相关论文: Bryc's random fields: the existence and distributi…

The present paper has two goals. First to present a natural example of a new class of random fields which are the variable neighborhood random fields. The example we consider is a partially observed nearest neighbor binary Markov random…

We consider the time evolution of a lattice branching random walk with local perturbations. Under certain conditions, we prove the Carleman type estimation for the moments of a particle subpopulation number and show the existence of a…

We introduce a class of Kac-like kinetic equations on the real line, with general random collisional rules, which include as particular cases models for wealth redistribution in an agent-based market or models for granular gases with a…

Gibbs random fields corresponding to systems of real-valued spins (e.g. systems of interacting anharmonic oscillators) indexed by the vertices of unbounded degree graphs with a certain summability property are constructed. It is proven that…

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be…

The purpose of this work is to expand and clarify the concept of the class of Gibbs random fields and give its structure the form accepted in the theory of random processes. It is possible thanks to the proposed purely probabilistic…

I give a highly selective overview of the way statistical mechanics explains the microscopic origins of the time asymmetric evolution of macroscopic systems towards equilibrium and of first order phase transitions in equilibrium. These…

Linear systems under the influence of nonlinear and random linear perturbations, and with random initial and boundary conditions, are discussed. The notion of states of a system is substituted by the notion of the generating vectors for…

Phase transitions with spontaneous symmetry breaking are expected for group field theories as a basic feature of the geometogenesis scenario. The following paper aims to investigate the equilibrium phase for group field theory by using the…

We consider random rooted maps without regard to their genus, with fixed large number of edges, and address the problem of limiting distributions for six different parameters: vertices, leaves, loops, root edges, root isthmus, and root…

Let $X$, $B$ and $Y$ be three Dirichlet, Bernoulli and beta independent random variables such that $X\sim \mathcal{D}(a_0,...,a_d),$ such that $\Pr(B=(0,...,0,1,0,...,0))=a_i/a$ with $a=\sum_{i=0}^da_i$ and such that $Y\sim \beta(1,a).$ We…

A consistent local approach to the study of interacting relativistic fermion systems with a condensation of bare particles in its ground or vacuum state, which may has a finite matter density, is developed. The attention is payed to some of…

We study the typical profiles of a one dimensional random field Kac model, for values of the temperature and magnitude of the field in the region of the two absolute minima for the free energy of the corresponding random field Curie Weiss…

Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use of dissipative conditions. Dealing with "pure delay" systems…

In this paper we study the convergence in distribution and the local limit theorem for the partial sums of linear random fields with i.i.d. innovations that have infinite second moment and belong to the domain of attraction of a stable law…

This thesis is devoted to the application of random matrix theory to the study of random surfaces, both discrete and continuous; special emphasis is placed on surface boundaries and the associated boundary conditions in this formalism. In…

We ask if it is possible to find some particular continuous paths of unit length in linear Brownian motion. Beginning with a discrete version of the problem, we derive the asymptotics of the expected waiting time for several interesting…

In $M$-estimation under standard asymptotics, the weak convergence combined with the polynomial type large deviation estimate of the associated statistical random field Yoshida (2011) provides us with not only the asymptotic distribution of…

We study the conditional distribution of low-dimensional projections from high-dimensional data, where the conditioning is on other low-dimensional projections. To fix ideas, consider a random d-vector Z that has a Lebesgue density and that…

A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the…