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We develop a systematic extension of mode-coupling theory (MCT) that incorporates critical dynamical fluctuations. Starting from a microscopic diagrammatic theory, we identify dominant classes of divergent diagrams near the mode-coupling…

Statistical Mechanics · Physics 2025-12-16 Corentin C. L. Laudicina , Liesbeth M. C. Janssen , Grzegorz Szamel

An irreversible Markov-chain Monte Carlo (MCMC) algorithm with skew detailed balance conditions originally proposed by Turitsyn et al. is extended to general discrete systems on the basis of the Metropolis-Hastings scheme. To evaluate the…

Statistical Mechanics · Physics 2016-04-21 Yuji Sakai , Koji Hukushima

This paper introduces the Attracting Random Walks model, which describes the dynamics of a system of particles on a graph with $n$ vertices. At each step, a single particle moves to an adjacent vertex (or stays at the current one) with…

Probability · Mathematics 2020-06-01 Julia Gaudio , Yury Polyanskiy

Spanning Centrality is a measure used in network analysis to determine the importance of an edge in a graph based on its contribution to the connectivity of the entire network. Specifically, it quantifies how critical an edge is in terms of…

Social and Information Networks · Computer Science 2025-03-25 Gökhan Göktürk , Kamer Kaya

The majority-vote (MV) model is one of the simplest nonequilibrium Ising-like model that exhibits a continuous order-disorder phase transition at a critical noise. In this paper, we present a quenched mean-field theory for the dynamics of…

Statistical Mechanics · Physics 2017-12-29 Feng Huang , Hanshuang Chen , Chuansheng Shen

We study the rate of convergence to equilibrium of the self-repellent random walk and its local time process on the discrete circle $\mathbb{Z}_n$. While the self-repellent random walk alone is non-Markovian since the jump rates depend on…

Probability · Mathematics 2025-12-01 Andreas Eberle , Francis Lörler

We propose an automatable data-driven methodology for robust nonlinear reduced-order modelling from time-resolved snapshot data. In the kinematical coarse-graining, the snapshots are clustered into few centroids representable for the whole…

Fluid Dynamics · Physics 2020-12-02 Hao Li , Daniel Fernex , Richard Semaan , Jianguo Tan , Marek Morzyński , Bernd R. Noack

We prove two results on the mixing times of Markov chains for two-spin systems. First, we show that the Glauber dynamics mixes in polynomial time for the Gibbs distributions of antiferromagnetic two-spin systems at the critical threshold of…

Data Structures and Algorithms · Computer Science 2026-05-04 Xiaoyu Chen , Zhe Ju , Tianshun Miao , Yitong Yin , Xinyuan Zhang

This paper considers stochastic-constrained stochastic optimization where the stochastic constraint is to satisfy that the expectation of a random function is below a certain threshold. In particular, we study the setting where data samples…

Optimization and Control · Mathematics 2026-01-27 Yeongjong Kim , Dabeen Lee

We prove the first Chernoff-Hoeffding bounds for general nonreversible finite-state Markov chains based on the standard L_1 (variation distance) mixing-time of the chain. Specifically, consider an ergodic Markov chain M and a weight…

Probability · Mathematics 2012-01-31 Kai-Min Chung , Henry Lam , Zhenming Liu , Michael Mitzenmacher

The evolution of many stochastic systems is accurately described by random walks on graphs. We here explore the close connection between local steady-state fluctuations of random walks and the global structure of the underlying graph.…

Statistical Mechanics · Physics 2022-10-25 M. Bruderer

We analyze maximum entropy random graph ensembles with constrained degrees, drawn from arbitrary degree distributions, and a tuneable number of 3-loops (triangles). We find that such ensembles generally exhibit two transitions, a clustering…

Disordered Systems and Neural Networks · Physics 2020-08-26 Fabian Aguirre Lopez , Anthony CC Coolen

Stochastic dynamics of a nonconserved scalar order parameter near its critical point, subject to random stirring and mixing, is studied using the field theoretic renormalization group. The stirring and mixing are modelled by a random…

Statistical Mechanics · Physics 2009-11-11 N. V. Antonov , M. Hnatich , J. Honkonen

Chain event graphs are a family of probabilistic graphical models that generalise Bayesian networks and have been successfully applied to a wide range of domains. Unlike Bayesian networks, these models can encode context-specific…

Methodology · Statistics 2022-11-08 Aditi Shenvi , Silvia Liverani

We show bounds on total variation and $L^{\infty}$ mixing times, spectral gap and magnitudes of the complex valued eigenvalues of a general (non-reversible non-lazy) Markov chain with a minor expansion property. This leads to the first…

Combinatorics · Mathematics 2009-04-03 Ravi Montenegro

\emph{Sampling} constitutes an important tool in a variety of areas: from machine learning and combinatorial optimization to computational physics and biology. A central class of sampling algorithms is the \emph{Markov Chain Monte Carlo}…

Data Structures and Algorithms · Computer Science 2018-05-16 Manuela Fischer , Mohsen Ghaffari

Epanechnikov Mean Shift is a simple yet empirically very effective algorithm for clustering. It localizes the centroids of data clusters via estimating modes of the probability distribution that generates the data points, using the…

Machine Learning · Statistics 2017-11-21 Kejun Huang , Xiao Fu , Nicholas D. Sidiropoulos

Cooperative behaviors near the disorder-induced critical point in a random field Ising model are numerically investigated by analyzing time-dependent magnetization in ordering processes from a special initial condition. We find that the…

Statistical Mechanics · Physics 2025-01-06 Hiroki Ohta , Shin-ichi Sasa

Critical behaviour of a system, subjected to strongly anisotropic turbulent mixing, is studied by means of the field theoretic renormalization group. Specifically, relaxational stochastic dynamics of a non-conserved multicomponent order…

Statistical Mechanics · Physics 2012-06-11 N. V. Antonov , A. V. Malyshev

We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…

Probability · Mathematics 2025-11-13 Asaf Cohen , Ethan Huffman
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