of the…
We show that an high temperature expansion at fixed order parameter can be derived for the quantum Ising model. The basic point is to consider a statistical generating functional associated to the local spin state. The probability at…