相关论文: Broad Histogram Method

We extend the use of random evolving sets to time-varying conductance models and utilize it to provide tight heat kernel upper bounds. It yields the transience of any uniformly lazy random walk, on Z^d, d>=3, equipped with uniformly bounded…

One of the standardized features of financial data is that log-returns are uncorrelated, but absolute log-returns or their squares namely the fluctuating volatility are correlated and is characterized by heavy tailed in the sense that some…

A nanowire with its two ends fixed at two different temperatures by external baths is the simplest example of a fermionic system with a temperature inhomogeneity, and could be an easy platform to study thermodynamic and transport properties…

It is well known that the spectral form factor (SFF) of a possibly degenerate many-body Hamiltonian can be identified with a planar random walk taking steps of unequal length. In this paper we push this identification further and propose to…

We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…

We consider a diffusion process under a local weak H\"{o}rmander condition on the coefficients. We find Gaussian estimates for the density in short time and exponential lower and upper bounds for the probability that the diffusion remains…

Low-rank tensor models are widely used in statistics. However, most existing methods rely heavily on the assumption that data follows a sub-Gaussian distribution. To address the challenges associated with heavy-tailed distributions…

The dynamics of temperature fluctuations of a gas of Brownian particles in local equilibrium with a nonequilibrium heat bath, are described using an approach consistent with Boltzmann-Gibbs statistics (BG). We use mesoscopic nonequilibrium…

We analyze the dynamics of a Brownian gas in contact with a heat bath in which large temperature fluctuations occur. There are two distinct time scales present, one describes the decay of the fluctuations in the temperature and the other…

Phase transitions are ubiquitous across life, yet hard to quantify and describe accurately. In this work, we develop an approach for characterizing generic attributes of phase transitions from very limited observations made deep within…

Using the Swendsen and Wang algorithm, high accuracy Monte Carlo simulations were performed to study the concentration dependence of the Curie temperature in binary, ferromagnetic Ising systems on the simple-cubic lattice. Our results are…

In this paper we define distance expanding random dynamical systems. We develop the appropriate thermodynamic formalism of such systems. We obtain in particular the existence and uniqueness of invariant Gibbs states, the appropriate…

Based on a novel dynamic Whittle likelihood approximation for locally stationary processes, a Bayesian nonparametric approach to estimating the time-varying spectral density is proposed. This dynamic frequency-domain based likelihood…

We consider statistical inference in factor analysis for ergodic and non-ergodic diffusion processes from discrete observations. Factor model based on high frequency time series data has been mainly discussed in the field of high…

A systematic investigation of the microscopic conditions stabilizing itinerant ferromagnetism of correlated electrons in a single-band model is presented. Quantitative results are obtained by quantum Monte Carlo simulations for a model with…

Let $\Gamma$ be a countable discrete group, $H$ a lcsc totally disconnected group and $\rho : \Gamma \rightarrow H$ a homomorphism with dense image. We develop a general and explicit technique which provides, for every compact open subgroup…

Our previous works have shown the statistical mechanics of self-gravitating system. In this paper, we will show its thermodynamics and compare our results with observations and simulations. We propose that our statistical mechanics can be…

We introduce a deductive statistical mechanics approach for granular materials which is formally built from few realistic physical assumptions. The main finding is an universal behavior for the distribution of the density fluctuations. Such…

Datasets with extreme observations and/or heavy-tailed error distributions are commonly encountered and should be analyzed with careful consideration of these features from a statistical perspective. Small deviations from an assumed model,…

We expand the ergodic theory developed by Furstenberg and Hochman on dynamical systems that are obtained from magnifications of measures. We prove that any fractal distribution in the sense of Hochman is generated by a uniformly scaling…