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Related papers: Dynamical moderate deviations for the Curie-Weiss …

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Moderate deviation principle is achieved by the weak convergence approach for a stochastic Schr\"odinger type equation with linear drift term and noise driven by a $Q$-Wiener process. The central limit theorem is also shown for the equation…

Probability · Mathematics 2024-09-27 Parisa Fatheddin , Hannelore Lisei

Quantum dynamics of the Bose-Hubbard Model is investigated through a semiclassical hamiltonian picture provided by the Time-Dependent Variational Principle method. The system is studied within a factorized slow/fast dynamics. The…

Superconductivity · Physics 2009-10-31 L. Amico , V. Penna

We study the dynamics of fluctuations at the critical point for two time-asymmetric version of the Curie-Weiss model for spin systems that, in the macroscopic limit, undergo a Hopf bifurcation. The fluctuations around the macroscopic limit…

Probability · Mathematics 2017-03-23 Paolo Dai Pra , Daniele Tovazzi

This paper studies the approximation of invariant measures of McKean-Vlasov dynamics with non-degenerate additive noise. While prior findings necessitated a strong monotonicity condition on the McKean-Vlasov process, we expand these results…

Probability · Mathematics 2024-01-24 Wenjing Cao , Kai Du

Consider the stochastic differential equation in $\rr^d$ dX^{\e}_t&=b(X^{\e}_t)dt+\sqrt{\e}\sigma(X^\e_t)dB_t X^{\e}_0&=x_0,\quad x_0\in\rr^d$ where $b:\rr^d\to\rr^d$ is $C^1$ such that $<x,b(x)> \leq C(1+|x|^2)$, $\sigma:\rr^d\to…

Probability · Mathematics 2026-04-14 Yutao ma , Ran Wang , Liming Wu

In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of $\phi$-mixing sequences, contracting Markov chains, expanding maps…

Probability · Mathematics 2007-11-27 Jérôme Dedecker , Florence Merlevède , Magda Peligrad , Sergey Utev

Stein's method is applied to obtain a general Cramer-type moderate deviation result for dependent random variables whose dependence is defined in terms of a Stein identity. A corollary for zero-bias coupling is deduced. The result is also…

Probability · Mathematics 2013-02-06 Louis H. Y. Chen , Xiao Fang , Qi-Man Shao

Moderate deviation principles for empirical measure processes associated with weakly interacting Markov processes are established. Two families of models are considered: the first corresponds to a system of interacting diffusions whereas…

Probability · Mathematics 2015-10-09 Amarjit Budhiraja , Ruoyu Wu

This paper studies a generalization of the Curie-Weiss model (the Ising model on a complete graph) to quantum mechanics. Using a natural probabilistic representation of this model, we give a complete picture of the phase diagram of the…

Probability · Mathematics 2009-11-13 Lincoln Chayes , Nicholas Crawford , Dmitry Ioffe , Anna Levit

We consider stochastic dynamics for a spin system with mean field interaction, in which the interaction potential is subject to noisy and dissipative stochastic evolution. We show that, in the thermodynamic limit and at sufficiently low…

Probability · Mathematics 2013-05-03 Paolo Dai Pra , Markus Fischer , Daniele Regoli

We study the thermodynamic properties of the generalized non-convex multispecies Curie-Weiss model, where interactions among different types of particles (forming the species) are encoded in a generic matrix. For spins with a generic prior…

Mathematical Physics · Physics 2025-02-28 Francesco Camilli , Emanuele Mingione , Godwin Osabutey

We present precise moderate deviation probabilities, in both quenched and annealed settings, for a recurrent diffusion process with a Brownian potential. Our method relies on fine tools in stochastic calculus, including Kotani's lemma and…

Probability · Mathematics 2007-05-23 Yueyun Hu , Zhan Shi

We establish a moderate deviations principle (MDP) for the log-determinant $\log | \det (M_n) |$ of a Wigner matrix $M_n$ matching four moments with either the GUE or GOE ensemble. Further we establish Cram\'er--type moderate deviations and…

Probability · Mathematics 2013-01-16 Hanna Döring , Peter Eichelsbacher

We present an analytic derivation of the linear temperature dependence of the inverse static susceptibility $\chi ^{-1}(T,U)\sim T-T{_{c}}(U)$ near the transition from a paramagnetic to a ferromagnetic correlated metal within the dynamical…

Strongly Correlated Electrons · Physics 2009-11-07 Krzysztof Byczuk , Dieter Vollhardt

This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of…

Probability · Mathematics 2012-04-17 Pierre Del Moral , Shulan Hu , Liming Wu

The goal of this book is to present new mathematical techniques for studying the behaviour of mean-field systems with disordered interactions. We mostly focus on certain problems of statistical inference in high dimension, and on spin…

Probability · Mathematics 2023-11-29 Tomas Dominguez , Jean-Christophe Mourrat

In this paper, we prove the moderate deviations principle (MDP) for a general system of slow-fast dynamics. We provide a unified approach, based on weak convergence ideas and stochastic control arguments, that cover both the averaging and…

Probability · Mathematics 2017-06-02 Matthew R. Morse , Konstantinos Spiliopoulos

The quantum measurement problem, understanding why a unique outcome is obtained in each individual experiment, is tackled by solving models. After an introduction we review the many dynamical models proposed over the years. A flexible and…

Quantum Physics · Physics 2015-05-28 Armen E. Allahverdyan , Roger Balian , Theo M. Nieuwenhuizen

We consider the Ising Curie-Weiss model on the complete graph constrained under a given $\ell^{p}$ norm for some $p>0$. For $p=\infty$, it reduces to the classical Ising Curie-Weiss model. We prove that for all $p>2$, there exists…

Probability · Mathematics 2024-09-04 Partha S. Dey , Daesung Kim

We analyse the metastable behaviour of the disordered Curie-Weiss-Potts (DCWP) model subject to a Glauber dynamics. The model is a randomly disordered version of the mean-field $q$-spin Potts model (CWP), where the interaction coefficients…

Probability · Mathematics 2025-05-19 Johan L. A. Dubbeldam , Vicente Lenz Burnier , Elena Pulvirenti , Martin Slowik