arXiv subjects

Frédéric Ouimet

Publications and source records attributed to Frédéric Ouimet.

76 records · Page 5Linked to original sources

arXiv2018

Poisson-Dirichlet statistics for the extremes of a randomized Riemann zeta function

In Arguin & Tai (2018), the authors prove the convergence of the two-overlap distribution at low temperature for a randomized Riemann zeta function on the critical line. We extend their results to prove the Ghirlanda-Guerra identities. As a consequence, we find the joint law of the overlaps under the limiting mean Gibbs measure in terms of Poisson-Dirichlet variables. It is expected that we can adapt the approach to prove the same result for the Riemann zeta function itself.

math.PR↗

arXiv2018

Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex

Let $d\in \mathbb{N}$ and let $γ_i\in [0,\infty)$, $x_i\in (0,1)$ be such that $\sum_{i=1}^{d+1} γ_i = M\in (0,\infty)$ and $\sum_{i=1}^{d+1} x_i = 1$. We prove that \begin{equation*} a \mapsto \frac{Γ(aM + 1)}{\prod_{i=1}^{d+1} Γ(a γ_i + 1)} \prod_{i=1}^{d+1} x_i^{aγ_i} \end{equation*} is completely monotonic on $(0,\infty)$. This result generalizes the one found by Alzer (2018) for binomial probabilities ($d=1$). As a consequence of the log-convexity, we obtain some combinatorial inequalities for multinomial coefficients. We also show how the main result can be used to derive asymptotic formulas for quantities of interest in the context of statistical density estimation based on Bernstein polynomials on the $d$-dimensional simplex.

math.PR↗

arXiv2017

Geometry of the Gibbs measure for the discrete 2D Gaussian free field with scale-dependent variance

We continue our study of the scale-inhomogeneous Gaussian free field introduced in Arguin and Ouimet (2016). Firstly, we compute the limiting free energy on V_N and adapt a technique of Bovier and Kurkova (2004b) to determine the limiting two-overlap distribution. The adaptation was already successfully applied in the simpler case of Arguin and Zindy (2015), where the limiting free energy was computed for the field with two levels (in the center of V_N) and the limiting two-overlap distribution was determined in the homogeneous case. Our results agree with the analogous quantities for the Generalized Random Energy Model (GREM); see Capocaccia et al. (1987) and Bovier and Kurkova (2004a), respectively. Secondly, we show that the extended Ghirlanda-Guerra identities hold exactly in the limit. As a corollary, the limiting array of overlaps is ultrametric and the limiting Gibbs measure has the same law as a Ruelle probability cascade.

math.PR↗

arXiv2016

Extremes of the two-dimensional Gaussian free field with scale-dependent variance

In this paper, we study a random field constructed from the two-dimensional Gaussian free field (GFF) by modifying the variance along the scales in the neighborhood of each point. The construction can be seen as a local martingale transform and is akin to the time-inhomogeneous branching random walk. In the case where the variance takes finitely many values, we compute the first order of the maximum and the log-number of high points. These quantities were obtained by Bolthausen, Deuschel and Giacomin (2001) and Daviaud (2006) when the variance is constant on all scales. The proof relies on a truncated second moment method proposed by Kistler (2015), which streamlines the proof of the previous results. We also discuss possible extensions of the construction to the continuous GFF.

math.PR↗