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This paper considers non-negative integer-valued autoregressive processes where the autoregression parameter is close to unity. We consider the asymptotics of this `near unit root' situation. The local asymptotic structure of the likelihood…

Statistics Theory · Mathematics 2009-06-12 Feike C. Drost , Ramon van den Akker , Bas J. M. Werker

We discuss a new approach to data clustering. We find that maximum likelihood leads naturally to an Hamiltonian of Potts variables which depends on the correlation matrix and whose low temperature behavior describes the correlation…

Statistical Mechanics · Physics 2009-11-07 Lorenzo Giada , Matteo Marsili

This paper studies networks where all nodes are distributed on a unit square $A\triangleq[(-1/2,1/2)^{2}$ following a Poisson distribution with known density $\rho$ and a pair of nodes separated by an Euclidean distance $x$ are directly…

Information Theory · Computer Science 2012-10-08 Guoqiang Mao , Brian DO Anderson

We provide a complete asymptotic distribution theory for clustered data with a large number of independent groups, generalizing the classic laws of large numbers, uniform laws, central limit theory, and clustered covariance matrix…

Econometrics · Economics 2026-02-03 Bruce E. Hansen , Seojeong Lee

In dealing with asymptotic approximation of possibly divergent nets of probability distributions, we are led to study uniform structures on the set of distributions. This paper identifies a class of such uniform structures that may be…

Probability · Mathematics 2010-11-23 Jan Pachl

We give an exact formula for the value of the derivative at zero of the gap probability in finite n x n Gaussian ensembles. As n goes to infinity our computation provides an asymptotic (with an explicit constant) of the order n^(1/2). As a…

Probability · Mathematics 2013-09-24 Antonio Lerario , Erik Lundberg

Exact integral expressions of the skew orthogonal polynomials involved in Orthogonal (beta=1) and Symplectic (beta=4) random matrix ensembles are obtained: the (even rank) skew orthogonal polynomials are average characteristic polynomials…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 B. Eynard

We propose a highly efficient "worm" like cluster Monte Carlo algorithm for the quantum rotor model in the link-current representation. We explicitly prove detailed balance for the new algorithm even in the presence of disorder. For the…

Strongly Correlated Electrons · Physics 2009-11-07 Fabien Alet , Erik S. Sorensen

We consider random q-state Potts models for $3\le q \le 8$ on the square lattice where the ferromagnetic couplings take two values $J_1>J_2$ with equal probabilities. For any q the model exhibits a continuous phase transition both in the…

Statistical Mechanics · Physics 2015-06-25 Gábor Palágyi , Christophe Chatelain , Bertrand Berche , Ferenc Iglói

We consider three models (elliptic, flat and hyperbolic) of Gaussian random analytic functions distinguished by invariance of their zeroes distribution. Asymptotic normality is proven for smooth functionals (linear statistics) of the set of…

Complex Variables · Mathematics 2007-05-23 Mikhail Sodin , Boris Tsirelson

We consider the sequential composite binary hypothesis testing problem in which one of the hypotheses is governed by a single distribution while the other is governed by a family of distributions whose parameters belong to a known set…

Information Theory · Computer Science 2022-03-30 Jiachun Pan , Yonglong Li , Vincent Y. F. Tan

We consider a new formulation of the stochastic coupled cluster method in terms of the similarity transformed Hamiltonian. We show that improvement in the granularity with which the wavefunction is represented results in a reduction in the…

Chemical Physics · Physics 2016-02-02 Ruth S. T. Franklin , James S. Spencer , Alberto Zoccante , Alex J. W. Thom

Inspired by the multicanonical approach to simulations of first-order phase transitions we propose for $q$-state Potts models a combination of cluster updates with reweighting of the bond configurations in the…

High Energy Physics - Lattice · Physics 2011-07-19 Wolfhard Janke , Stefan Kappler

Universal dimensionless quantities, such as Binder ratios and wrapping probabilities, play an important role in the study of critical phenomena. We study the finite-size scaling behavior of the wrapping probability for the Potts model in…

Statistical Mechanics · Physics 2015-07-14 Hao Hu , Youjin Deng

Let $\mu$ be a measure that samples a subset of a finite ground set, and let $\mathcal{A}_e$ be the event that element $e$ is sampled. The measure $\mu$ is negatively correlated if for any pair of elements $e, f$ one has $\mu(\mathcal{A}_e…

Combinatorics · Mathematics 2025-07-15 Son Nguyen , Pavlo Pylyavskyy

We discuss a new approach to data clustering. We find that maximum likelyhood leads naturally to an Hamiltonian of Potts variables which depends on the correlation matrix and whose low temperature behavior describes the correlation…

Statistical Mechanics · Physics 2007-05-23 M. Marsili

We use the cluster method to enumerate permutations avoiding consecutive patterns. We reprove and generalize in a unified way several known results and obtain new ones, including some patterns of length 4 and 5, as well as some infinite…

Combinatorics · Mathematics 2012-10-24 Sergi Elizalde , Marc Noy

In the realm of Boltzmann-Gibbs statistical mechanics there are three well known isomorphic connections with random geometry, namely (i) the Kasteleyn-Fortuin theorem which connects the $\lambda \to 1$ limit of the $\lambda$-state Potts…

Statistical Mechanics · Physics 2022-05-20 Constantino Tsallis , Rute Oliveira

Strong asymptotics on the whole complex plane of a sequence of monic Jacobi polynomials $P_n^{(\alpha_n, \beta_n)}$ is studied, assuming that $$ \lim_{n\to\infty} \frac{\alpha_n}{n}=A, \qquad \lim_{n\to\infty} \frac{\beta _n}{n}=B, $$ with…

Classical Analysis and ODEs · Mathematics 2007-05-23 A. B. J. Kuijlaars , A. Martinez-Finkelshtein

We study the 2-dimensional Ising model at critical temperature on a simply connected subset $\Omega_{\delta}$ of the square grid $\delta\mathbb{Z}^{2}$. The scaling limit of the critical Ising model is conjectured to be described by…

Mathematical Physics · Physics 2018-11-26 Reza Gheissari , Clément Hongler , S. C. Park