Golse, François

These lectures notes are aimed at introducing the reader to some recent mathematical tools and results for the mean-field limit in statistical dynamics. As a warm-up, lecture 1 reviews the approach to the mean-field limit in classical mechanics following the ideas of W. Braun, K. Hepp and R.L. Dobrushin, based on the notions of phase space empirica...

Pauwels, Edouard Putinar, Mihai Lasserre, Jean-Bernard

Spectral features of the empirical moment matrix constitute a resourceful tool for unveiling properties of a cloud of points, among which, density, support and latent structures. It is already well known that the empirical moment matrix encodes a great deal of subtle attributes of the underlying measure. Starting from this object as base of observa...

Bierkens, G.N.J.C. (author) Nyquist, Pierre (author) Schlottke, Mikola C. (author)

The zig-zag process is a piecewise deterministic Markov process in position and velocity space. The process can be designed to have an arbitrary Gibbs type marginal probability density for its position coordinate, which makes it suitable for Monte Carlo simulation of continuous probability distributions. An important question in assessing the effic...

Bobbia, Benjamin

Ces travaux concernent l'estimation de quantiles extrêmes conditionnels. Plus précisément, l'estimation de quantiles d'une distribution réelle en fonction d'une covariable de grande dimension. Pour effectuer une telle estimation, nous présentons un modèle, appelé modèle des queues proportionnelles. Ce modèle est étudié à l'aide de méthodes de coupl...

Li, Mengda

This article discusses the convergence of iterated random empirical measures. The result could be served as an alternative modelization of Sampling Importance Resampling. Traditionally, Sampling Importance Resampling is modelized with conditioning. An analysis of convergence modelized by random measures is given here.

Liu, Yating Pagès, Gilles

We study the convergence rate of the optimal quantization for a probability measure sequence (µn) n∈N* on R^d converging in the Wasserstein distance in two aspects: the first one is the convergence rate of optimal quantizer x (n) ∈ (R d) K of µn at level K; the other one is the convergence rate of the distortion function valued at x^(n), called the...

Golse, François Paul, Thierry

In this paper, we define a quantum analogue of the notion of empirical measure in the classical mechanics of $N$-particle systems. We establish an equation governing the evolution of our quantum analogue of the $N$-particle empirical measure, and we prove that this equation contains the Hartree equation as a special case. Our main application of th...

Dedecker, Jérôme Merlevède, Florence

We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p ∈ [1, ∞) between the empirical measure of independent and identically distributed R d-valued random variables and the common distribution of the variables. We only assume the existence of a (strong or weak) moment of order rp for ...

Chazottes, J.-R. Collet, P. Redig, F.
Published in
Journal of Statistical Physics

We consider Gibbs measures on the configuration space SZd\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$S^{{\mathbb {Z}}^d}$$\end{document}, where mostly d≥2\documentc...

Golse, François

This course explains how the usual mean field evolution partial differential equations (PDEs) in Statistical Physics - such as the Vlasov-Poisson system, the vorticity formulation of the two-dimensional Euler equation for incompressible fluids, or the time-dependent Hartree equation in quantum mechanics - can be rigorously derived from first princi...