24 research outputs found
Gibbs-non-Gibbs transitions via large deviations: computable examples
We give new and explicitly computable examples of Gibbs-non-Gibbs transitions
of mean-field type, using the large deviation approach introduced in [4]. These
examples include Brownian motion with small variance and related diffusion
processes, such as the Ornstein-Uhlenbeck process, as well as birth and death
processes. We show for a large class of initial measures and diffusive dynamics
both short-time conservation of Gibbsianness and dynamical Gibbs-non-Gibbs
transitions
Variational description of Gibbs-non-Gibbs dynamical transitions for the Curie-Weiss model
We perform a detailed study of Gibbs-non-Gibbs transitions for the
Curie-Weiss model subject to independent spin-flip dynamics
("infinite-temperature" dynamics). We show that, in this setup, the program
outlined in van Enter, Fern\'andez, den Hollander and Redig can be fully
completed, namely that Gibbs-non-Gibbs transitions are equivalent to
bifurcations in the set of global minima of the large-deviation rate function
for the trajectories of the magnetization conditioned on their endpoint. As a
consequence, we show that the time-evolved model is non-Gibbs if and only if
this set is not a singleton for some value of the final magnetization. A
detailed description of the possible scenarios of bifurcation is given, leading
to a full characterization of passages from Gibbs to non-Gibbs -and vice versa-
with sharp transition times (under the dynamics Gibbsianness can be lost and
can be recovered).
Our analysis expands the work of Ermolaev and Kulske who considered zero
magnetic field and finite-temperature spin-flip dynamics. We consider both zero
and non-zero magnetic field but restricted to infinite-temperature spin-flip
dynamics. Our results reveal an interesting dependence on the interaction
parameters, including the presence of forbidden regions for the optimal
trajectories and the possible occurrence of overshoots and undershoots in the
optimal trajectories. The numerical plots provided are obtained with the help
of MATHEMATICA.Comment: Key words and phrases: Curie-Weiss model, spin-flip dynamics, Gibbs
vs. non-Gibbs, dynamical transition, large deviations, action integral,
bifurcation of rate functio
Short-time Gibbsianness for Infinite-dimensional Diffusions with Space-Time Interaction
We consider a class of infinite-dimensional diffusions where the interaction
between the components is both spatial and temporal. We start the system from a
Gibbs measure with finite-range uniformly bounded interaction. Under suitable
conditions on the drift, we prove that there exists such that the
distribution at time is a Gibbs measure with absolutely summable
interaction. The main tool is a cluster expansion of both the initial
interaction and certain time-reversed Girsanov factors coming from the
dynamics
Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction
General models of Gibbs Delaunay-Voronoi tessellations, which can be viewed as extensions of Ord's process, are considered. The interaction may occur on each cell of the tessellation and between neighbour cells. The tessellation may also be subjected to a geometric hardcore interaction, forcing the cells not to be too large, too small, or too flat. This setting, natural for applications, introduces some theoretical difficulties since the interaction is not necessarily hereditary. Mathematical results available for studying these models are reviewed and further outcomes are provided. They concern the existence, the simulation and the estimation of such tessellations. Based on these results, tools to handle these objects in practice are presented: how to simulate them, estimate their parameters and validate the fitted model. Some examples of simulated tessellations are studied in detail.Gibbs point process Random tessellations Stochastic geometry Pseudo-likelihood estimator Spatial statistics
Variational estimators for the parameters of Gibbs point process models
This paper proposes a new estimation technique for fitting parametric Gibbs point process models to a spatial point pattern dataset. The technique is a counterpart, for spatial point processes, of the variational estimators for Markov random fields developed by Almeida and Gidas. The estimator does not require the point process density to be hereditary, so it is applicable to models which do not have a conditional intensity, including models which exhibit geometric regularity or rigidity. The disadvantage is that the intensity parameter cannot be estimated: inference is effectively conditional on the observed number of points. The new procedure is faster and more stable than existing techniques, since it does not require simulation, numerical integration or optimization with respect to the parameters © 2013 ISI/BS