Related papers: Metastates in mean-field models with random extern…
In previous work, it has been shown that the recently proposed LLR method is very efficient at overcoming strong metastabilities that arise near first-order phase transition points. Here we present a systematic study of the performance of…
Effective medium theory of transport in disordered systems, whose basis is the replacement of spatial disorder by temporal memory, is extended in several practical directions. Restricting attention to a 1-dimensional system with bond…
The Vlasov equation is well known to provide a good description of the dynamics of mean-field systems in the $N \to \infty$ limit. This equation has an infinity of stationary states and the case of {\it homogeneous} states, for which the…
In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…
We study local asymptotic properties of likelihood ratios of certain Heston models. We distinguish three cases: subcritical, critical and supercritical models. For the drift parameters, local asymptotic normality is proved in the…
We consider periodic Markov chains with absorption. Applying to iterates of this periodic Markov chain criteria for the exponential convergence of conditional distributions of aperiodic absorbed Markov chains, we obtain exponential…
In this work, we give sufficient conditions for the almost global asymptotic stability of a cascade in which the subsystems are only almost globally asymptotically stable. The result is extended to upper triangular systems of arbitrary…
We develop a systematic matrix-analytic approach, based on intertwinings of Markov semigroups, for proving theorems about hitting-time distributions for finite-state Markov chains -- an approach that (sometimes) deepens understanding of the…
Finite-state dimension quantifies the asymptotic rate of information in an infinite sequence as perceived by finite automata. For a fixed alphabet, the infinite sequences that have maximal finite-state dimension are exactly those that are…
In this paper we study the ergodicity properties of some adaptive Markov chain Monte Carlo algorithms (MCMC) that have been recently proposed in the literature. We prove that under a set of verifiable conditions, ergodic averages calculated…
We study the problem of stationarity and ergodicity for autoregressive multinomial logistic time series models which possibly include a latent process and are defined by a GARCH-type recursive equation. We improve considerably upon the…
To understand the finite-size-scaling properties of phases transitions in classical and quantum models in the presence of quenched disorder, it has proven to be fruitful to introduce the notion of a finite-size-pseudo-critical point in each…
We establish quantitative bounds for rates of convergence and asymptotic variances for iterated conditional sequential Monte Carlo (i-cSMC) Markov chains and associated particle Gibbs samplers. Our main findings are that the essential…
We consider the problem of non degenerate in energy metastable states forming a series in the framework of reversible finite state space Markov chains. We assume that starting from the state at higher energy the system necessarily visits…
We generalized systematically the renormalized mean field theory in the case of uniform states to the unrestricted case of general inhomogeneous states with competing spin-, charge- and superconducting orders. Applying the theory to…
The question of the conditions under which 1D systems support extended electronic eigenstates is addressed in a very general context. Using real space renormalisation group arguments we discuss the precise criteria for determining the…
Recently, an Enskog-type kinetic theory for Vicsek-type models for self-propelled particles has been proposed [T. Ihle, Phys. Rev. E 83, 030901 (2011)]. This theory is based on an exact equation for a Markov chain in phase space and is not…
The reduced density matrix of many-body systems possessing an additive conserved quantity can be decomposed in orthogonal sectors which can be independently analyzed. Recently, these have been proven to equally contribute to entanglement…
In this paper, we study the simultaneous stability problem of a finite number of locally inter-connected linear subsystems under practical constraints, including asynchronous and aperiodic sampling, time-varying delays, and measurement…
Despite the ubiquity of U-statistics in modern Probability and Statistics, their non-asymptotic analysis in a dependent framework may have been overlooked. In a recent work, a new concentration inequality for U-statistics of order two for…