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Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…

Methodology · Statistics 2007-10-30 Y. Pokern , A. M. Stuart , P. Wiberg

We present a modified Gibbs sampler for general state spaces. We establish that this modification can lead to substantial gains in statistical efficiency while maintaining the overall quality of convergence. We illustrate our results in two…

Computation · Statistics 2013-08-28 Alicia A. Johnson , James M. Flegal

It has been shown recently that Bose Gase with weak pair (enough well) interaction is non ergodic system. But Bose Gase with weak pair interaction is so general system that it is evident that the majority of statistical mechanics systems…

Statistical Mechanics · Physics 2011-10-18 D. V. Prokhorenko

This work is devoted to the study of processes generated by random substitutions over a finite alphabet. We prove, under mild conditions on the substitution's rule, the existence of a unique process which remains invariant under the…

Mathematical Physics · Physics 2018-04-04 Cesar Maldonado , Liliana Trejo-Valencia , Edgardo Ugalde

The notion of weak measurement provides a formalism for extracting information from a quantum system in the limit of vanishing disturbance to its state. Here we extend this formalism to the measurement of sequences of observables. When…

Quantum Physics · Physics 2009-11-13 Graeme Mitchison , Richard Jozsa , Sandu Popescu

We prove a large deviation principle for a sequence of point processes defined by Gibbs probability measures on a Polish space. This is obtained as a consequence of a more general Laplace principle for the non-normalized Gibbs measures. We…

Probability · Mathematics 2020-04-08 David García-Zelada

A new notion of typicality for arbitrary probability measures on standard Borel spaces is proposed, which encompasses the classical notions of weak and strong typicality as special cases. Useful lemmas about strong typical sets, including…

Information Theory · Computer Science 2016-11-17 Junekey Jeon

The questions of justification of the Gibbs canonical distribution for systems with elastic impacts are discussed. A special attention is paid to the description of probability measures with densities depending on the system energy.

Classical Physics · Physics 2007-05-23 V. V. Kozlov

We consider stochastic dynamics of lattice systems with finite local state space, possibly at low temperature, and possibly non-reversible. We assume the additional regularity properties on the dynamics: a) There is at least one stationary…

Probability · Mathematics 2017-09-04 Benedikt Jahnel , Christof Kuelske

We study measures on the configuration spaces of two type particles. Gibbs measures on the such spaces are described. Main properties of corresponding relative energies densities and correlation functions are considered. In particular, we…

Mathematical Physics · Physics 2015-01-27 D. L. Finkelshtein

Borrowing the idea of topological pressure determining measure-theoretical entropy in topological dynamical systems, we establish a variational principle for upper metric mean dimension with potential in terms of upper measure-theoretical…

Dynamical Systems · Mathematics 2024-12-30 Rui Yang , Ercai Chen , Xiaoyao Zhou

We develop the argument that the Gibbs-von Neumann entropy is the appropriate statistical mechanical generalisation of the thermodynamic entropy, for macroscopic and microscopic systems, whether in thermal equilibrium or not, as a…

Quantum Physics · Physics 2008-01-23 O. J. E. Maroney

Our goal is to present the basic results on one-dimensional Gibbs and equilibrium states viewed as special invariant measures on symbolic dynamical systems, and then to describe without technicalities a sample of results they allowed to…

Dynamical Systems · Mathematics 2020-07-16 J. -R. Chazottes , G. Keller

This paper studies the Gibbs measure of an interacting particle system with a general interaction kernel at various temperature regimes. We are particularly interested in fine features of the convergence to the mean-field density as the…

Probability · Mathematics 2025-06-17 David Padilla-Garza

We prove that nonlinear Gibbs measures can be obtained from the corresponding many-body, grand-canonical, quantum Gibbs states, in a mean-field limit where the temperature T diverges and the interaction behaves as 1/T. We proceed by…

Mathematical Physics · Physics 2015-05-22 Mathieu Lewin , Phan Thành Nam , Nicolas Rougerie

Tsallis has suggested a nonextensive generalization of the Boltzmann-Gibbs entropy, the maximization of which gives a generalized canonical distribution under special constraints. In this brief report we show that the generalized canonical…

Statistical Mechanics · Physics 2021-04-28 Brian R. La Cour , William C. Schieve

We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…

Optimization and Control · Mathematics 2024-05-02 Maxim Raginsky

We study an effective relativistic mean-field model of nuclear matter with arbitrary proton fraction at finite temperature in the framework of nonextensive statistical mechanics, characterized by power-law quantum distributions. We…

Nuclear Theory · Physics 2015-06-16 A. Lavagno , D. Pigato

We consider the Curie-Weiss model at a given initial temperature in vanishing external field evolving under a Glauber spin-flip dynamics corresponding to a possibly different temperature. We study the limiting conditional probabilities and…

Mathematical Physics · Physics 2015-05-18 Victor Ermolaev , Christof Kuelske

In this paper we study homogeneous Gibbs measures on a Cayley tree, subjected to an infinite-temperature Glauber evolution, and consider their (non-)Gibbsian properties. We show that the intermediate Gibbs state (which in zero field is the…

Mathematical Physics · Physics 2016-11-25 Aernout van Enter , Victor Ermolaev , Giulio Iacobelli , Christof Kuelske
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