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Consider the task of generating samples from a tilted distribution of a random vector whose underlying distribution is unknown, but samples from it are available. This finds applications in fields such as finance and climate science, and in…

We examine the sensitiveness of the free-energy landscape of a directed polymer in random media with respect to various kinds of infinitesimally weak perturbation including the intriguing case of temperature-chaos. To this end, we combine…

Disordered Systems and Neural Networks · Physics 2009-11-07 Marta Sales , Hajime Yoshino

We propose a novel method of detecting directed interactions of a general dynamic network from measured data. By repeating random state variable resetting of a target node and appropriately averaging over the measurable data, the pairwise…

Data Analysis, Statistics and Probability · Physics 2018-11-14 Rundong Shi , Changbao Deng , Shihong Wang

We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…

Soft Condensed Matter · Physics 2014-09-19 M. Reza Shaebani , Zeinab Sadjadi , Igor M. Sokolov , Heiko Rieger , Ludger Santen

A directed polymer is allowed to branch, with configurations determined by global energy optimization and disorder. A finite size scaling analysis in 2D shows that, if disorder makes branching more and more favorable, a critical transition…

Statistical Mechanics · Physics 2016-08-31 Giovanni Sartoni , Attilio L. Stella

Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…

Applications · Statistics 2014-12-31 Alexis Bienvenüe , Christian Y. Robert

We consider a linear mixed-effects model with a clustered structure, where the parameters are estimated using maximum likelihood (ML) based on possibly unbalanced data. Inference with this model is typically done based on asymptotic theory,…

Statistics Theory · Mathematics 2021-03-30 Chih-Hao Chang , Hsin-Cheng Huang , Ching-Kang Ing

Using a finite size scaling form for reunion probability, we show numerically the existence of a binding-unbinding transition for Directed polymers with random interaction. The cases studied are (A1) two chains in 1+1 dimensions, (A2) two…

Condensed Matter · Physics 2009-10-28 Sutapa Mukherji , Somendra M. Bhattacharjee , A. Baumgärtner

We consider the low-temperature $T<T_c$ disorder-dominated phase of the directed polymer in a random potentiel in dimension 1+1 (where $T_c=\infty$) and 1+3 (where $T_c<\infty$). To characterize the localization properties of the polymer of…

Disordered Systems and Neural Networks · Physics 2007-05-23 Cecile Monthus , Thomas Garel

We study the stability of the glassy equilibrium state of a directed polymer in random media against weak perturbations including the intriguing problem of temperature-chaos. The statistical correlation of two real replica systems under…

Disordered Systems and Neural Networks · Physics 2007-05-23 Marta Sales , Hajime Yoshino

We consider the behavior of the quantity $p(\beta)$; the free energy of directed polymers in random environment in $1+2$ dimension, where $\beta$ is inverse temperature. We know that the free energy is strictly negative when $\beta$ is not…

Probability · Mathematics 2015-06-22 Makoto Nakashima

Let $\alpha_n(\cdot)=P\bigl(X_{n+1}\in\cdot\mid X_1,\ldots,X_n\bigr)$ be the predictive distributions of a sequence $(X_1,X_2,\ldots)$ of $p$-dimensional random vectors. Suppose $$\alpha_n= \mathcal{N} _p (M_n,Q_n)$$ where…

Statistics Theory · Mathematics 2024-09-17 Samuele Garelli , Fabrizio Leisen , Luca Pratelli , Pietro Rigo

We use a generalization of Hoeffding's inequality to show concentration results for the free energy of disordered pinning models, assuming only that the disorder has a finite exponential moment. We also prove some concentration inequalities…

Probability · Mathematics 2012-06-15 Frederique Watbled

Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…

Probability · Mathematics 2013-08-02 Mark Rudelson

We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…

Statistical Mechanics · Physics 2026-03-09 Talia Baravi , Eli Barkai

Mediation analysis has become an important tool in the behavioral sciences for investigating the role of intermediate variables that lie in the path between a randomized treatment and an outcome variable. The influence of the intermediate…

We describe some recent results concerning the statistical properties of a self-interacting polymer stretched by an external force. We concentrate mainly on the cases of purely attractive or purely repulsive self-interactions, but our…

Probability · Mathematics 2011-08-25 Dmitry Ioffe , Yvan Velenik

The problem of one-dimensional randomly forced Burgers turbulence is considered in terms of (1+1) directed polymers. In the limit of strong turbulence (which corresponds to the zero temperature limit for the directed polymer system) using…

Statistical Mechanics · Physics 2018-09-26 Victor Dotsenko

We present a method that allows us to find asymptotic form of various characteristics of disordered systems in the strong localization regime, i.e., when either the random potential is big enough or the energy is close enough to the…

Mathematical Physics · Physics 2009-11-10 W. Kirsch , O. Lenoble , L. Pastur

The impact of polymer-polymer interactions of various types on the thermodynamics, structure, and accommodation of topological constraints is addressed for systems comprising many directed polymers in two spatial dimensions. The approach is…

Soft Condensed Matter · Physics 2013-07-04 D. Zeb Rocklin , Paul M. Goldbart
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