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We consider the problem of algorithmically sampling from the Gibbs measure of a mixed $p$-spin spherical spin glass. We give a polynomial-time algorithm that samples from the Gibbs measure up to vanishing total variation error, for any…
This study investigates the natural or intrinsic measure of a symbolic dynamical system $\Sigma$. The measure $\mu([i_{1},i_{2},...,i_{n}])$ of a pattern $[i_{1},i_{2},...,i_{n}]$ in $\Sigma$ is an asymptotic ratio of…
For a permutation $\pi$ the major index of $\pi$ is the sum of all indices $i$ such that $\pi_i > \pi_{i+1}$. It is well known that the major index is equidistributed with the number of inversions over all permutations of length $n$. In…
I discuss results from numerical simulations of finite dimensional spin glass models, and show that they show all signatures of a mean field like behavior, basically coinciding with the one of the Parisi solution. I discuss the Binder…
We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…
Normal approximations for descents and inversions of permutations of the set $\{1,2,...,n\}$ are well known. A number of sequences that occur in practice, such as the human genome and other genomes, contain many repeated elements. Motivated…
We study large deviations, over a long time window $T \to \infty$, of the dynamical observables $A_n = \int_{0}^{T} x^n(t) dt$, $n=3,4,\dots$, where $x(t)$ is a centered stationary Gaussian process in continuous time. We show that, for…
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…
In this article, we prove the cutoff phenomenon for a general class of the discrete-time nonlinear recombination models. This system models the evolution of a probability measure on a finite product space $S^n$ representing the state of…
Let $\Phi_n$ be an i.i.d. sequence of Lipschitz mappings of $\R^d$. We study the Markov chain $\{X_n^x\}_{n=0}^\infty$ on $\R^d$ defined by the recursion $X_n^x = \Phi_n(X^x_{n-1})$, $n\in\N$, $X_0^x=x\in\R^d$. We assume that…
The critical behavior of a family of fully connected mean-field models with quenched disorder, the $M-p$ Ising spin glass, is analyzed, displaying a crossover between a continuous and a random first order phase transition as a control…
We propose a test for a change in the mean for a sequence of functional observations that are only partially observed on subsets of the domain, with no information available on the complement. The framework accommodates important scenarios,…
The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence…
A global analysis of nuclear medium modifications of parton distributions is presented using deeply inelastic scattering data of various nuclear targets. Two obtained data sets are provided for quark and gluon nuclear modification factors,…
In this paper, we use the framework of mod-$\phi$ convergence to prove precise large or moderate deviations for quite general sequences of real valued random variables $(X_{n})_{n \in \mathbb{N}}$, which can be lattice or non-lattice…
The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently a stationary stochastic process (time…
With a graph $G=(V,E)$ we associate a collection of non-negative real weights $\cup_{v\in V}{\lambda_{i,v}:1\leq i \leq m} \cup \cup_{uv \in E} {\lambda_{ij,uv}:1\leq i \leq j \leq m}$. We consider the probability distribution on…
The discrete distribution of the length of longest increasing subsequences in random permutations of $n$ integers is deeply related to random matrix theory. In a seminal work, Baik, Deift and Johansson provided an asymptotics in terms of…
We study numerical schemes for Stochastic Partial Differential Equations (SPDEs). We introduce a general method of proof of non-asymptotic uniform in time error bounds on numerical integrators for SPDEs, ensuring the schemes capture both…
Let $X_{t}$ denote a stationary first-order autoregressive process. Consider $n$ contiguous observations (in time $t$) of the series (e.g., $X_{1}, ..., X_{n}$). Let its mean be zero and its lag-one serial correlation be $\rho$, which…