Related papers: A phase transition for repeated averages

Let $\xi_1, \xi_2,\ldots$ be a sequence of independent and identically distributed random variables with zero mean, finite second moment and regularly varying right distribution tail. Motivated by a stop-loss insurance model, we consider a…

We first consider the sequential detection of transient signals by generalizing the moving average chart to exponential family and study the false detection probability (FDP) and power of detection (POD) in the steady state. Then windowed…

We study discrete-time dynamical systems that switch between different evolution rules based on thresholds that themselves adapt over time. Specifically, we analyze the coupled recursion $a_{n+1} = f(a_n)$ if $a_n \leq c_n$ and $a_{n+1} =…

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…

We consider an analogue of the Kac random walk on the special orthogonal group $SO(N)$, in which at each step a random rotation is performed in a randomly chosen 2-plane of $\bR^N$. We obtain sharp asymptotics for the rate of convergence in…

This text describes a generalization of the analytic signal (Gabor, 1946) approach for the definition of instantaneous amplitude and phase to the case of multivariate signals. It was originally written as an appendix for another paper,…

In a physical system, changing parameters such as temperature can induce a phase transition: an abrupt change from one state of matter to another. Analogous phenomena have recently been observed in large language models. Typically, the task…

This paper considers time-average optimization, where a decision vector is chosen every time step within a (possibly non-convex) set, and the goal is to minimize a convex function of the time averages subject to convex constraints on these…

We consider a random walk on the hyperoctahedral group $B_n$ generated by the signed permutations of the forms $(i,n)$ and $(-i,n)$ for $1\leq i\leq n$. We call this the flip-transpose top with random shuffle on $B_n$. We find the spectrum…

This work derives and analyzes an online learning strategy for tracking the average of time-varying distributed signals by relying on randomized coordinate-descent updates. During each iteration, each agent selects or observes a random…

The mincut graph bisection problem involves partitioning the n vertices of a graph into disjoint subsets, each containing exactly n/2 vertices, while minimizing the number of "cut" edges with an endpoint in each subset. When considered over…

We consider dynamical percolation on the complete graph $K_n$, where each edge refreshes its state at rate $\mu \ll 1/n$, and is then declared open with probability $p = \lambda/n$ where $\lambda > 1$. We study a random walk on this…

Our work is motivated by Bourque and Pevzner's (2002) simulation study of the effectiveness of the parsimony method in studying genome rearrangement, and leads to a surprising result about the random transposition walk on the group of…

We analyze the component evolution in inhomogeneous random intersection graphs when the average degree is close to 1. As the average degree increases, the size of the largest component in the random intersection graph goes through a phase…

We develop a method for executing robust and selective transfer of populations between a single level and pre-selected superpositions of energy eigenstates. Viewed in the frequency domain, our method amounts to executing a series of…

Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…

We register a random sequence which has the following properties: it has three segments being the homogeneous Markov processes. Each segment has his own one step transition probability law and the length of the segment is unknown and…

In the paper a one-dimensional model with nearest - neighbor interactions $I_n, n\in \Z$ and spin values $\pm 1$ is considered. We describe a condition on parametres $I_n$ under which the phase transition occurs. In particular, we show that…

Suppose we wish to recover a signal x in C^n from m intensity measurements of the form |<x,z_i>|^2, i = 1, 2,..., m; that is, from data in which phase information is missing. We prove that if the vectors z_i are sampled independently and…

Phase retrieval has been an attractive but difficult problem rising from physical science, and there has been a gap between state-of-the-art theoretical convergence analyses and the corresponding efficient retrieval methods. Firstly, these…