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We study the phase transition phenomenon inherent in the shuffled (permuted) regression problem, which has found numerous applications in databases, privacy, data analysis, etc. In this study, we aim to precisely identify the locations of…
In this article we survey properties of mixed Poisson distributions and probabilistic aspects of the Stirling transform: given a non-negative random variable $X$ with moment sequence $(\mu_s)_{s\in\mathbb{N}}$ we determine a discrete random…
A single joinpoint changepoint model partitions a time series into two segments, joined at the changepoint time by constraining the estimated piecewise linear regression responses to be continuous. This manuscript derives the exact…
We propose a data segmentation methodology for the high-dimensional linear regression problem where regression parameters are allowed to undergo multiple changes. The proposed methodology, MOSEG, proceeds in two stages: first, the data are…
The paper deals with planar segment processes given by a density with respect to the Poisson process. Parametric models involve reference distributions of directions and/or lengths of segments. These distributions generally do not coincide…
We consider self-dual transverse-field Ising spin chains with $m$-spin interaction, where the phase transition is of second and first order, for m <= 3 and m>3, respectively. We present a statistical analysis of the spectra of the…
We solve exactly the non-equilibrium dynamics of two discrete random walkers moving in channels with transition rates $p \neq q$ that swap positions at a rate $s$. We compute exactly the joint probability distribution $P_{n,m}(t)$ for the…
The paper considers the stationary Poisson Boolean model with spherical grains and proposes a family of nonparametric estimators for the radius distribution. These estimators are based on observed distances and radii, weighted in an…
We investigate several distinct spectral crossovers amongst various integrable and quantum-chaotic limits of a 1D disordered quantum spin-1/2 model, by tuning the relative amplitudes of various Hamiltonian parameters to retain or break…
In the stochastic network model of Britton and Lindholm [Dynamic random networks in dynamic populations. Journal of Statistical Physics, 2010], the number of individuals evolves according to a supercritical linear birth and death process,…
We use exact diagonalization to study the breakdown of many-body localization in a strongly disordered and interacting system coupled to a thermalizing environment. We show that the many-body level statistics cross over from Poisson to GOE,…
We study the posterior distribution of the Bayesian multiple change-point regression problem when the number and the locations of the change-points are unknown. While it is relatively easy to apply the general theory to obtain the…
We study crossover phenomena in a model of self-avoiding walks with medium-range jumps, that corresponds to the limit $N\to 0$ of an $N$-vector spin system with medium-range interactions. In particular, we consider the critical crossover…
In this paper, we study the averaging principle and central limit theorem for multi-scale stochastic differential equations with state-dependent switching. To accomplish this, we first study the Poisson equation associated with a Markov…
We propose a working strategy to describe the eigenvalue statistics of random spin systems along the whole phase diagram with thermal to many-body localization (MBL) transition. Our strategy relies on two random matrix (RM) models with…
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parameterized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…
In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…
The purpose of this paper is to establish asymptotic behaviors of time-inhomogeneous multi-scale stochastic differential equations (SDEs). To achieve them, we analyze the evolution system of measures for time-inhomogeneous Markov…
Non-Gaussian bosonic states are ubiquitous in interacting light--matter systems, many-body platforms, and relativistic quantum field settings, but their quantitative characterization is hindered by the infinite-dimensional Hilbert space and…
Consider the ensemble of Real Symmetric Toeplitz Matrices, each entry iidrv from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. The limiting spectral measure (the density of normalized eigenvalues)…