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This paper studies multivariate nonparametric change point localization and inference problems. The data consists of a multivariate time series with potentially short range dependence. The distribution of this data is assumed to be…

In this paper, we consider the relationship between phase-type distributions and positive systems through practical examples. Phase-type distributions, commonly used in modelling dynamic systems, represent the temporal evolution of a set of…

统计方法学 · 统计学 2024-08-20 Luz Judith Rodríguez Esparza , Fernando Baltazar Larios

The aim of this work is to implement a statistical mechanics theory of social interaction, generalizing econometric discrete choice models. A class of simple mean field discrete models is introduced and discussed both from the theoretical…

物理与社会 · 物理学 2008-11-20 Ignacio Gallo , Adriano Barra , Pierluigi Contucci

We study the fixed point problem for a system of multivariate operators that are coordinate-wise monotone (i.e., nondecreasing or nonincreasing in each of the variables, independently), in the setting of quasi-ordered sets. We show that…

一般拓扑 · 数学 2012-09-03 Mircea-Dan Rus

Although real-world complex systems typically interact through sparse and heterogeneous networks, analytic solutions of their dynamics are limited to models with all-to-all interactions. Here, we solve the dynamics of a broad range of…

无序系统与神经网络 · 物理学 2025-01-28 Fernando L. Metz

System state estimation constitutes a key problem in several applications involving multi-agent system architectures. This rests upon the estimation of the state of each agent in the group, which is supposed to access only relative…

系统与控制 · 电气工程与系统科学 2021-07-16 Marco Fabris , Giulia Michieletto , Angelo Cenedese

Neural network dynamics emerge from the interaction of spiking cells. One way to formulate the problem is through a theoretical framework inspired by ideas coming from statistical physics, the so-called mean-field theory. In this document,…

偏微分方程分析 · 数学 2020-11-11 Grégory Dumont , Pierre Gabriel

In this paper, we study the existence of the random fixed points under mild continuity assumptions. The main theorems consider the almost lower semicontinuous operators defined on Frechet spaces and also operators having properties weaker…

概率论 · 数学 2013-12-02 Monica Patriche

Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…

概率论 · 数学 2025-03-04 Pierre Monmarché

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

最优化与控制 · 数学 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

We study interacting particle systems of Kuramoto-type. Our focus is on the dynamical relation between the partial differential equation (PDE) arising in the continuum limit (CL) and the one obtained in the mean-field limit (MFL). Both…

动力系统 · 数学 2025-11-07 Christian Kuehn , Giacomo Landi

A multilevel network is defined as the junction of two interaction networks, one level representing the interactions between individuals and the other the interactions between organizations. The levels are linked by an affiliation…

统计方法学 · 统计学 2023-12-04 Saint-Clair Chabert-Liddell , Pierre Barbillon , Sophie Donnet , Emmanuel Lazega

In all local low-dimensional models, scaling at critical points deviates from mean field behavior -- with one possible exception. This exceptional model with ``ordinary" behavior is an inherently non-equilibrium model studied some time ago…

统计力学 · 物理学 2022-02-16 Peter Grassberger

Multistability is a phenomenon prevalent in many natural systems. In climate, for example, it allows the possibility of irreversible consequences on planetary scale as a result of climate change. Indeed, a climate ``tipping element'' is a…

大气与海洋物理 · 物理学 2026-04-14 George Datseris , Johannes Lohmann , Oisín Hamilton , Jacob Haqq-Misra

The evolution of the two-point functions of autonomous one-dimensional single-species reaction-diffusion systems with nearest-neighbor interaction and translationally-invariant initial conditions is investigated. It is shown that the…

统计力学 · 物理学 2007-05-23 Amir Aghamohammadi , Mohammad Khorrami

We study multiple change-points detection using multi-samples tests based on U-statistics for absolutely regular observations. Our results extend those of Ngatchou-Wandji et al. (2022) concerned with the study of one single changepoint. The…

统计理论 · 数学 2025-11-25 Joseph Ngatchou-Wandji , Echarif Elharfaoui , Michel Harel

This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…

The fixed-point structure of three-dimensional bond-disordered Ising models is investigated using the numerical domain-wall renormalization-group method. It is found that, in the +/-J Ising model, there exists a non-trivial fixed point…

无序系统与神经网络 · 物理学 2009-10-31 Koji Hukushima

We study the complexity of sampling from the stationary distribution of a mean-field SDE, or equivalently, the complexity of minimizing a functional over the space of probability measures which includes an interaction term. Our main insight…

统计理论 · 数学 2024-07-08 Yunbum Kook , Matthew S. Zhang , Sinho Chewi , Murat A. Erdogdu , Mufan Bill Li

Mean-field equations have been developed recently to approximate the dynamics of the Deffuant model of opinion formation. These equations can describe both fully-mixed populations and the case where individuals interact only along edges of…

物理与社会 · 物理学 2022-10-14 Alina Dubovskaya , Susan C. Fennell , Kevin Burke , James P. Gleeson , Doireann O'Kiely