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We consider finite dimensional rough differential equations driven by centered Gaussian processes. Combining Malliavin calculus, rough paths techniques and interpolation inequalities, we establish upper bounds on the density of the…

Probability · Mathematics 2020-06-18 Benjamin Gess , Cheng Ouyang , Samy Tindel

In the common time series model $X_{i,n} = \mu (i/n) + \varepsilon_{i,n}$ with non-stationary errors we consider the problem of detecting a significant deviation of the mean function $\mu$ from a benchmark $g (\mu )$ (such as the initial…

Statistics Theory · Mathematics 2020-05-25 Holger Dette , Florian Heinrichs

The dynamics of a class of zero-range processes exhibiting a condensation transition in the stationary state is studied. The system evolves in time starting from a random disordered initial condition. The analytical study of the large-time…

Statistical Mechanics · Physics 2016-08-31 C. Godreche

Let R be a symmetric a-stable Riemann-Liouville process with Hurst parameter H > 0. Consider ||.|| a translation invariant, b-self-similar, and p-pseudo-additive functional semi-norm. We show that if H > (b + 1/p) and c = (H - b - 1/p),…

Probability · Mathematics 2015-06-26 Mikhail. A. Lifshits , Thomas Simon

In \cite{st2017}, the authors introduced the so-called \emph{general divide and color models}. One of the most well-known examples of such a model is the Ising model with external field $h = 0$, which has a color representation given by the…

Probability · Mathematics 2020-10-24 Malin Palö Forsström

We study Gaussian random functions on the complex plane whose stochastics are invariant under the Weyl-Heisenberg group (twisted stationarity). The theory is modeled on translation invariant Gaussian entire functions, but allows for…

Probability · Mathematics 2022-05-11 Antti Haimi , Günther Koliander , José Luis Romero

It is shown by constructing Rohlins canonical measures that for a strictly stationary, d-dimensional vector-valued process X there exists another strictly stationary d-dimensional process U with uniform one-dimensional marginals and with…

Probability · Mathematics 2024-07-10 Manfred Denker

A one dimensional stochastic exclusion process with two species of particles, $+$ and $-$, is studied where density of each species can fluctuate but the total particle density is conserved. From the exact stationary state weights we show…

Statistical Mechanics · Physics 2017-01-10 Urna Basu

Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…

Mathematical Physics · Physics 2021-03-17 Yu-Chen Cheng , Hong Qian

We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…

Other Condensed Matter · Physics 2009-11-11 B. Derrida , C. Enaud , C. Landim , S. Olla

We present an efficient method for evaluating random phase errors in phase shifters within photonic integrated circuits, avoiding the computational cost of traditional Monte Carlo simulations. By modeling spatially correlated manufacturing…

Optics · Physics 2025-04-09 Zijian Zhang

We propose a hybrid method combining partial differential equation (PDE) and Monte Carlo (MC) techniques to obtain efficient estimates of statistics for plastic deformation related to kinematic hardening models driven by transient coloured…

Statistical Mechanics · Physics 2025-11-12 Harry L. F. Ip , Charlie Mathey , Laurent Mertz , Jonathan J. Wylie

The Bloch vector's path of a two-level system exposed to a monochromatic field exhibits, in the regime of strong coupling, complex corkscrew trajectories. By considering the infinitesimal evolution of the two-level system when the field is…

Quantum Physics · Physics 2013-09-09 Giuliano Benenti , Stefano Siccardi , Giuliano Strini

A {\it proper conflict-free $c$-coloring} of a graph is a proper $c$-coloring such that each non-isolated vertex has a color appearing exactly once on its neighborhood. This notion was formally introduced by Fabrici et al., who proved that…

Combinatorics · Mathematics 2022-04-13 Eun-Kyung Cho , Ilkyoo Choi , Hyemin Kwon , Boram Park

For many random constraint satisfaction problems such as random satisfiability or random graph or hypergraph coloring, the best current estimates of the threshold for the existence of solutions are based on the first and the second moment…

Combinatorics · Mathematics 2014-06-25 Amin Coja-Oghlan , Lenka Zdeborova

The nature of confinement is connected with color charge. Unfortunately, the color charge densities in QCD, the Noether charge densities associated with the global color invariance, are not invariant under local color rotations. This…

High Energy Physics - Lattice · Physics 2025-09-17 Thomas D. Cohen

We tackle the extension to the vector-valued case of consistency results for Stepwise Uncertainty Reduction sequential experimental design strategies established in [Bect et al., A supermartingale approach to Gaussian process based…

Statistics Theory · Mathematics 2023-10-12 Philip Stange , David Ginsbourger

The velocity of a passive particle in a one-dimensional wave field is shown to converge in law to a Wiener process, in the limit of a dense wave spectrum with independent complex amplitudes, where the random phases distribution is invariant…

Mathematical Physics · Physics 2012-07-12 Yves Elskens

We study a 12-parameter stochastic process involving particles with two-site interaction and hard-core repulsion on a $d$-dimensional lattice. In this model, which includes the asymmetric exclusion process, contact processes and other…

Condensed Matter · Physics 2009-10-22 Gunter M. Schütz

NAC-colourings of graphs correspond to flexible quasi-injective realisations in $\mathbb {R} ^2$. A special class of NAC-colourings are those that arise from stable cuts. We give sharp thresholds for the random graph to have no stable cut…

Combinatorics · Mathematics 2025-10-08 Katie Clinch , John Haslegrave , Tony Huynh , Anthony Nixon
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