Related papers: Partially observed Markov random fields are variab…
It is well-known that discrete-time finite-state Markov Chains, which are described by one-sided conditional probabilities which describe a dependence on the past as only dependent on the present, can also be described as one-dimensional…
We consider the structure learning problem for graphical models that we call loosely connected Markov random fields, in which the number of short paths between any pair of nodes is small, and present a new conditional independence test…
Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…
We study the one dimensional Ising model with ferromagnetic, long range interaction which decays as |i-j|^{-2+a}, 1/2< a<1, in the presence of an external random filed. we assume that the random field is given by a collection of independent…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
The effects of locally random magnetic fields are considered in a nonequilibrium Ising model defined on a square lattice with nearest-neighbors interactions. In order to generate the random magnetic fields, we have considered random…
Markov random fields are known to be fully characterized by properties of their information diagrams, or I-diagrams. In particular, for Markov random fields, regions in the I-diagram corresponding to disconnected vertex sets in the graph…
In this thesis, we present results on phase transition for two models: the semi-infinite Ising model with a decaying field, and the long-range Ising model with a random field. We study the semi-infinite Ising model with an external field…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
A consistent local approach to the study of interacting relativistic fermion systems with a condensation of bare particles in its ground or vacuum state, which may has a finite matter density, is developed. The attention is payed to some of…
Herein, we introduce and study a new class of discrete random fields designed for quick simulation and covariance inference under inhomogeneous condition. Simulation of these correlated fields can be done in a single pass instead of relying…
A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
The influence of a local anisotropy of random orientation on a ferromagnetic phase transition is studied for two cases of anisotropy axis distribution. To this end a model of a random anisotropy magnet is analyzed by means of the field…
We consider a Piecewise Deterministic Markov Process given by random switching between finitely many vector fields vanishing at $0$. It has been shown recently that the behaviour of this process is mainly determined by the signs of Lyapunov…
We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…
Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…
We show using extensive simulation results and physical arguments that an Ising system on a two dimensional square lattice, having interactions of random sign between first neighbors and ferromagnetic interactions between second neighbors,…
We consider the behavior of an Ising ferromagnet obeying the Glauber dynamics under the influence of a fast switching, random external field. After introducing a general formalism for describing such systems, we consider here the mean-field…
We consider the system of particles on a finite interval with pair-wise nearest neighbours interaction and external force. This model was introduced by Malyshev to study the flow of charged particles on a rigorous mathematical level. It is…