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The asymptotic analysis of covariance parameter estimation of Gaussian processes has been subject to intensive investigation. However, this asymptotic analysis is very scarce for non-Gaussian processes. In this paper, we study a class of…

Statistics Theory · Mathematics 2019-11-27 François Bachoc , José Bétancourt , Reinhard Furrer , Thierry Klein

In this paper, we present a rate of convergence in the uniform norm for the densities of spatial averages of the solution to the d-dimensional parabolic Anderson model driven by a Gaussian multiplicative noise, which is white in time and…

Probability · Mathematics 2022-05-30 Sefika Kuzgun , David Nualart

We study the non-equilibrium evolution of a one-dimensional quantum Ising chain with spatially disordered, time-dependent, transverse fields characterised by white noise correlation dynamics. We establish pre-thermalization in this model,…

Statistical Mechanics · Physics 2018-08-08 S. Lorenzo , T. Apollaro , G. M. Palma , R. Nandkishore , A. Silva , J. Marino

In this article, we investigate the asymptotic behaviour of the spatial integral of the solution to the parabolic Anderson model with time independent noise in dimension $d\geq 1$, as the domain of the integral becomes large. We consider 3…

Probability · Mathematics 2022-05-27 Raluca M. Balan , Wangjun Yuan

We establish a phase transition known as the "all-or-nothing" phenomenon for noiseless discrete channels. This class of models includes the Bernoulli group testing model and the planted Gaussian perceptron model. Previously, the existence…

Statistics Theory · Mathematics 2023-04-11 Jonathan Niles-Weed , Ilias Zadik

We study two variants of the modified Watts threshold model with a noise (with nonconformity, in the terminology of social psychology) on a complete graph. Within the first version, a noise is introduced via so-called independence, whereas…

Physics and Society · Physics 2019-05-03 Bartłomiej Nowak , Katarzyna Sznajd-Weron

In this paper we compare and contrast the behavior of the posterior predictive distribution to the risk of the maximum a posteriori estimator for the random features regression model in the overparameterized regime. We will focus on the…

Machine Learning · Statistics 2023-10-30 Youngsoo Baek , Samuel I. Berchuck , Sayan Mukherjee

We study the variance of the number of zeroes of a stationary Gaussian process on a long interval. We give a simple asymptotic description under mild mixing conditions. This allows us to characterise minimal and maximal growth. We show that…

Probability · Mathematics 2022-05-25 Eran Assaf , Jeremiah Buckley , Naomi Feldheim

The nonanalyticity of the Loschmidt echo at critical times in quantum quenched systems is termed as the dynamical quantum phase transition, extending the notion of quantum criticality to a nonequilibrium scenario. In this paper, we…

Disordered Systems and Neural Networks · Physics 2024-07-30 Niaz Ali Khan , Pei Wang , Munsif Jan , Gao Xianlong

Oscillations and noise are ubiquitous in physical and biological systems. When oscillations arise from a deterministic limit cycle, entrainment and synchronization may be analyzed in terms of the asymptotic phase function. In the presence…

Neurons and Cognition · Quantitative Biology 2015-01-20 Peter J. Thomas , Benjamin Lindner

The Langevin equation for a particle (`random walker') moving in d-dimensional space under an attractive central force, and driven by a Gaussian white noise, is considered for the case of a power-law force, F(r) = - Ar^{-sigma}. The…

Statistical Mechanics · Physics 2009-10-31 A. J. Bray

We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…

Probability · Mathematics 2024-09-04 Enrico Bernardi , Leonardo Marconi

We study the large-time asymptotic behavior of solutions to the one-dimensional damped pressureless Euler-Poisson system with variable background states, subject to a neutrality condition. In the case where the background density converges…

Analysis of PDEs · Mathematics 2025-06-10 Young-Pil Choi , Dong-ha Kim , Dowan Koo , Eitan Tadmor

Consider the parabolic Anderson model $\partial_tu=\frac{1}{2}\partial_x^2u+u\, \eta$ on the interval $[0, L]$ with Neumann, Dirichlet or periodic boundary conditions, driven by space-time white noise $\eta$. Using Malliavin-Stein method,…

Probability · Mathematics 2020-11-03 Fei Pu

The one-dimensional (1d) Anderson model (AM) has statistical anomalies at any rational point $f=2a/\lambda_{E}$, where $a$ is the lattice constant and $\lambda_{E}$ is the de Broglie wavelength. We develop a regular approach to anomalous…

Disordered Systems and Neural Networks · Physics 2015-05-20 V. E. Kravtsov , V. I. Yudson

We show that nonparametric regression is asymptotically equivalent in Le Cam's sense with a sequence of Gaussian white noise experiments as the number of observations tends to infinity. We propose a general constructive framework based on…

Statistics Theory · Mathematics 2007-06-13 Markus Reiß

Suppose that $\{u(t\,, x)\}_{t >0, x \in\mathbb{R}^d}$ is the solution to a $d$-dimensional parabolic Anderson model with delta initial condition and driven by a Gaussian noise that is white in time and has a spatially homogeneous…

Probability · Mathematics 2021-04-27 Davar Khoshnevisan , David Nualart , Fei Pu

The single-parameter scaling hypothesis predicts the absence of delocalized states for noninteracting quasiparticles in low-dimensional disordered systems. We show analytically and numerically that extended states may occur in the one- and…

Disordered Systems and Neural Networks · Physics 2007-05-23 A. Rodriguez , V. A. Malyshev , G. Sierra , M. A. Martin-Delgado , J. Rodriguez-Laguna , F. Dominguez-Adame

The influence of multiplicative stochastic perturbations on the class of asymptotically Hamiltonian systems on the plane is investigated. It is assumed that disturbances do not preserve the equilibrium of the corresponding limiting system…

Dynamical Systems · Mathematics 2023-10-11 O. A. Sultanov

In this paper we present our detailed investigations on the nature of the phase transition in the scalar noise model (SNM) of collective motion. Our results confirm the original findings of Vicsek et al. [Phys. Rev. Lett. 75 (1995) 1226]…

Adaptation and Self-Organizing Systems · Physics 2009-11-11 Mate Nagy , Istvan Daruka , Tamas Vicsek