Related papers: Phase Transitions in Asymptotically Singular Ander…
The viability of adiabatic quantum computation depends on the slow evolution of the Hamiltonian. The adiabatic switching theorem provides an asymptotic series for error estimates in $1/T$, based on the lowest non-zero derivative of the…
In this paper, we establish a small time large deviation principles for the quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone.
We propose and solve a minimal model of dynamic passage through a second-order phase transition in the presence of symmetry breaking interactions and no dissipation. Our model generalizes the Hamiltonian dynamics of the Painleve'-2 equation…
The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochastic ordinary differential equation driven…
We consider the linear stochastic heat equation on $\mathbb{R}^\ell$, driven by a Gaussian noise which is colored in time and space. The spatial covariance satisfies general assumptions and includes examples such as the Riesz kernel in any…
For diatomic molecules and chains bound anharmonically by interactions such a the Lennard Jones and Morse potentials, we obtain analytical expressions for thermodynamic observables including the mean bond length, thermally averaged internal…
We present improved methods for calculating confidence intervals and $p$-values in situations where standard asymptotic approaches fail due to small sample sizes. We apply these techniques to a specific class of statistical model that can…
The first purpose of this article is to obtain a.s. asymptotic properties of the maximum likelihood estimator in the autoregressive process driven by a stationary Gaussian noise. The second purpose is to show the local asymptotic normality…
This paper proposes feasible asymptotically efficient estimators for a certain class of Gaussian noises with self-similar and stationary properties, which includes the fractional Gaussian noise, under high frequency observations. In this…
The basic model for high-frequency data in finance is considered, where an efficient price process is observed under microstructure noise. It is shown that this nonparametric model is in Le Cam's sense asymptotically equivalent to a…
We study the Anderson transition in lattices with the connectivity of a random-regular graph. Our results indicate that fractal dimensions are continuous across the transition, but a discontinuity occurs in their derivatives, implying the…
The Periodic Anderson Model (PAM) can be studied in the infinite U limit by employing the Hubbard X operators to project out the unwanted states. We have already studied this problem employing the cumulant expansion with the hybridization…
In this paper, the hyperbolic Anderson equation generated by a time-dependent Gaussian noise is under investigation in two fronts: The solvability and large-$t$ asymptotics. The investigation leads to a necessary and sufficient condition…
In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…
This paper explores hypothesis testing for the parametric forms of the mean and variance functions in regression models under diverging-dimension settings. To mitigate the curse of dimensionality, we introduce weighted residual empirical…
We consider the Markov random flight $\bold X(t), \; t>0,$ in the three-dimensional Euclidean space $\Bbb R^3$ with constant finite speed $c>0$ and the uniform choice of the initial and each new direction at random time instants that form a…
In this paper, we study the asymptotic behavior of the quadratic variation for the class of AR(1) processes driven by white noise in the second Wiener chaos. Using tools from the analysis on Wiener space, we give an upper bound for the…
In this article, we identify the necessary and sufficient conditions for the existence of a random field solution for some linear s.p.d.e.'s of parabolic and hyperbolic type. These equations rely on a spatial operator $\cL$ given by the…
Dynamical quantum phase transitions (DQPTs) have been studied in the extended XY model under both noiseless and noisy linear driven staggered field cases. In the time-independent staggered field case, the model exhibits a single critical…
We present a parallel derivation of the Thouless-Anderson-Palmer (TAP) equations and of an effective potential for the negative perceptron and soft sphere models in high dimension. Both models are continuous constrained satisfaction…