Related papers: Central limit theorem for high temperature spin mo…
A new graphical method is developed to calculate the critical temperature of 2- and 3-dimensional Ising models as well as that of the 2-dimensional Potts models. This method is based on the transfer matrix method and using the limited…
The paper is devoted to the investigation of Esscher's transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal…
In this work, we show that uniform integrability is not a necessary condition for central limit theorems (CLT) to hold for normalized multilevel Monte Carlo (MLMC) estimators and we provide near optimal weaker conditions under which the CLT…
We analyze critical points that can be induced in glassy systems by the presence of constraints. These critical points are predicted by the Mean Field Thermodynamic approach and they are precursors of the standard glass transition in…
We prove central limit theorems (CLTs) for topological functionals of Bernoulli bond percolation on infinite graphs beyond the Euclidean lattice $\mathbb{Z}^{d}$. For quasi-transitive graphs of subexponential growth, we show that the number…
This work proves an upper bound for the free energy of the Sherrington-Kirkpatrick model and its generalizations in terms of the Thouless-Anderson-Palmer (TAP) energy. The result applies to models with spherical or Ising spins and any mixed…
We consider $N$ i.i.d. Ising spins with mean $m\in (-1,1)$ whose interactions are described by a Sherrington-Kirkpatrick Hamiltonian with a quartic correction. This model was recently introduced by Bolthausen in \cite{Bolt2} as a toy model…
We show that, above the critical temperature, if the dimension D of a given Ising spin glass model is sufficiently high, its free energy can be effectively expressed through the free energy of a related Ising model. When, in a large sense,…
An exact expression for the spin-spin correlation function is derived for the zero-temperature random-field Ising model defined on a Bethe lattice of arbitrary coordination number. The correlation length describing dynamic spin-spin…
We establish the central limit theorem for linear processes with dependent innovations including martingales and mixingale type of assumptions as defined in McLeish [Ann. Probab. 5 (1977) 616--621] and motivated by Gordin [Soviet Math.…
We combine Stein's method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry-Ess\'een bounds in Central Limit Theorems (CLTs) involving multiple Wiener-It\^o integrals with respect to a general…
We introduce a Sherrington-Kirkpatrick spin-glass model with the addition of elastic degrees of freedom. The problem is formulated in terms of an effective four-spin Hamiltonian in the pressure ensemble, which can be treated by the replica…
Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…
Drees and Rootz\'en [2010] have proven central limit theorems (CLT) for empirical processes of extreme values cluster functionals built from $\beta$-mixing processes. The problem with this family of $\beta$-mixing processes is that it is…
We prove a variant of the central limit theorem (CLT) for a sequence of i.i.d. random variables $\xi_j$, perturbed by a stochastic sequence of linear transformations $A_j$, representing the model uncertainty. The limit, corresponding to a…
Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of…
We present a new procedure able to identify and measure the critical temperature. This method is based on the divergence of the relaxation time approaching the critical point in quenches from infinite temperature. We introduce a…
In [Kozma-Toth, Ann. Probab. v 45, pp 4307-4347 (2017)] the weak CLT was established for random walks in doubly stochastic (or, divergence-free) random environments, under the following conditions: 1. Strict ellipticity assumed for the…
Consider critical percolation in two dimensions. Under the condition that there are k disjoint alternating black and white arms crossing the annulus A(l,n), we prove a central limit theorem and variance estimates for the winding angles of…