English
Related papers

Related papers: Disordered Gibbs measures and Gaussian conditionin…

200 papers

In this paper we study the Parisi variational problem for mixed $p$-spin glasses with Ising spins. Our starting point is a characterization of Parisi measures whose origin lies in the first order optimality conditions for the Parisi…

Probability · Mathematics 2017-07-03 Aukosh Jagannath , Ian Tobasco

We consider Ising mixed $p$-spin glasses at high-temperature and without external field, and study the problem of sampling from the Gibbs distribution $\mu$ in polynomial time. We develop a new sampling algorithm with complexity of the same…

Probability · Mathematics 2025-10-22 Ahmed El Alaoui , Andrea Montanari , Mark Sellke

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

In this paper we prove that the support of a random measure on the unit ball of a separable Hilbert space that satisfies the Ghirlanda-Guerra identities must be ultrametric with probability one. This implies the Parisi ultrametricity…

Probability · Mathematics 2015-03-03 Dmitry Panchenko

We upper- and lower-bound the optimal precision with which one can estimate an unknown Hamiltonian parameter via measurements of Gibbs thermal states with a known temperature. The bounds depend on the uncertainty in the Hamiltonian term…

We consider an overdamped Brownian particle subject to an asymptotically flat potential with a trap of depth $U_0$ around the origin. When the temperature is small compared to the trap depth ($\xi=k_B T/U_0 \ll 1$), there exists a range of…

Statistical Mechanics · Physics 2020-10-21 Lucianno Defaveri , Celia Anteneodo , David A. Kessler , Eli Barkai

We derive the thermodynamic limit of the empirical correlation and response functions in the Langevin dynamics for spherical mixed $p$-spin disordered mean-field models, starting uniformly within one of the spherical bands on which the…

Probability · Mathematics 2020-08-26 Amir Dembo , Eliran Subag

We have implemented quantum modeling mainly based on Bohmian Mechanics to study time series that contain strong coupling between their events. We firstly propose how compared to normal densities, our target time series seem to be associated…

Mathematical Finance · Quantitative Finance 2023-07-26 Reza Hosseini , Samin Tajik , Zahra Koohi Lai , Tayeb Jamali , Emmanuel Haven , G. Reza Jafari

We consider a random Hamiltonian $H:\Sigma\to\mathbb R$ defined on a compact space $\Sigma$ that admits a transitive action by a compact group $\mathcal G$. When the law of $H$ is $\mathcal G$-invariant, we show its expected free energy…

Probability · Mathematics 2023-04-26 Mark Sellke

We study via RG, numerics, exact bounds and qualitative arguments the equilibrium Gibbs measure of a particle in a $d$-dimensional gaussian random potential with {\it translationally invariant logarithmic} spatial correlations. We show that…

Condensed Matter · Physics 2014-10-13 David Carpentier , Pierre Le Doussal

We suggest a possible approach to proving the M\'ezard-Parisi formula for the free energy in the diluted spin glass models, such as diluted K-spin or random K-sat model at any positive temperature. In the main contribution of the paper, we…

Probability · Mathematics 2016-01-27 Dmitry Panchenko

Let $\mu$ be a probability measure on $\text{GL}_d(\mathbb R)$ and denote by $S_n:= g_n \cdots g_1$ the associated random matrix product, where $g_j$'s are i.i.d.'s with law $\mu$. We study statistical properties of random variables of the…

Probability · Mathematics 2022-01-31 Tien-Cuong Dinh , Lucas Kaufmann , Hao Wu

We consider the problem of estimating small ball probabilities $\mathbb P\{f(G) \leqslant \delta \mathbb Ef(G)\}$ for sub-additive,positively homogeneous functions $f$ with respect to the Gaussian measure. We establish estimates that depend…

Functional Analysis · Mathematics 2021-07-29 Grigoris Paouris , Konstantin Tikhomirov , Petros Valettas

We study the statistics of the extremes of a discrete Gaussian field with logarithmic correlations at the level of the Gibbs measure. The model is defined on the periodic interval $[0,1]$, and its correlation structure is nonhierarchical.…

Probability · Mathematics 2014-05-19 Louis-Pierre Arguin , Olivier Zindy

The effect of metallic nano-particles (MNPs) on the electrostatic potential of a disordered 2D dielectric media is considered. The disorder in the media is assumed to be white-noise Coulomb impurities with normal distribution. To realize…

Statistical Mechanics · Physics 2018-05-23 J. Cheraghalizadeh , M. N. Najafi , H. Mohammadzadeh

Gibbsian statistical mechanics is extended into the domain of non-negligible {though non-specified} correlations in phase space while respecting the fundamental laws of thermodynamics. The appropriate Gibbsian probability distribution is…

Statistical Mechanics · Physics 2014-06-26 R. A. Treumann , W. Baumjohann

Let $\sigma$ be a non-atomic, infinite Radon measure on $\mathbb R^d$, for example, $d\sigma(x)=z\,dx$ where $z>0$. We consider a system of freely independent particles $x_1,\dots,x_N$ in a bounded set $\Lambda\subset\mathbb R^d$, where…

Probability · Mathematics 2016-03-02 Marek Bożejko , José Luís da Silva , Tobias Kuna , Eugene Lytvynov

We consider a class of Gaussian Free Fields denoted by $(g_x)_{x \in {\cal V}_N}$, where $ {\cal V}_N = \{0,1\}^N$ and $N\in \mathbb{Z}_+$. These fields are related to a general class of $N$-dimensional random walks on the hypercube, which…

Probability · Mathematics 2025-10-22 Robert Griffiths

Given a Gibbs point process $\P^{\Psi}$ on $\R^d$ having a weak enough potential $\Psi$, we consider the random measures $\mu_\la := \sum_{x \in \P^{\Psi} \cap Q_\la} \xi(x, \P^{\Psi} \cap Q_\la) \delta_{x/\la^{1/d}}$, where $Q_{\la} :=…

Probability · Mathematics 2008-02-06 T. Schreiber , J. E. Yukich

We derive the equation of the critical curve and calculate the renormalized masses of the $SO(N)$-symmetric $\lambda\phi^{4}$ model in the presence of a homogeneous external source. We do this using the Gaussian-Perturbative approximation…

High Energy Physics - Theory · Physics 2014-09-02 Jorge L. deLyra