Related papers: Exponential decay of pairwise correlation in Gauss…
Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…
We revisit a result of Mittal--Ylvisaker that states that the rescaled maximum of a stationary sequence of Gaussian random variables has a Gaussian limit if correlations decay sufficiently slowly. Taking a new approach we relax the…
We prove that the set of thick points of the log-correlated Gaussian field contains an unbounded path in sufficiently high dimensions. This contrasts with the two-dimensional case, where Aru, Papon, and Powell (2023) showed that the set of…
Graphical models provide a framework for exploration of multivariate dependence patterns. The connection between graph and statistical model is made by identifying the vertices of the graph with the observed variables and translating the…
We consider the random-phase sine-Gordon model in two dimensions. It describes two-dimensional elastic systems with random periodic disorder, such as pinned flux-line arrays, random field XY models, and surfaces of disordered crystals. The…
We consider exponential large deviations estimates for unbounded observables on uniformly expanding dynamical systems. We show that uniform expansion does not imply the existence of a rate function for unbounded observables no matter the…
We give conditions under which nonuniformly expanding maps exhibit lower bounds of polynomial type for the decay of correlations and for a large class of observables. We show that if the Lasota-Yorke type inequality for the transfer…
We consider graphical models based on a recursive system of linear structural equations. This implies that there is an ordering, $\sigma$, of the variables such that each observed variable $Y_v$ is a linear function of a variable specific…
We investigate the decay of spatial correlations of $\mathcal{PT}$-symmetric non-Hermitian one-dimensional models that host higher-order exceptional points. Beyond a certain correlation length, they develop anomalous power-law behavior that…
Dynamic spin correlation functions $<S_i^x (t)S_j^x>$ for the 1D $S=1/2$ $XX$ model $H = -J\Sigma_i \{S_i^x S_{i+1}^x + S_i^y S_{i+1}^y \}$ are calculated exactly for finite open chains with up to N=10000 spins. Over a certain time range…
In this paper we study the decay of correlations for Gibbs measures associated to codimension one Axiom A attractors for flows. We prove that a codimension one Axiom A attractors whose strong stable foliation is $C^{1+\alpha}$ either have…
This paper introduces two Gaussian graphical models defined on complete bipartite graphs. We show that the determinants of the precision matrices associated with the models are equal up to scale, where the scale factor only depends on model…
We propose a new class of extreme-value copulas which are extreme-value limits of conditional normal models. Conditional normal models are generalizations of conditional independence models, where the dependence among observed variables is…
We study the ergodic and statistical properties of a class of maps of the circle and of the interval of Lorenz type which present indifferent fixed points and points with unbounded derivative. These maps have been previously investigated in…
In this work, we consider i.i.d. random perturbations of contracting Lorenz maps sufficiently close to a Rovella parameter. We prove that the quenched correlations of the random dynamical system decay exponentially.
We study pair correlations in cooperative systems placed on complex networks. We show that usually in these systems, the correlations between two interacting objects (e.g., spins), separated by a distance $\ell$, decay, on average, faster…
We analyze, both analytically and numerically, the time-dependence of the return probability in closed systems of interacting particles. Main attention is paid to the interplay between two regimes, one of which is characterized by the…
In Gaussian graphical models, conditional independence and partial correlations are natural inferential targets for understanding direct relationships in multivariate data. No comparable framework exists for spatial processes, where…
We establish bounds on the decay of time-dependent multipoint correlation functionals of one-dimensional quasi-free fermions in terms of the decay properties of their two-point function. At a technical level, this is done with the help of…
A generic, model-independent method for the analysis of the two-particle short-range correlations is presented, that can be utilized to describe e.g. Bose-Einstein (HBT or GGLP), statistical, dynamical or other short-range correlation…