Diffusive and Super-Diffusive Limits for Random Walks and Diffusions with Long Memory

We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field, modelling the motion of a particle suspended in time-stationary incompressible turbulent flow. The second class consists of self-repelling random diffusions, where the diffusing particle is pushed by the negative gradient of its own occupation time measure towards regions less visited in the past. We establish normal diffusion (with square-root-of-time scaling and Gaussian limiting distribution) in three and more dimensions and typically anomalously fast diffusion in low dimensions (typically, one and two). Results are quoted from various papers published between 2012-2018, with some hints to the main ideas of the proofs. No technical details are presented here.Comment: ICM-2018 Probability Section tal

Marginal densities of the "true" self-repelling motion

Let X(t) be the true self-repelling motion (TSRM) constructed by B.T. and Wendelin Werner in 1998, L(t,x) its occupation time density (local time) and H(t):=L(t,X(t)) the height of the local time profile at the actual position of the motion. The joint distribution of (X(t),H(t)) was identified by B.T. in 1995 in somewhat implicit terms. Now we give explicit formulas for the densities of the marginal distributions of X(t) and H(t). The distribution of X(t) has a particularly surprising shape: It has a sharp local minimum with discontinuous derivative at 0. As a consequence we also obtain a precise version of the large deviation estimate of arXiv:1105.2948v3.Comment: 20 pages, 7 figure

QCD finite T transition -- Comparison between Wilson and staggered results

A quantitative comparison between the finite temperature behaviour of the staggered and Wilson fermion formulations are performed. The comparison is based on a physical quantity that is expected to be quite sensitive to the fermionic features of the action. For that purpose we use the height of the peak for $d\chi_s/dT$, where $\chi_s$ is the quark number susceptibility.Comment: 6 pages. Talk presented at Lattice 200

Cluster growth in the dynamical Erd\H{o}s-R\'{e}nyi process with forest fires

We investigate the growth of clusters within the forest fire model of R\'{a}th and T\'{o}th [22]. The model is a continuous-time Markov process, similar to the dynamical Erd\H{o}s-R\'{e}nyi random graph but with the addition of so-called fires. A vertex may catch fire at any moment and, when it does so, causes all edges within its connected cluster to burn, meaning that they instantaneously disappear. Each burned edge may later reappear. We give a precise description of the process $C_t$ of the size of the cluster of a tagged vertex, in the limit as the number of vertices in the model tends to infinity. We show that $C_t$ is an explosive branching process with a time-inhomogeneous offspring distribution and instantaneous return to $1$ on each explosion. Additionally, we show that the characteristic curves used to analyse the Smoluchowski-type coagulation equations associated to the model have a probabilistic interpretation in terms of the process $C_t$.Comment: 31 page

Statistical mechanical systems on complete graphs, infinite exchangeability, finite extensions and a discrete finite moment problem

We show that a large collection of statistical mechanical systems with quadratically represented Hamiltonians on the complete graph can be extended to infinite exchangeable processes. This extends a known result for the ferromagnetic Curie--Weiss Ising model and includes as well all ferromagnetic Curie--Weiss Potts and Curie--Weiss Heisenberg models. By de Finetti's theorem, this is equivalent to showing that these probability measures can be expressed as averages of product measures. We provide examples showing that ``ferromagnetism'' is not however in itself sufficient and also study in some detail the Curie--Weiss Ising model with an additional 3-body interaction. Finally, we study the question of how much the antiferromagnetic Curie--Weiss Ising model can be extended. In this direction, we obtain sharp asymptotic results via a solution to a new moment problem. We also obtain a ``formula'' for the extension which is valid in many cases.Comment: Published at http://dx.doi.org/10.1214/009117906000001033 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Improvements of Hungarian Hidden Markov Model-based text-to-speech synthesis

Statistical parametric, especially Hidden Markov Model-based, text-to-speech (TTS) synthesis has received much attention recently. The quality of HMM-based speech synthesis approaches that of the state-of-the-art unit selection systems and possesses numerous favorable features, e.g. small runtime footprint, speaker interpolation, speaker adaptation. This paper presents the improvements of a Hungarian HMM-based speech synthesis system, including speaker dependent and adaptive training, speech synthesis with pulse-noise and mixed excitation. Listening tests and their evaluation are also described