Related papers: A new computation of pairing probabilities in seve…
Statistical inference for large data panels is omnipresent in modern economic applications. An important benefit of panel analysis is the possibility to reduce noise and thus to guarantee stable inference by intersectional pooling. However,…
Strassen's classical martingale coupling theorem states that two real-valued random variables are ordered in the convex (resp.\ increasing convex) stochastic order if and only if they admit a martingale (resp.\ submartingale) coupling. By…
Pairwise entanglement properties of a symmetric multi-qubit system are analyzed through a complete set of two-qubit local invariants. Collective features of entanglement, such as spin squeezing, are expressed in terms of invariants and a…
We study SLE$_{\kappa}$ theory with elements of Quasi-Sure Stochastic Analysis through Aggregation. Specifically, we show how the latter can be used to construct the SLE$_{\kappa}$ traces quasi-surely (i.e. simultaneously for a family of…
We propose a new algorithm to learn the network of the interactions of pairwise Ising models. The algorithm is based on the pseudo-likelihood method (PLM), that has already been proven to efficiently solve the problem in a large variety of…
The development of Schramm--Loewner evolution (SLE) as the scaling limits of discrete models from statistical physics makes direct simulation of SLE an important task. The most common method, suggested by Marshall and Rohde \cite{MR05}, is…
We point out that the probability law of a single domain wall separating clusters in ADE lattice models in a simply connected domain is identical to that of corresponding chordal curves in the lattice O(n) and Q-state Potts models, for…
We prove the existence and uniqueness of multiple SLE$_\kappa$ associated with any given link pattern for $\kappa\in (4,6]$. We also have the uniqueness for $\kappa\in (6,8)$. The multiple SLE$_\kappa$ law is constructed by first…
Schramm-Loewner Evolution (SLE) is a stochastic process that helps classify critical statistical models using one real parameter $\kappa$. Numerical study of SLE often involves curves that start and end on the real axis. To reduce numerical…
SLE($\kappa,\rho$) is a variant of the Schramm-Loewner Evolution which describes the curves which are not conformal invariant, but are self-similar due to the presence of some other preferred points on the boundary. In this paper we study…
We give a complete classification of the set of parameters $\kappa$ for which the singular value of $E_{\kappa}:z\mapsto \exp(z)+\kappa$ escapes to infinity under iteration. In particular, we show that every path-connected component of this…
In previous work [AHP24], we proved a finite-time large deviation principle in the Hausdorff metric for multiradial Schramm-Loewner evolution, SLE$(\kappa)$, as $\kappa \to 0$, with good rate function being the multiradial Loewner energy.…
A $2$-SLE$_\kappa$ ($\kappa\in(0,8)$) is a pair of random curves $(\eta_1,\eta_2)$ in a simply connected domain $D$ connecting two pairs of boundary points such that conditioning on any curve, the other is a chordal SLE$_\kappa$ curve in a…
We discuss a general approach to handling "multiple hypotheses" testing in the case when a particular hypothesis states that the vector of parameters identifying the distribution of observations belongs to a convex compact set associated…
The empirical copula process, a fundamental tool for copula inference, is studied in the high dimensional regime where the dimension is allowed to grow to infinity exponentially in the sample size. Under natural, weak smoothness assumptions…
We develop a theory for the multiple radial $\mathrm{SLE}(\kappa)$ systems with parameter $\kappa > 0$ -- a family of random multi-curve systems in a simply connected domain $\Omega$, with marked boundary points $z_1, \ldots, z_n \in…
Given a finite collection of probability measures defined on subsets of a measurable space, how can we determine if they are compatible, in the sense that they can be realized as conditional distributions of a single probability measure on…
A sharp-threshold theorem is proved for box-crossing probabilities on the square lattice. The models in question are the random-cluster model near the self-dual point $p_{\mathrm {sd}}(q)=\sqrt{q}/(1+\sqrt{q})$, the Ising model with…
This paper address the problem of identifying pairs of interacting sites from a finite sample of independent realizations of the Ising model. We consider Ising models in a infinite countable set of sites under Dobrushin uniqueness…
We consider estimation and inference in a linear model with endogenous regressors where the parameters of interest change across two samples. If the first-stage is common, we show how to use this information to obtain more efficient…