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The extremal Fourier intensities are studied for stationary Edwards-Wilkinson-type, Gaussian, interfaces with power-law dispersion. We calculate the probability distribution of the maximal intensity and find that, generically, it does not…

Statistical Mechanics · Physics 2013-05-29 G. Gyorgyi , P. C. W. Holdsworth , B. Portelli , Z. Racz

Bayesian posterior distributions are widely used for inference, but their dependence on a statistical model creates some challenges. In particular, there may be lots of nuisance parameters that require prior distributions and posterior…

Statistics Theory · Mathematics 2023-04-12 Nicholas Syring , Ryan Martin

The paper considers a distributed robust estimation problem over a network with directed topology involving continuous time observers. While measurements are available to the observers continuously, the nodes interact according to a…

Systems and Control · Computer Science 2014-05-09 V. Ugrinovskii , E. Fridman

The Widom-Rowlinson model (or the Area-interaction model) is a Gibbs point process in $\mathbb{R}^d$ with the formal Hamiltonian $H(\omega)=\text{Volume}(\cup_{x\in\omega} B_1(x))$, where $\omega$ is a locally finite configuration of points…

Probability · Mathematics 2020-06-03 David Dereudre , Pierre Houdebert

We present a uniqueness result for Gibbs point processes with interactions that come from a non-negative pair potential; in particular, we provide an explicit uniqueness region in terms of activity $z$ and inverse temperature $\beta$. The…

Probability · Mathematics 2022-04-06 Pierre Houdebert , Alexander Zass

Weakly stationary random processes of $k$-dimensional affine subspaces (flats) in $\mathbb{R}^n$ are considered. If $2k\geq n$, then intersection processes are investigated, while in the complementary case $2k<n$ a proximity process is…

Metric Geometry · Mathematics 2015-08-06 Daniel Hug , Christoph Thaele , Wolfgang Weil

In the paper asymptotic properties of functionals of stationary Gibbs particle processes are derived. Two known techniques from the point process theory in the Euclidean space R^d are extended to the space of compact sets on R^d equipped by…

Probability · Mathematics 2018-01-26 Daniela Novotna , Viktor Benes

This paper deals with the problem of perfect sampling from a Gibbs measure with infinite range interactions. We present some sufficient conditions for the extinction of processes which are like supermartingales when large values are taken.…

Probability · Mathematics 2015-05-28 Emilio De Santis , Andrea Lissandrelli

We provide a justification with rigorous error estimates showing that the leading term in weakly nonlinear geometric optics expansions of highly oscillatory reflecting pulses is close to the uniquely determined exact solution for small…

Analysis of PDEs · Mathematics 2013-04-22 Jean-Francois Coulombel , Mark Williams

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

The method to derive uniform bounds with Gaussian and Rademacher complexities is extended to the case where the sample average is replaced by a nonlinear statistic. Tight bounds are obtained for U-statistics, smoothened L-statistics and…

Statistics Theory · Mathematics 2019-05-13 Andreas Maurer , Massimiliano Pontil

A minimal model based on individual interactions is proposed to study the non-Poisson statistical properties of human behavior: individuals in the system interact with their neighbors, the probability of an individual acting correlates to…

Physics and Society · Physics 2014-10-21 Dan Peng , Xiao-Pu Han , Zong-Wen Wei , Bing-Hong Wang

We consider weak invariance principles (functional limit theorems) in the domain of a stable law. A general result is obtained on lifting such limit laws from an induced dynamical system to the original system. An important class of…

Dynamical Systems · Mathematics 2015-04-29 Ian Melbourne , Roland Zweimüller

We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the…

Statistics Theory · Mathematics 2010-02-26 Minjung Kyung , Jeff Gill , George Casella

In the language of random counting measures many structural properties of the Poisson process can be studied in arbitrary measurable spaces. We provide a similarly general treatise of Gibbs processes. With the GNZ equations as a definition…

Probability · Mathematics 2024-01-09 Steffen Betsch

Strongly correlated systems far from equilibrium can exhibit scaling solutions with a dynamically generated weak coupling. We show this by investigating isolated systems described by relativistic quantum field theories for initial…

High Energy Physics - Phenomenology · Physics 2008-11-26 J. Berges , A. Rothkopf , J. Schmidt

What constitutes jointly Poisson processes remains an unresolved issue. This report reviews the current state of the theory and indicates how the accepted but unproven model equals that resulting from the small time-interval limit of…

Data Analysis, Statistics and Probability · Physics 2009-11-16 D. H. Johnson , I. N. Goodman

Gibbs sampling, as a model learning method, is known to produce the most accurate results available in a variety of domains, and is a de facto standard in these domains. Yet, it is also well known that Gibbs random walks usually have…

Machine Learning · Statistics 2018-04-20 Mark Kozdoba , Shie Mannor

We analyze the fermion density of the one-dimensional Hubbard model using bosonization and numerical DMRG calculations. For finite systems we find a relatively sharp crossover even for moderate short range interactions into a region with…

Strongly Correlated Electrons · Physics 2011-12-19 Stefan A. Soeffing , Michael Bortz , Imke Schneider , Alexander Struck , Michael Fleischhauer , Sebastian Eggert

In this paper we consider a Bayesian framework for making inferences about dynamical systems from ergodic observations. The proposed Bayesian procedure is based on the Gibbs posterior, a decision theoretic generalization of standard…

Statistics Theory · Mathematics 2019-01-28 Kevin McGoff , Sayan Mukherjee , Andrew Nobel
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