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In this paper, we study a method to sample from a target distribution $\pi$ over $\mathbb{R}^d$ having a positive density with respect to the Lebesgue measure, known up to a normalisation factor. This method is based on the Euler…

Statistics Theory · Mathematics 2016-12-20 Alain Durmus , Eric Moulines

We study a deformation of a $2$-graded Poisson algebra where the functions of the phase space variables are complemented by linear functions of parity odd velocities. The deformation is carried by a $2$-form $B$-field and a bivector $\Pi$,…

High Energy Physics - Theory · Physics 2022-01-05 E. Boffo , P. Schupp

We present several refinements on the fluctuations of sequences of random vectors (with values in the Euclidean space $\mathbb{R}^d$) which converge after normalization to a multidimensional Gaussian distribution. More precisely we refine…

Probability · Mathematics 2022-03-04 Pierre-Loïc Méliot , Ashkan Nikeghbali

In condensed-matter, level statistics has long been used to characterize the phases of a disordered system. We provide evidence within the context of a simple model that in a disordered large-N gauge theory with a gravity dual, there exist…

High Energy Physics - Theory · Physics 2012-06-12 Omid Saremi

We investigate the effects of the resetting mechanism to the origin for a random motion on the real line characterized by two alternating velocities $v_1$ and $v_2$. We assume that the sequences of random times concerning the motions along…

Probability · Mathematics 2023-10-17 Antonio Di Crescenzo , Antonella Iuliano , Verdiana Mustaro , Gabriella Verasani

Given a single observation from a Gaussian distribution with unknown mean $\theta$, we design computationally efficient procedures that can approximately generate an observation from a different target distribution $Q_{\theta}$ uniformly…

Statistics Theory · Mathematics 2025-10-09 Mengqi Lou , Guy Bresler , Ashwin Pananjady

We study the long-term behavior of the distribution of the solution process to the non-autonomous McKean-Vlasov stochastic delay lattice system defined on the integer set $\mathbb{Z}$. Specifically, we first establish the well-posedness of…

Dynamical Systems · Mathematics 2024-12-23 Lin Shi , Jun Shen , Kening Lu

A set of points with finite density is constructed in $\mathbb{R}^d$, with $d\geq2$, by adding points to a Poisson process such that any line segment of length $O\left(\varepsilon^{-(d-1)}\ln\varepsilon^{-1}\right)$ in $\mathbb{R}^d$ will…

Metric Geometry · Mathematics 2024-12-17 Kirill Kashkan

We give a deterministic algorithm to construct a graph with no loops (a tree or a forest) whose vertices are the points of a d-dimensional stationary Poisson process S, subset of R^d. The algorithm is independent of the origin of…

Probability · Mathematics 2011-11-10 P. A. Ferrari , C. Landim , H. Thorisson

We consider weighted random balls in $\real^d$ distributed according to a random Poisson measure with heavy-tailed intensity and study the asymptotic behaviour of the total weight of some configurations in $\real^d$. This procedure amounts…

Probability · Mathematics 2009-08-26 Jean-Christophe Breton , Clément Dombry

In this paper we study random flights in R^d with displacements possessing Dirichlet distributions of two different types and uniformly oriented. The randomization of the number of displacements has the form of a generalized Poisson process…

Probability · Mathematics 2013-11-04 R. Garra , E. Orsingher

This paper is devoted to the detailed analysis of three-dimensional motions in $\mathbb{R}^3$ with orthogonal directions switching at Poisson times and moving with constant speed $c>0$. The study of the random position at an arbitrary time…

Probability · Mathematics 2022-05-19 Fabrizio Cinque , Enzo Orsingher

In Poisson percolation each edge becomes open after an independent exponentially distributed time with rate that decreases in the distance from the origin. As a sequel to our work on the square lattice, we describe the limiting shape of the…

Probability · Mathematics 2018-06-12 Irina Cristali , Matthew Junge , Rick Durrett

Random matrices acting on structured sets play a fundamental role in high-dimensional geometry, compressed sensing, and randomized algorithms. Existing results primarily focus on subgaussian models, when random matrices act as…

Probability · Mathematics 2026-03-11 Tiankun Diao , Xuanang Hu , Vladimir V. Ulyanov , Hanchao Wang

We consider the Gaussian correlation inequality for nonsymmetric convex sets. More precisely, if $A\subset\mathbb{R}^d$ is convex and the origin $0\in A$, then for any ball $B$ centered at the origin, it holds $\gamma_d(A\cap B)\geq…

Probability · Mathematics 2013-01-30 Adrian P. C. Lim , Dejun Luo

We show that the refined Donaldson-Thomas invariants of C3, suitably normalized, have a Gaussian distribution as limit law. Combinatorially these numbers are given by weighted counts of 3D partitions. Our technique is to use the…

Algebraic Geometry · Mathematics 2015-06-15 Andrew Morrison

We consider convergence properties of the long-term behaviors with respect to the coefficient of the stochastic term for a nonautonomous stochastic $p$-Laplacian lattice equation with multiplicative noise. First, the upper semi-continuity…

Probability · Mathematics 2024-12-16 Jintao Wang , Qinghai Peng , Chunqiu Li

This work considers the distribution of inertial particles in turbulence using the point-particle approximation. We demonstrate that the random point process formed by the positions of particles in space is a Poisson point process with…

Fluid Dynamics · Physics 2017-07-26 Lukas Schmidt , Itzhak Fouxon , Markus Holzner

Let $\Psi_1,\Psi_2,...$ be a sequence of i.i.d. random Lipschitz functions on a complete separable metric space with unbounded metric $d$ and forward iterations $X_n$. Suppose that $X_n$ has a stationary distribution. We study the…

Probability · Mathematics 2015-08-28 Gerold Alsmeyer

Continuing the analysis initiated in Lachi\'eze-Rey and Peccati (2011), we use contraction operators to study the normal approximation of random variables having the form of a U-statistic written on the points in the support of a random…

Probability · Mathematics 2012-06-04 Raphael Lachieze-Rey , Giovanni Peccati
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