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Limit shapes of Gibbs distributions on the set of integer partitions : the expansive case

Michael M. Erlihson, Boris L. Granovsky (2008)

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

We find limit shapes for a family of multiplicative measures on the set of partitions, induced by exponential generating functions with expansive parameters, ak∼Ckp−1, k→∞, p>0, where C is a positive constant. The measures considered are associated with the generalized Maxwell–Boltzmann models in statistical mechanics, reversible coagulation–fragmentation processes and combinatorial structures, known as assemblies. We prove a central limit theorem for fluctuations of a properly scaled partition...

Limites réversibles et irréversibles de systèmes de particules.

Claude Bardos (2000/2001)

Séminaire Équations aux dérivées partielles

Il s’agit de comparer les différents résultats et théorèmes concernant dans un cadre essentiellement déterministe des systèmes de particules. Cela conduit à étudier la notion de hiérarchies d’équations et à comparer les modèles non linéaires et linéaires. Dans ce dernier cas on met en évidence le rôle de l’aléatoire. Ce texte réfère à une série de travaux en collaboration avec F. Golse, A. Gottlieb, D. Levermore et N. Mauser.

Limits of determinantal processes near a tacnode

Alexei Borodin, Maurice Duits (2011)

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

We study a Markov process on a system of interlacing particles. At large times the particles fill a domain that depends on a parameter ε > 0. The domain has two cusps, one pointing up and one pointing down. In the limit ε ↓ 0 the cusps touch, thus forming a tacnode. The main result of the paper is a derivation of the local correlation kernel around the tacnode in the transition regime ε ↓ 0. We also prove that the local process interpolates between the Pearcey process and the GUE minor process....

Long-range self-avoiding walk converges to α-stable processes

Markus Heydenreich (2011)

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

We consider a long-range version of self-avoiding walk in dimension d > 2(α ∧ 2), where d denotes dimension and α the power-law decay exponent of the coupling function. Under appropriate scaling we prove convergence to brownian motion for α ≥ 2, and to α-stable Lévy motion for α < 2. This complements results by Slade [J. Phys. A21 (1988) L417–L420], who proves convergence to brownian motion for nearest-neighbor self-avoiding walk in high dimension.

Low-variance direct Monte Carlo simulations using importance weights

Husain A. Al-Mohssen, Nicolas G. Hadjiconstantinou (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We present an efficient approach for reducing the statistical uncertainty associated with direct Monte Carlo simulations of the Boltzmann equation. As with previous variance-reduction approaches, the resulting relative statistical uncertainty in hydrodynamic quantities (statistical uncertainty normalized by the characteristic value of quantity of interest) is small and independent of the magnitude of the deviation from equilibrium, making the simulation of arbitrarily small deviations from equilibrium possible....

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