Related papers: A phase transition for repeated averages

We consider the random walk on the hypercube which moves by picking an ordered pair $(i,j)$ of distinct coordinates uniformly at random and adding the bit at location $i$ to the bit at location $j$, modulo $2$. We show that this Markov…

This paper deals with empirical processes of the type \[C_n(B)=\sqrt{n}\{\mu_n(B)-P(X_{n+1}\in B\mid X_1,...,X_n)\},\] where $(X_n)$ is a sequence of random variables and $\mu_n=(1/n)\sum_{i=1}^n\delta_{X_i}$ the empirical measure.…

We consider the phase retrieval problem of reconstructing a $n$-dimensional real or complex signal $\mathbf{X}^{\star}$ from $m$ (possibly noisy) observations $Y_\mu = | \sum_{i=1}^n \Phi_{\mu i} X^{\star}_i/\sqrt{n}|$, for a large class of…

Here we present a combinatorial decision problem, inspired by the celebrated quiz show called the countdown, that involves the computation of a given target number T from a set of k randomly chosen integers along with a set of arithmetic…

We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We propose a wide class of recursive estimation procedures for the general…

A sharp phase transition emerges in convex programs when solving the linear inverse problem, which aims to recover a structured signal from its linear measurements. This paper studies this phenomenon in theory under Gaussian random…

In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…

We determine the optimal performance of learning the orientation of the symmetry axis of a set of P = alpha N points that are uniformly distributed in all the directions but one on the N-dimensional sphere. The components along the symmetry…

We consider a model for random hypergraphs with identifiability, an analogue of connectedness. This model has a phase transition in the proportion of identifiable vertices when the underlying random graph becomes critical. The phase…

Let {X_n,n\geq0} be a Markov chain on a general state space X with transition probability P and stationary probability \pi. Suppose an additive component S_n takes values in the real line R and is adjoined to the chain such that…

In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call…

Let $X$ be a random walk on the torus of side length $N$ in dimension $d\geq 3$ with uniform starting point, and $t_{\text{cov}}$ be the expected value of its cover time, which is the first time that $X$ has visited every vertex of the…

Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…

The cutoff phenomenon for an ergodic Markov chain describes a sharp transition in the convergence to its stationary distribution, over a negligible period of time, known as cutoff window. We study the cutoff phenomenon for simple random…

We propose experimentally feasible ways to probe universal features of absorbing phase transitions from two different approaches, both based on numerical validations. On one hand, we numerically study a probability distribution of…

We consider the problem of locating a jump discontinuity (change-point) in a smooth parametric regression model with a bounded covariate. It is assumed that one can sample the covariate at different values and measure the corresponding…

This paper presents a detailed, numerical study on the performance of the standard phasing algorithms with random phase illumination (RPI). Phasing with high resolution RPI and the oversampling ratio $\sigma=4$ determines a unique phasing…

In the last five decades, iterative phase retrieval methods draw large amount of interest across the research community as a non-interferometric approach to recover quantitative phase distributions from one (or more) intensity measurement.…

We consider $n$ independent random points uniformly distributed in the $d_n$-dimensional unit cube and study Pareto points, that is, points that do not coordinatewise dominate any other point. We identify the critical growth rate of $d_n$…

Numerical and experimental evidence is presented to show that many phase synchronized systems of non-identical chaotic oscillators, where the chaotic state is reached through a period-doubling cascade, show rapid convergence of the…