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We obtain some new results concerning the small deviation problem for $S=\sum_n q^n X_n$ and $M=\sup_n q^n X_n$, where $0<q<1$ and $(X_n)$ are i.i.d. non-negative random variables. In particular, the asymptotics is shown to be the same for…

Probability · Mathematics 2008-11-14 Frank Aurzada

An investigation of the spatial fluctuations and their manifestations in the vicinity of the quantum critical point within the framework of the renormalized $\phi^{4}$ theory is proposed. Relevant features are reported through the…

We study the critical behavior for percolation on inhomogeneous random networks on $n$ vertices, where the weights of the vertices follow a power-law distribution with exponent $\tau \in (2,3)$. Such networks, often referred to as…

Probability · Mathematics 2021-07-12 Shankar Bhamidi , Souvik Dhara , Remco van der Hofstad

Over the last two decades, network theory has shown to be a fruitful paradigm in understanding the organization and functioning of real-world complex systems. One technique helpful to this endeavor is identifying functionally influential…

Physics and Society · Physics 2022-01-24 Francesco Picciolo , Franco Ruzzenenti , Petter Holme , Rossana Mastrandrea

Unsupervised learning requiring only raw data is not only a fundamental function of the cerebral cortex, but also a foundation for a next generation of artificial neural networks. However, a unified theoretical framework to treat sensory…

Machine Learning · Statistics 2020-09-09 Haiping Huang

This work addresses the superdiffusive motion of a discrete time random walker on ordered discrete substrates and complex networks with the presence of long-range interactions (LRIs). In ordered regular lattices, where LRIs have a clear…

In this paper, we establish general scaling limits for nearly unstable Hawkes processes in a mean-field regime by extending the method introduced by Jaisson and Rosenbaum. Under a mild asymptotic criticality condition on the self-exciting…

Probability · Mathematics 2025-01-22 Grégoire Szymanski , Wei Xu

We study an online vector balancing problem, in which $n$ independent Gaussian random vectors $\boldsymbol{\zeta}(1),\dots,\boldsymbol{\zeta}(n) \sim \mathcal{N}(0, I_n)$, each of dimension $n$, arrive one at a time. The goal is to choose…

Probability · Mathematics 2026-05-15 Christian Fiedler , Joe Jackson , Daniel Lacker , Jonathan Niles-Weed

We study the mean first passage time of a one-dimensional random walker with step sizes decaying exponentially in discrete time. That is step sizes go like $\lambda^{n}$ with $\lambda\leq1$ . We also present, for pedagogical purposes, a…

Statistical Mechanics · Physics 2009-11-10 Tonguç Rador , Sencer Taneri

We analytically investigate the kinetic Gaussian model and the one-dimensional kinetic Ising model on two typical small-world networks (SWN), the adding-type and the rewiring-type. The general approaches and some basic equations are…

Disordered Systems and Neural Networks · Physics 2009-11-07 Jian-Yang Zhu , Han Zhu

Cyclic codes of dimension $2$ over a finite field are shown to have at most two nonzero weights. This extends a construction of Rao et al (2010) and disproves a conjecture of Schmidt-White (2002). We compute their weight distribution, and…

Information Theory · Computer Science 2017-09-19 Minjia Shi , Zhongyi Zhang , Patrick Sole

Consider the class of Ensemble Square Root filtering algorithms for the numerical approximation of the posterior distribution of nonlinear Markovian signals partially observed with linear observations corrupted with independent measurement…

Probability · Mathematics 2021-02-01 Theresa Lange , Wilhelm Stannat

Minimal massive gravity in three dimensions propagates a single massive spin-2 mode around an AdS vacuum. It is distinguished by allowing for vacua with positive central charges of the asymptotic conformal algebra and a bulk graviton of…

High Energy Physics - Theory · Physics 2023-04-28 Nihat Sadik Deger , Marc Geiller , Jan Rosseel , Henning Samtleben

This paper studies the rate of convergence of a family of continuous-time Markov chains (CTMC) to a mean-field model. When the mean-field model is a finite-dimensional dynamical system with a unique equilibrium point, an analysis based on…

Performance · Computer Science 2015-10-06 Lei Ying

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

Statistics Theory · Mathematics 2016-11-22 Teo Sharia , Lei Zhong

The microcanonical statistical mechanics of a set of self-gravitating particles is analyzed in mean-field approach. In order to deal with an upper bounded entropy functional, a softened gravitational potential is used. The softening is…

Statistical Mechanics · Physics 2008-11-26 Eduardo Follana , Victor Laliena

In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…

Probability · Mathematics 2025-10-28 Hindy Drillick , Shalin Parekh

We consider a directed version of the classical Stochastic Block Model with $m\ge 2$ communities and a parameter $\alpha$ controlling the inter-community connectivity. We show that, depending on the scaling of $\alpha$, the mixing time of…

Probability · Mathematics 2026-01-30 Alessandra Bianchi , Giacomo Passuello , Matteo Quattropani

We present a unified mean-field theory, based on the single site approximation to the master-equation, for stochastic self-organized critical models. In particular, we analyze in detail the properties of sandpile and forest-fire (FF)…

Statistical Mechanics · Physics 2009-10-30 Alessandro Vespignani , Stefano Zapperi

We use scaling results to identify the crossover to mean-field behavior of equilibrium statistical mechanics models on a variant of the small world network. The results are generalizable to a wide-range of equilibrium systems. Anomalous…

Statistical Mechanics · Physics 2009-11-10 M. B. Hastings
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