相关论文: Metastates in mean-field models with random extern…

We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the…

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

MCMC methods are used in Bayesian statistics not only to sample from posterior distributions but also to estimate expectations. Underlying functions are most often defined on a continuous state space and can be unbounded. We consider a…

Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…

For the discrete random field Curie-Weiss models, the infinite volume Gibbs states and metastates have been investigated and determined for specific instances of random external fields. In general, there are not many examples in the…

We introduce a general class of mean-field-like spin systems with random couplings that comprises both the Ising model on inhomogeneous dense random graphs and the randomly diluted Hopfield model. We are interested in quantitative estimates…

We show that there exists a very natural, superstatistics-linked extension of the central limit theorem (CLT) to deformed exponentials (also called q-Gaussians): This generalization favorably compares with the one provided by S. Umarov and…

In this letter we announce rigorous results that elucidate the relation between metastable states and low-lying eigenvalues in Markov chains in a much more general setting and with considerable greater precision as was so far available.…

Establishing central limit theorems (CLTs) for ergodic averages of Markov chains is a fundamental problem in probability and its applications. Since the seminal work~\cite{MR834478}, a vast literature has emerged on the sufficient…

We analyse the metastable behaviour of the disordered Curie-Weiss-Potts (DCWP) model subject to a Glauber dynamics. The model is a randomly disordered version of the mean-field $q$-spin Potts model (CWP), where the interaction coefficients…

The mechanism of appearance of exponentially large number of metastable states in magnetic phases of disordered Ising magnets with short-range random exchange is suggested. It is based on the assumption that transitions into inhomogeneous…

In this paper, we consider the following nonlinear disordered Stark model: $${\bf i}\partial_tu_n+\delta(u_{n+1}+u_{n-1})+nu_n+v_nu_n+\epsilon |u_n|^{2}u_n=0,\quad n\in\mathbb{Z}.$$ By employing the diagonalization of the associated linear…

Non-asymptotic central limit theorem (CLT) rates play a central role in modern machine learning and operations research. In this paper, we study CLT rates for multivariate dependent data in Wasserstein-$p$ ($W_p$) distance, for general…

In this paper we study the functional central limit theorem for stationary Markov chains with self-adjoint operator and general state space. We investigate the case when the variance of the partial sum is not asymptotically linear in n; and…

We study the finite dimensional marginals of the Gibbs measure in the Hopfield model at low temperature when the number of patterns, $M$, is proportional to the volume with a sufficiently small proportionality constant $\a>0$. It is shown…

We consider the ferromagnetic q-state Potts model on a finite grid graph with non-zero external field and periodic boundary conditions. The system evolves according to Glauber-type dynamics described by the Metropolis algorithm, and we…

This paper, the second of a two-part series, presents a method for mean-field feedback stabilization of a swarm of agents on a finite state space whose time evolution is modeled as a continuous time Markov chain (CTMC). The resulting…

We consider "randomized" statistics constructed by using a finite number of observations a random field at randomly chosen points. We generalize the invariance principle (the functional CLT), the Glivenko--Cantelli theorem, the theorem…

We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…

In this paper, we explore the metastable behavior of the Glauber dynamics associated with the three-state Potts model with an asymmetrical external field at a low-temperature regime. The model exhibits three monochromatic configurations: a…