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Canonical distributions and phase transitions

K.B. Athreya, J.D.H. Smith (2000)

Discussiones Mathematicae Probability and Statistics

Entropy maximization subject to known expected values is extended to the case where the random variables involved may take on positive infinite values. As a result, an arbitrary probability distribution on a finite set may be realized as a canonical distribution. The Rényi entropy of the distribution arises as a natural by-product of this realization. Starting with the uniform distributionon a proper subset of a set, the canonical distribution of equilibriumstatistical mechanics may be used to exhibit...

Capacity bounds for the CDMA system and a neural network: a moderate deviations approach

Matthias Löwe, Franck Vermet (2009)

ESAIM: Probability and Statistics

We study two systems that are based on sums of weakly dependent Bernoulli random variables that take values ± 1 with equal probabilities. We show that already one step of the so-called soft decision parallel interference cancellation, used in the third generation of mobile telecommunication CDMA, is able to considerably increase the number of users such a system can host. We also consider a variant of the well-known Hopfield model of neural networks. We show that this variant proposed by Amari...

Cavity method in the spherical SK model

Dmitry Panchenko (2009)

Annales de l'I.H.P. Probabilités et statistiques

We develop a cavity method for the spherical Sherrington–Kirkpatrick model at high temperature and small external field. As one application we compute the limit of the covariance matrix for fluctuations of the overlap and magnetization.

Central Limit Theorem for Diffusion Processes in an Anisotropic Random Environment

Ernest Nieznaj (2005)

Bulletin of the Polish Academy of Sciences. Mathematics

We prove the central limit theorem for symmetric diffusion processes with non-zero drift in a random environment. The case of zero drift has been investigated in e.g. [18], [7]. In addition we show that the covariance matrix of the limiting Gaussian random vector corresponding to the diffusion with drift converges, as the drift vanishes, to the covariance of the homogenized diffusion with zero drift.

Characterization of equilibrium measures for critical reversible Nearest Particle Systems

Thomas Mountford, Li Wu (2008)

Open Mathematics

We show that for critical reversible attractive Nearest Particle Systems all equilibrium measures are convex combinations of the upper invariant equilibrium measure and the point mass at all zeros, provided the underlying renewal sequence possesses moments of order strictly greater than 7 + 41 2 and obeys some natural regularity conditions.

Choosing Hydrodynamic Fields

J. W. Dufty, J. J. Brey (2011)

Mathematical Modelling of Natural Phenomena

Continuum mechanics (e.g., hydrodynamics, elasticity theory) is based on the assumption that a small set of fields provides a closed description on large space and time scales. Conditions governing the choice for these fields are discussed in the context of granular fluids and multi-component fluids. In the first case, the relevance of temperature or energy as a hydrodynamic field is justified. For mixtures, the use of a total temperature and single...

Cluster continuous time random walks

Agnieszka Jurlewicz, Mark M. Meerschaert, Hans-Peter Scheffler (2011)

Studia Mathematica

In a continuous time random walk (CTRW), a random waiting time precedes each random jump. The CTRW model is useful in physics, to model diffusing particles. Its scaling limit is a time-changed process, whose densities solve an anomalous diffusion equation. This paper develops limit theory and governing equations for cluster CTRW, in which a random number of jumps cluster together into a single jump. The clustering introduces a dependence between the waiting times and jumps that significantly affects...

Clusters in middle-phase percolation on hyperbolic plane

Jan Czajkowski (2011)

Banach Center Publications

I consider p-Bernoulli bond percolation on transitive, nonamenable, planar graphs with one end and on their duals. It is known from [BS01] that in such a graph G we have three essential phases of percolation, i.e. 0 < p c ( G ) < p u ( G ) < 1 , where p c is the critical probability and p u -the unification probability. I prove that in the middle phase a.s. all the ends of all the infinite clusters have one-point boundaries in ∂ℍ². This result is similar to some results in [Lal].

Coarse-graining schemes and a posteriori error estimates for stochastic lattice systems

Markos A. Katsoulakis, Petr Plecháč, Luc Rey-Bellet, Dimitrios K. Tsagkarogiannis (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

The primary objective of this work is to develop coarse-graining schemes for stochastic many-body microscopic models and quantify their effectiveness in terms of a priori and a posteriori error analysis. In this paper we focus on stochastic lattice systems of interacting particles at equilibrium. The proposed algorithms are derived from an initial coarse-grained approximation that is directly computable by Monte Carlo simulations, and the corresponding numerical error is calculated using the...

Coexistence probability in the last passage percolation model is 6 - 8 log 2

David Coupier, Philippe Heinrich (2012)

Annales de l'I.H.P. Probabilités et statistiques

A competition model on 2 between three clusters and governed by directed last passage percolation is considered. We prove that coexistence, i.e. the three clusters are simultaneously unbounded, occurs with probability 6 - 8 log 2 . When this happens, we also prove that the central cluster almost surely has a positive density on 2 . Our results rely on three couplings, allowing to link the competition interfaces (which represent the borderlines between the clusters) to some particles in the multi-TASEP, and...

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