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We calculate the large-q expansion of the second moment correlation length at the first order phase transition point of the q-state Potts model in two dimensions both in the ordered and disordered phases to order 21 in $1/\sqrt{q}$. They…

High Energy Physics - Lattice · Physics 2007-05-23 H. Arisue

Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a function on the unit simplex subject to…

Methodology · Statistics 2011-11-30 Gordon Gudendorf , Johan Segers

Using an expansion in order parameters, the equation of motion for the centroid of globally coupled oscillators with natural frequencies taken from a distribution is obtained for the case of high coupling, low dispersion of natural…

Statistical Mechanics · Physics 2007-05-23 Silvia De Monte , Francesco d'Ovidio

In this paper, asymptotic behavior of convolution of distributions belonging to two subclasses of distributions with exponential tails are considered, respectively. The precise second-order tail asymptotics of the convolutions are derived…

Probability · Mathematics 2015-05-22 Zuoxiang Peng , Xin Liao

In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given one-dimensional marginal distributions. The…

Statistics Theory · Mathematics 2016-08-16 Victor H. de la Peña , Rustam Ibragimov , Shaturgun Sharakhmetov

We study the distribution of the length of longest monotone subsequences in random (fixed-point free) involutions of $n$ integers as $n$ grows large, establishing asymptotic expansions in powers of $n^{-1/6}$ in the general case and in…

Probability · Mathematics 2025-11-21 Folkmar Bornemann

We present some review material relating to the topic of optimal asymptotic expansions of correlation functions and associated observables for $\beta$ ensembles in random matrix theory. We also give an introduction to a related line of…

Mathematical Physics · Physics 2026-03-20 Peter J. Forrester , Anas A. Rahman , Bo-Jian Shen

We derive and prove exponential and form factor expansions of the row correlation function and the diagonal correlation function of the two dimensional Ising model.

Mathematical Physics · Physics 2015-06-26 I. Lyberg , B. M. McCoy

The large-n expansion is developed for the study of critical behaviour of d-dimensional systems at m-axial Lifshitz points with an arbitrary number m of modulation axes. The leading non-trivial contributions of O(1/n) are derived for the…

Statistical Mechanics · Physics 2007-05-23 M. A. Shpot , Yu. M. Pis'mak , H. W. Diehl

The logarithmic correction for the order of the maximum of a two-type reducible branching Brownian motion on the real line exhibits a double jump when the parameters (the ratio of the diffusion coefficients of the two types of particles,…

Probability · Mathematics 2024-09-05 Heng Ma , Yan-Xia Ren

This paper is interested in independent sets (or equivalently, cliques) in uniform random cographs. We also study their permutation analogs, namely, increasing subsequences in uniform random separable permutations. First, we prove that,…

We introduce the notion of a bivariate random discrete copula on an equidistant mesh and explore its stochastic properties. A random discrete copula is a discrete random field, hence, its value at a given point on the mesh is a random…

Statistics Theory · Mathematics 2026-03-17 Damjana Kokol Bukovšek , Blaž Mojškerc , Nik Stopar

In this paper we discuss a natural extension of infinite discrete partition-of-unity copulas which were recently introduced in the literature to continuous partition of copulas with possible applications in risk management and other fields.…

Risk Management · Quantitative Finance 2020-12-17 Dietmar Pfeifer , Andreas Mändle , Olena Ragulina , Côme Girschig

The pointwise maximum of two independent and identically distributed isotropic fractional Brownian fields (with Hurst parameter $H<1/2$) is observed in a family of points in the unit square $\mathbf{C}=(-1/2,1/2]^{2}$. We assume that these…

Probability · Mathematics 2025-02-19 Nicolas Chenavier , Christian Y. Robert

Strong-coupling analysis of two-dimensional chiral models, extended to 15th order, allows for the identification of a scaling region where known continuum results are reproduced with great accuracy, and asymptotic scaling predictions are…

High Energy Physics - Lattice · Physics 2009-12-30 Massimo Campostrini , Paolo Rossi , Ettore Vicari

In this paper, we study the asymptotic distribution of the maxima of suprema of dependent Gaussian processes with trend. For different scales of the time horizon we obtain different normalizing functions for the convergence of the maxima.…

Probability · Mathematics 2022-11-09 Lanpeng Ji , Xiaofan Peng

We study the distribution of a general class of asymptoticallylinear statistics which are symmetric functions of $N$ independent observations. The distribution functions of these statistics are approximated by an Edgeworth expansion with a…

Statistics Theory · Mathematics 2021-02-09 Friedrich Götze , Mindaugas Bloznelis

After reviewing a large body of literature on the modeling of bivariate discrete distributions with finite support, \cite{Gee20} made a compelling case for the use of $I$-projections in the sense of \cite{Csi75} as a sound way to attempt to…

Methodology · Statistics 2024-06-18 Ivan Kojadinovic , Tommaso Martini

In this work it is described all normal extensions of a multipoint minimal operator generated by linear multipoint differential-operator expression for second order in the Hilbert space of vector-functions in terms of boundary values at the…

Functional Analysis · Mathematics 2011-05-16 E. Unluyol , E. Otkun Cevik , Z. I. Ismailov

Maxima of the linear density field form a point process that can be used to understand the spatial distribution of virialized halos that collapsed from initially overdense regions. However, owing to the peak constraint, clustering…

Cosmology and Nongalactic Astrophysics · Physics 2013-05-30 Vincent Desjacques