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We show how coupling techniques can be used in some metastable systems to prove that mean metastable exit times are almost constant as functions of the starting microscopic configuration within a "meta-stable set." In the example of the…

Probability · Mathematics 2012-09-27 Alessandra Bianchi , Anton Bovier , Dmitry Ioffe

We develop an advanced mean field method for approximating averages in probabilistic data models that is based on the TAP approach of disorder physics. In contrast to conventional TAP, where the knowledge of the distribution of couplings…

Disordered Systems and Neural Networks · Physics 2009-11-07 Manfred Opper , Ole Winther

A pathwise large deviation principle in the Wasserstein topology and a pathwise central limit theorem are proved for the empirical measure of a mean-field system of interacting diffusions. The coefficients are path-dependent. The framework…

Probability · Mathematics 2024-10-10 Louis-Pierre Chaintron

For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…

Probability · Mathematics 2025-11-03 Nicolai Jurek Gerber , Franca Hoffmann , Urbain Vaes

The large amounts of data from molecular biology and neuroscience have lead to a renewed interest in the inverse Ising problem: how to reconstruct parameters of the Ising model (couplings between spins and external fields) from a number of…

Disordered Systems and Neural Networks · Physics 2012-08-13 H. Chau Nguyen , Johannes Berg

For studying the thermodynamic properties of systems using statistical mechanics we propose an ensemble that lies in between the familiar canonical and microcanonical ensembles. From a comparative study of these ensembles we conclude that…

Statistical Mechanics · Physics 2007-05-23 R. P. Venkataraman

The relationship between the mean-field approximations in various interacting models of statistical physics and measures of classical and quantum correlations is explored. We present a method that allows us to bound the total amount of…

Quantum Physics · Physics 2009-11-10 Vlatko Vedral

A probabilistic approach for estimating sample qualities for stochastic differential equations is introduced in this paper. The aim is to provide a quantitative upper bound of the distance between the invariant probability measure of a…

Numerical Analysis · Mathematics 2019-12-24 Matthew Dobson , Jiayu Zhai , Yao Li

We present a framework, compliant with the general canonical principle of statistical mechanics, to define measures on the set of pure Gaussian states of continuous variable systems. Within such a framework, we define two specific measures,…

Quantum Physics · Physics 2007-08-21 A. Serafini , O. C. O. Dahlsten , D. Gross , M. B. Plenio

The Curie-Weiss model, originally used to study phase transitions in statistical mechanics, has been adapted to model phenomena in social sciences where many agents interact with each other. Reconstructing the probability measure of a…

Statistics Theory · Mathematics 2025-07-24 Miguel Ballesteros , Ivan Naumkin , Gabor Toth

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

The Curie-Weiss model is used to study phase transitions in statistical mechanics and has been the object of rigorous analysis in mathematical physics. We analyse the problem of reconstructing the probability measure of a multi-group…

Probability · Mathematics 2025-05-29 Miguel Ballesteros , Ramsés H. Mena , Arno Siri-Jégousse , Gabor Toth

Using the theory of large deviations, we analyze the phase transition structure of the Curie-Weiss-Potts spin model, which is a mean-field approximation to the Potts model. This analysis is carried out both for the canonical ensemble and…

Statistical Mechanics · Physics 2007-05-23 Marius Costeniuc , Richard S. Ellis , Hugo Touchette

We propose a method for the numerical computation of microcanonical expectation values--i.e. averages over energy eigenstates with the same eigenvalue-without any prior knowledge about the spectrum of the Hamiltonian. This is accomplished…

High Energy Physics - Theory · Physics 2007-05-23 Jani Lukkarinen

For a macroscopic, isolated quantum system in an unknown pure state, the expectation value of any given observable is shown to hardly deviate from the ensemble average with extremely high probability under generic equilibrium and…

Statistical Mechanics · Physics 2007-10-24 Peter Reimann

The development of reliable methods for estimating microcanonical averages constitutes an important issue in statistical mechanics. One possibility consists of calculating a given microcanonical quantity by means of typical relations in the…

Statistical Mechanics · Physics 2015-06-11 Carlos E. Fiore , Cláudio J. DaSilva

A cluster mean-field method is introduced and the applications to the Ising and Heisenberg models are demonstrated. We divide the lattice sites into clusters whose size and shape are selected so that the equivalence of all sites in a…

Strongly Correlated Electrons · Physics 2013-05-29 Daisuke Yamamoto

We consider Ising mixed $p$-spin glasses at high-temperature and without external field, and study the problem of sampling from the Gibbs distribution $\mu$ in polynomial time. We develop a new sampling algorithm with complexity of the same…

Probability · Mathematics 2025-10-22 Ahmed El Alaoui , Andrea Montanari , Mark Sellke

A coupling method is developed for univariate extreme value theory , providing an alternative to the use of the tail empirical/quantile processes. Emphasizing the Peak-over-Threshold approach that approximates the distribution above high…

Statistics Theory · Mathematics 2019-12-09 Benjamin Bobbia , Clément Dombry , Davit Varron

We review recent quantitative results on the approximation of mean field diffusion equations by large systems of interacting particles, obtained by optimal coupling methods. These results concern a larger range of models, more precise…

Classical Analysis and ODEs · Mathematics 2010-09-21 François Bolley
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