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We study the approximation of functions which are invariant with respect to certain permutations of the input indices using flow maps of dynamical systems. Such invariant functions includes the much studied translation-invariant ones…

Machine Learning · Computer Science 2022-08-19 Qianxiao Li , Ting Lin , Zuowei Shen

The thermodynamic uncertainty relation is a universal trade-off relation connecting the precision of a current with the average dissipation at large times. For continuous time Markov chains (also called Markov jump processes) this relation…

Statistical Mechanics · Physics 2019-09-04 A. C. Barato , R. Chetrite , A. Faggionato , D. Gabrielli

We introduce a modification of the generalized P\'olya urn model containing two urns and we study the number of balls $B_j(n)$ of a given color $j\in\{1,\ldots,J\}$, $J\in\mathbb{N}$ added to the urns after $n$ draws. We provide sufficient…

Probability · Mathematics 2024-08-13 Konrad Kolesko , Ecaterina Sava-Huss

Representations of measures of concordance in terms of Pearson' s correlation coefficient are studied. All transforms of random variables are characterized such that the correlation coefficient of the transformed random variables is a…

Statistics Theory · Mathematics 2023-01-10 Takaaki Koike , Marius Hofert

Consider an urn containing balls labeled with integer values. Define a discrete-time random process by drawing two balls, one at a time and with replacement, and noting the labels. Add a new ball labeled with the sum of the two drawn…

Probability · Mathematics 2023-06-22 Mackenzie Simper

Urn models for innovation capture fundamental empirical laws shared by several real-world processes. The so-called urn model with triggering includes, as particular cases, the urn representation of the two-parameter Poisson-Dirichlet…

Methodology · Statistics 2024-07-08 Giulio Tani Raffaelli , Margherita Lalli , Francesca Tria

We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…

Probability · Mathematics 2021-01-12 Zhen-Qing Chen , Wai-Tong Louis Fan

Let $G$ be a finite Abelian group of order $d$. We consider an urn in which, initially, there are labeled balls that generate the group $G$. Choosing two balls from the urn with replacement, observe their labels, and perform a group…

Probability · Mathematics 2022-11-30 Li Yang , Jiang Hu , Zhidong Bai

The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial [Lee90, de99]. When dealing with…

Probability · Mathematics 2010-02-02 P. Del Moral , F. Patras , S. Rubenthaler

The Deffuant model is a spatial stochastic model for the dynamics of opinions in which individuals are located on a connected graph representing a social network and characterized by a number in the unit interval representing their opinion.…

Probability · Mathematics 2020-05-28 Nicolas Lanchier , Hsin-Lun Li

By a classical principle of analysis, sufficiently thin subsequences of general sequences of functions behave like sequences of independent random variables. This observation not only explains the remarkable properties of lacunary…

Number Theory · Mathematics 2014-01-13 Christoph Aistleitner , Istvan Berkes , Robert Tichy

The present paper proposes a Statistical Mechanics approach to the inherent states of glassy systems and granular materials, following the original ideas developed by Edwards for granular materials. Two lattice models, a diluted Spin Glass…

Statistical Mechanics · Physics 2009-11-07 Annalisa Fierro , Mario Nicodemi , Antonio Coniglio

The style of mathematical models known to probabilists as Interacting Particle Systems and exemplified by the Voter, Exclusion and Contact processes have found use in many academic disciplines. In many such disciplines the underlying…

Statistics Theory · Mathematics 2013-09-27 David Aldous

The adaptive voter model allows for studying the interplay between homophily, the tendency of like-minded individuals to attract each other, and social influence, the tendency for connected individuals to influence each other. However, it…

Physics and Society · Physics 2023-03-21 Nikos Papanikolaou , Renaud Lambiotte , Giacomo Vaccario

We develop a generalization of unobserved components models that allows for a wide range of long-run dynamics by modelling the permanent component as a fractionally integrated process. The model does not require stationarity and can be cast…

Econometrics · Economics 2020-05-22 Tobias Hartl , Rolf Tschernig , Enzo Weber

The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…

Mathematical Physics · Physics 2013-07-29 Mario Kieburg

Unlike their conventional use as estimators of probability density functions in reinforcement learning (RL), this paper introduces a novel function-approximation role for Gaussian mixture models (GMMs) as direct surrogates for Q-function…

Machine Learning · Computer Science 2025-12-23 Minh Vu , Konstantinos Slavakis

The problem of an electron gas interacting via exchanging transverse gauge bosons is studied using the renormalization group method. The long wavelength behavior of the gauge field is shown to be in the Gaussian universality class with a…

Condensed Matter · Physics 2009-10-22 Junwu Gan , Eugene Wong

A one-dimensional interacting particle system is said to exhibit interface tightness if starting in an initial condition describing the interface between two constant configurations of different types, the process modulo translations is…

Probability · Mathematics 2018-10-25 Rongfeng Sun , Jan M. Swart , Jinjiong Yu

The q-Gaussians are discussed from the point of view of variance mixtures of normals and exchangeability. For each q< 3, there is a q-Gaussian distribution that maximizes the Tsallis entropy under suitable constraints. This paper shows that…

Probability · Mathematics 2015-05-14 Marjorie G. Hahn , Xinxin Jiang , Sabir Umarov