Related papers: Hidden temperature in the KMP model
We characterize the invariant filtering measures resulting from Kalman filtering with intermittent observations (\cite{Bruno}), where the observation arrival is modeled as a Bernoulli process. In \cite{Riccati-weakconv}, it was shown that…
We consider the thermoelectric response of chaotic or disordered quantum dots in the limit of phase-coherent transport, statistically described by random matrix theory. We calculate the full distribution of the thermoelectric coefficients…
New sampling algorithms based on simulating continuous-time stochastic processes called piece-wise deterministic Markov processes (PDMPs) have shown considerable promise. However, these methods can struggle to sample from multi-modal or…
We consider a class of large-scale interacting systems with one conservation law satisfying the ``degree-preserving property'', and study the classification of their invariant measures and their hydrodynamic limits. Under a few basic…
In this work, we study the critical behavior of second order points and specifically of the Lifshitz point (LP) of a three-dimensional Ising model with axial competing interactions (ANNNI model), using time-dependent Monte Carlo…
We study the long-time behavior of the dynamics of interacting planar Brow-nian particles, confined by an external field and subject to a singular pair repulsion. The invariant law is an exchangeable Boltzmann -- Gibbs measure. For a…
We consider a randomly forced Ginzburg-Landau equation on an unbounded domain. The forcing is smooth and homogeneous in space and white noise in time. We prove existence and smoothness of solutions, existence of an invariant measure for the…
We study the critical behavior for inhomogeneous versions of the Curie-Weiss model, where the coupling constant $J_{ij}(\beta)$ for the edge $ij$ on the complete graph is given by $J_{ij}(\beta)=\beta w_iw_j/(\sum_{k\in[N]}w_k)$. We call…
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…
Based on empirical evidence of fast mean-reverting spikes, we model electricity price processes $X+Z^\beta$ as the sum of a continuous It\^o semimartingale $X$ and a a mean-reverting compound Poisson process $Z_t^\beta = \int_0^t…
We consider the random point processes on a measure space X defined by the Gibbs measures associated to a given sequence of N-particle Hamiltonians H^{(N)}. Inspired by the method of Messer-Spohn for proving concentration properties for the…
We find the exact critical temperature $T_c$ of the nearest-neighbor ferromagnetic Ising model on an `equilibrium' random graph with an arbitrary degree distribution $P(k)$. We observe an anomalous behavior of the magnetization, magnetic…
We consider a discrete-time temporally-homogeneous conservative Markov process. We show that extremality of reversible measure implies extremality of invariant measure. Using analogue of Dirichlet form, we modify a proof that in stochastic…
The $n$-species particle-exchange process (PEP($n$)) is an exclusion process in which particles of $n$ different species exchange positions on neighbouring sites with rates chosen such that the invariant measure on the discrete torus is a…
In this paper we construct an invariant probability measure concentrated on $H^2(K)\times H^1(K)$ for a general cubic Klein-Gordon equation (including the case of the wave equation). Here $K$ represents both the $3$-dimensional torus or a…
We give a new proof of existence as well as two proofs of uniqueness of the invariant measure of the open-boundary KPZ equation on [0,1], for all possible choices of inhomogeneous Neumann boundary data. Both proofs yield an exponential…
We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian motion, or of the modulus of a Brownian bridge, according…
We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…
We study the statistics of the kinetic (or equivalently potential) energy for $N$ non-interacting fermions in a $1d$ harmonic trap of frequency $\omega$, at finite temperature $T$. Remarkably, we find an exact solution for the full…
We study the equilibrium dynamics of magnetic moments in the Mott insulating phase of the Hubbard model on the square and triangular lattice. We rewrite the Hubbard interaction in terms of an auxiliary vector field and use a recently…