Related papers: Exponential decay of pairwise correlation in Gauss…

We develop an asymptotic theory for extremes in decomposable graphical models by presenting results applicable to a range of extremal dependence types. Specifically, we investigate the weak limit of the distribution of suitably normalised…

We present here a general iterative formula which gives a (formal) series expansion for the time autocorrelation of smooth dynamical variables, for all Hamiltonian systems endowed with an invariant measure. We add some criteria, theoretical…

Gaussian graphical models represent the backbone of the statistical toolbox for analyzing continuous multivariate systems. However, due to the intrinsic properties of the multivariate normal distribution, use of this model family may hide…

We investigate the bond percolation model on transient weighted graphs ${G}$ induced by the excursion sets of the Gaussian free field on the corresponding metric graph. Under the sole assumption that its sign clusters do not percolate, we…

Conditional independence and graphical models are well studied for probability distributions on product spaces. We propose a new notion of conditional independence for any measure $\Lambda$ on the punctured Euclidean space $\mathbb…

We study the connectivity of the excursion sets of additive Gaussian fields, i.e.\ stationary centred Gaussian fields whose covariance function decomposes into a sum of terms that depend separately on the coordinates. Our main result is…

We consider $O(n)$-invariant and reflection-positive quantum spin systems on the integer lattice in any dimension, and prove that spin-spin correlations decay exponentially fast provided n is large enough. This answers a question of…

We consider situations where data have been collected such that the sampling depends on the outcome of interest and possibly further covariates, as for instance in case-control studies. Graphical models represent assumptions about the…

Under certain assumptions, we show that for the solution semigroup of evolutionary contact Hamilton-Jacobi equations, its 1-graph, as a pseudo Legendrian graph, converges exponentially to the 1-graph of the viscosity solution of stationary…

We propose elliptical graphical models based on conditional uncorrelatedness as a general- ization of Gaussian graphical models by letting the population distribution be elliptical instead of normal, allowing the fitting of data with…

For a class of idealized chaotic systems (hyperbolic systems) correlations decay exponentially in time. This result is asymptotic and rigorous. The decay rate is related to the Ruelle-Pollicott resonances. Nearly all chaotic model systems,…

Two permutations of the natural numbers diverge if the absolute value of the difference of their elements in the same position goes to infinity. We show that there exists an infinite number of pairwise divergent permutations of the…

We consider the problem of local correlations in the kicked, dual-unitary coupled maps on D-dimensional lattices. We demonstrate that for D>=2, fully dual-unitary systems exhibit ultra-local correlations: the correlations between any pair…

The assumption of independence between observations (units) in a dataset is prevalent across various methodologies for learning causal graphical models. However, this assumption often finds itself in conflict with real-world data, posing…

Assuming that both a function and its Fourier transform are dominated by a Gaussian of large variance, it is shown that the Hermite coefficients of the function decay exponentially. A sharp estimate for the rate of exponential decay is…

We consider a wide class of quantum spin systems obtained by adding a transverse field to a classical Hamiltonian. We give explicit high-temperature conditions which guarantee exponential decay of correlations. A stochastic-geometric…

Let $X_1, X_2,\ldots, X_n$ be $n$ independent and identically distributed random variables, here $n \geq 2.$ Let $X_{(1)}, X_{(2)}, \ldots, X_{(n)}$ be the order statistics of $X_1, X_2,..., X_n.$ In this note we proved that: (I) If $X_1,…

We consider spatiotemporal chaotic systems for which spatial correlation functions decay substantially over a length scale xi (the spatial correlation length) that is small compared to the system size L. Numerical simulations suggest that…

In random cellular systems, both observation and maximum entropy inference give a specific form to the topological pair correlation: it is bi-affine in the cells number of edges with coefficients depending on the distance between the two…

It is well known that while the independence of random variables implies zero correlation, the opposite is not true. Namely, uncorrelated random variables are not necessarily independent. In this note we show that the implication could be…