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Considering two random variables with different laws to which we only have access through finite size iid samples, we address how to reweight the first sample so that its empirical distribution converges towards the true law of the second…

Statistics Theory · Mathematics 2022-06-08 Julien Reygner , Adrien Touboul

We extend the Gibbs conditioning principle to an abstract setting combining infinitely many linear equality constraints and non-linear inequality constraints, which need not be convex. A conditional large large deviation principle (LDP) is…

Functional Analysis · Mathematics 2024-10-29 Louis-Pierre Chaintron , Giovanni Conforti , Julien Reygner

Score-based Generative Models (SGMs) approximate a data distribution by perturbing it with Gaussian noise and subsequently denoising it via a learned reverse diffusion process. These models excel at modeling complex data distributions and…

Machine Learning · Computer Science 2025-09-23 Stefano Bruno , Sotirios Sabanis

We study the discretization of generalized Wasserstein distances with nonlinear mobilities on the real line via suitable discrete metrics on the cone of N ordered particles, a setting which naturally appears in the framework of…

Analysis of PDEs · Mathematics 2022-09-01 Simone Di Marino , Lorenzo Portinale , Emanuela Radici

We study the high-frequency limit of non-autonomous gradient flows in metric spaces of energy functionals comprising an explicitly time-dependent perturbation term which might oscillate in a rapid way, but fulfills a certain Lipschitz…

Analysis of PDEs · Mathematics 2016-10-25 Simon Plazotta , Jonathan Zinsl

We consider overdamped Langevin diffusions in Euclidean space, with curvature equal to the spectral gap. This includes the Ornstein-Uhlenbeck process as well as non-Gaussian and non-product extensions with convex interaction, such as the…

Probability · Mathematics 2026-03-25 Djalil Chafaï , Max Fathi

We study the surface tension and the phenomenon of phase coexistence for the Ising model on $\mathbbm{Z}^d$ ($d \geqslant 2$) with ferromagnetic but random couplings. We prove the convergence in probability (with respect to random…

Probability · Mathematics 2009-09-17 Marc Wouts

This work is concerned with finite range bounds on the variance of individual eigenvalues of Wigner random matrices, in the bulk and at the edge of the spectrum, as well as for some intermediate eigenvalues. Relying on the GUE example,…

Probability · Mathematics 2012-07-06 Sandrine Dallaporta

We establish some results for the rate of convergence in total variation of a Gibbs sampler to its equilibrium distribution. This sampler is motivated by a hierarchical Bayesian inference construction for a gamma random variable. Our…

Probability · Mathematics 2014-12-08 Oliver Jovanovski , Neal Madras

It is always some constraint that yields any nontrivial structure from statistical averages. As epitomized by the Boltzmann distribution, the energy conservation is often the principal constraint acting on mechanical systems. Here, we…

Statistics Theory · Mathematics 2016-07-06 Naoki Sato , Zensho Yoshida

We establish the mean-field convergence for systems of points evolving along the gradient flow of their interaction energy when the interaction is the Coulomb potential or a super-coulombic Riesz potential, for the first time in arbitrary…

Analysis of PDEs · Mathematics 2020-12-23 Sylvia Serfaty , appendix with Mitia Duerinckx

We consider models of gradient type, which are the densities of a collection of real-valued random variables $\phi :=\{\phi_x: x \in \Lambda\}$ given by $Z^{-1}\exp({-\sum\nolimits_{j \sim k}V(\phi_j-\phi_k)})$. We focus our study on the…

Probability · Mathematics 2019-09-04 Zichun Ye

We give a new proof of the large deviation principle from the hydrodynamic limit for the Ginzberg-Landau model studied in Donsker and Varadhan (1989) using techniques from the theory of stochastic control and weak convergence methods. The…

Probability · Mathematics 2018-03-28 Sayan Banerjee , Amarjit Budhiraja , Michael Perlmutter

We study a singular-limit problem arising in the modelling of chemical reactions. At finite {\epsilon} > 0, the system is described by a Fokker-Planck convection-diffusion equation with a double-well convection potential. This potential is…

Analysis of PDEs · Mathematics 2014-09-16 Steffen Arnrich , Alexander Mielke , Mark A. Peletier , Giuseppe Savaré , Marco Veneroni

We study a random resistors network model on a euclidean geometry $\bt{Z}^d$. We formulate the model in terms of a variational principle and show that, under appropriate boundary conditions, the thermodynamic limit of the dissipation per…

Condensed Matter · Physics 2009-10-28 F. Guerra , M. Talevi

We consider the optimization of a smooth and strongly convex objective using constant step-size stochastic gradient descent (SGD) and study its properties through the prism of Markov chains. We show that, for unbiased gradient estimates…

Machine Learning · Statistics 2025-11-25 Ibrahim Merad , Stéphane Gaïffas

Restrictions to diffusion result in the dispersion of the bulk diffusion coefficient. We derive the exact universal high-frequency behavior of the diffusion coefficient in terms of the surface-to-volume ratio of the restrictions. This…

Soft Condensed Matter · Physics 2011-03-11 Dmitry S. Novikov , Valerij G. Kiselev

Second-order relativistic hydrodynamics is surprisingly predictive, even in the presence of large gradients. The hydrodynamic expansion from the method of moments does not require a gradient expansion, but it is intrinsically bound to the…

Nuclear Theory · Physics 2020-03-23 Leonardo Tinti

The study of two-dimensional Coulomb gases lies at the interface of statistical physics and non-Hermitian random matrix theory. In this paper we give a large deviation principle (LDP) for the empirical fields obtained, under the canonical…

Probability · Mathematics 2015-10-07 Thomas Leblé

This article considers a class of disordered mean-field combinatorial optimization problems. We focus on the Gibbs measure, where the inverse temperature does not vary with the size of the graph and the edge weights are sampled from a…

Probability · Mathematics 2024-02-13 Partha S. Dey , Grigory Terlov
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