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The problem of characterization of Gibbs random fields is considered. Various Gibbsianness criteria are obtained using the earlier developed one-point framework which in particular allows to describe random fields by means of either…

Probability · Mathematics 2010-04-05 Serguei Dachian , Boris Nahapetian

In this paper we present a new point of view on the mathematical foundations of statistical physics of infinite volume systems. This viewpoint is based on the newly introduced notions of transition energy function, transition energy field…

Probability · Mathematics 2019-09-13 S Dachian , B Nahapetian

In this paper, we consider the direct and inverse problems of the description of lattice positive random fields by various systems of finite-dimensional (as well as one-point) probability distributions parameterized by boundary conditions.…

Probability · Mathematics 2022-06-06 L. A. Khachatryan

It was shown many times in the literature that a Markov random field is equivalent to a Gibbs random field when all realizations of the field have non-zero probabilities; the proofs are rather complicated. A simpler proof, which is based…

Probability · Mathematics 2016-03-07 Levent Onural

The purpose of this work is to expand and clarify the concept of the class of Gibbs random fields and give its structure the form accepted in the theory of random processes. It is possible thanks to the proposed purely probabilistic…

Probability · Mathematics 2025-04-29 L. A. Khachatryan , B. S. Nahapetian

We give necessary and sufficient conditions for the existence of a phantom distribution function for a stationary random field on a regular lattice. We also introduce a less demanding notion of a directional phantom distribution, with…

Probability · Mathematics 2020-04-16 Adam Jakubowski , Igor Rodionov , Natalia Soja-Kukieła

We prove that a random distribution in two dimensions which is conformally invariant and satisfies a natural domain Markov property is a multiple of the Gaussian free field. This result holds subject only to a fourth moment assumption.

Probability · Mathematics 2020-04-24 Nathanael Berestycki , Ellen Powell , Gourab Ray

We discuss the relationship between discrete-time processes (chains) and one-dimensional Gibbs measures. We consider finite-alphabet (finite-spin) systems, possibly with a grammar (exclusion rule). We establish conditions for a stochastic…

Probability · Mathematics 2007-05-23 Roberto Fernandez , Gregory Maillard

Gibbs random fields play an important role in statistics, for example the autologistic model is commonly used to model the spatial distribution of binary variables defined on a lattice. However they are complicated to work with due to an…

Computation · Statistics 2012-07-25 Nial Friel

We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows…

Probability · Mathematics 2015-08-25 Lev B. Klebanov , Irina V. Volchenkova , Ashot V. Kakosyan

Gibbs-type random probability measures and the exchangeable random partitions they induce represent an important framework both from a theoretical and applied point of view. In the present paper, motivated by species sampling problems, we…

Probability · Mathematics 2013-09-06 Stefano Favaro , Antonio Lijoi , Igor Prünster

It is known that a linear hamiltonian system has too many invariant measures, thus the problem of convergence to Gibbs measure has no sense. We consider linear hamiltonian systems of arbitrary finite dimension and prove that, under the…

Mathematical Physics · Physics 2013-02-21 A. A. Lykov , V. A. Malyshev

Gaussian random fields on Euclidean spaces whose variances reach their maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximum of theirs trajectories have been evaluated using…

Probability · Mathematics 2019-04-12 Sergey G. Kobelkov , Vladimir I. Piterbarg

Gibbs random fields corresponding to systems of real-valued spins (e.g. systems of interacting anharmonic oscillators) indexed by the vertices of unbounded degree graphs with a certain summability property are constructed. It is proven that…

Probability · Mathematics 2009-04-22 Yuri Kondratiev , Yuri Kozitsky , Tanja Pasurek

We extend the notion of Gibbsianness for mean-field systems to the set-up of general (possibly continuous) local state spaces. We investigate the Gibbs properties of systems arising from an initial mean-field Gibbs measure by application of…

Probability · Mathematics 2009-11-13 C. Kuelske , A. A. Opoku

We consider Gibbs distributions on finite random plane trees with bounded branching. We show that as the order of the tree grows to infinity, the distribution of any finite neighborhood of the root of the tree converges to a limit. We…

Probability · Mathematics 2010-03-04 Yuri Bakhtin

Gibbs random fields play an important role in statistics, however, the resulting likelihood is typically unavailable due to an intractable normalizing constant. Composite likelihoods offer a principled means to construct useful…

Statistics Theory · Mathematics 2026-02-09 Julien Stoehr , Nial Friel

Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian random field. We investigate the pointwise marginal…

Probability · Mathematics 2022-08-26 Andrea Barth , Robin Merkle

We present a new modeling paradigm for optimization that we call random field optimization. Random fields are a powerful modeling abstraction that aims to capture the behavior of random variables that live on infinite-dimensional spaces…

Optimization and Control · Mathematics 2022-01-26 Joshua L. Pulsipher , Benjamin R. Davidson , Victor M. Zavala

Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large class of max-stable random fields. As a…

Computation · Statistics 2010-11-29 Yizao Wang , Stilian A. Stoev
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