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We study the convergence properties of a collapsed Gibbs sampler for Bayesian vector autoregressions with predictors, or exogenous variables. The Markov chain generated by our algorithm is shown to be geometrically ergodic regardless of…
We introduce a class of (2+1)-dimensional stochastic growth processes, that can be seen as irreversible random dynamics of discrete interfaces. "Irreversible" means that the interface has an average non-zero drift. Interface configurations…
We analyze the spreading of wavepackets in two-dimensional quasiperiodic and random tilings as a function of their codimension, i.e. of their topological complexity. In the quasiperiodic case, we show that the diffusion exponent that…
Random Overlap Structures (ROSt's) are random elements on the space of probability measures on the unit ball of a Hilbert space, where two measures are identified if they differ by an isometry. In spin glasses, they arise as natural limits…
In this note, we point out that infinite-volume Gibbs measures of spin glass models on the hypercube can be identified as random probability measures on the unit ball of a Hilbert space. This simple observation follows from a result of…
We study $q$-deformation of probability measures on partitions, i.e., $q$-deformed random partitions. We in particular consider the $q$-Plancherel measure and show a determinantal formula for the correlation function using a $q$-deformation…
This work studies two-dimensional fixed-flux Rayleigh-B\'enard convection with periodic boundary conditions in both horizontal and vertical directions and analyzes its dynamics using numerical continuation, secondary instability analysis…
We consider a generic class of log-concave, possibly random, (Gibbs) measures. We prove the concentration of an infinite family of order parameters called multioverlaps. Because they completely parametrise the quenched Gibbs measure of the…
The large-scale flow structure and the turbulent transfer of heat and momentum are directly measured in highly turbulent liquid metal convection experiments for Rayleigh numbers varied between $4 \times 10^5$ and $\leq 5 \times 10^9$ and…
We propose a novel kernel-based nonparametric two-sample test, employing the combined use of kernel mean and kernel covariance embedding. Our test builds on recent results showing how such combined embeddings map distinct probability…
We consider the Gibbs-measures of continuous-valued height configurations on the $d$-dimensional integer lattice in the presence a weakly disordered potential. The potential is composed of Gaussians having random location and random depth;…
The correlated probabilistic model introduced and analytically discussed in Hanel et al (2009) is based on a self-dual transformation of the index $q$ which characterizes a current generalization of Boltzmann-Gibbs statistical mechanics,…
We study the drainage of a viscous liquid film coating outside a horizontal cylinder. We first study the evolution of the axially invariant draining flow, initiated at rest with uniform film thickness $\delta$. Non-linear simulations…
We study random packings of $2\times2$ squares with centers on the square lattice $\mathbb{Z}^{2}$, in which the probability of a packing is proportional to $\lambda$ to the number of squares. We prove that for large $\lambda$, typical…
In statistical mechanics, evaluating finite-size macroscopic fluctuations typically relies on Edgeworth expansions. However, these perturbative methods append additive polynomial corrections that inevitably break down in the large deviation…
We construct a microscopic model to study discrete randomness in bistable systems coupled to an environment comprising many degrees of freedom. A quartic double well is bilinearly coupled to a finite number $N$ of harmonic oscillators.…
We investigate the influence of a constant and time-dependent linear gravitational-like potential on one-dimensional quantum droplets (QDs), governed by an extended GPE incorporating a repulsive cubic effective mean-field (EMF) term and an…
We investigate the behavior of the Gibbs-Shannon entropy of the stationary nonequilibrium measure describing a one-dimensional lattice gas, of L sites, with symmetric exclusion dynamics and in contact with particle reservoirs at different…
We investigate non-linear scaling relations for two-dimensional gravitational collapse in an expanding background using a 2D TreePM code and study the strongly non-linear regime ($\bar\xi \leq 200$) for power law models. Evolution of these…
Composition schemes are ubiquitous in combinatorics, statistical mechanics and probability theory. We give a unifying explanation to various phenomena observed in the combinatorial and statistical physics literature in the context…