Cover Image

Coupled Ising-Potts Model: Rich Sets of Critical Temperatures and Translation-Invariant Gibbs Measures

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Haydarov, F. H., Omirov, B. A., Rozikov, U. A.
Format:	Preprint
Published:	2025
Subjects:	Functional Analysis Probability 60G57
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Non-Gibbsian Multivariate Ewens Probability Distributions on Regular Trees
by: Haydarov, F. H., et al.
Published: (2025)

Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
by: Tappe, Stefan
Published: (2019)

Karhunen-Loève expansion of Random Measures
by: Vergara, Ricardo Carrizo
Published: (2022)

Mixing rates for linear operators under infinitely divisible measures on Banach spaces
by: Mau, Camille, et al.
Published: (2025)

Non-Linear Generalization of the DLR Equations: $q$-Specifications and $q$-Equilibrium Measures
by: Haydarov, F. H., et al.
Published: (2026)

First order equation on random measures as superposition of weak solutions to the McKean-Vlasov equation
by: Pinzi, Alessandro
Published: (2025)

Fourier dimension of imaginary Gaussian multiplicative chaos
by: Bonnefont, Benjamin, et al.
Published: (2025)

Massive Particle Systems, Wasserstein Brownian Motions, and the Dean-Kawasaki Equation
by: Schiavo, Lorenzo Dello
Published: (2024)

Lévy measures on Banach spaces
by: van Neerven, Jan, et al.
Published: (2024)

Stochastic analysis for the Dirichlet--Ferguson process
by: Last, Günter, et al.
Published: (2026)

Coagulation-Fragmentation Duality of Infinitely Exchangeable Partitions from Coupled Mixed Poisson Species Sampling Models
by: James, Lancelot F.
Published: (2025)

Green Measures for a Class of non-Markov Processes
by: Suryawan, Herry Pribawanto, et al.
Published: (2024)

Some Spatial Point Processes of Poisson Family
by: Vishwakarma, Pradeep
Published: (2026)

Yamada-Watanabe uniqueness results for SPDEs driven by Wiener and pure jump processes
by: Fahim, Kistosil, et al.
Published: (2025)

Orthogonal Dice
by: Bastian, Caleb Deen, et al.
Published: (2020)

Decomposition of an $ L^{1}(T) $-bounded martingale and Applications in Riesz spaces
by: Niouar, Mounsif, et al.
Published: (2024)

Cylindrical Martingale-Valued Measures, Stochastic Integration and SPDEs
by: Cambronero, Santiago, et al.
Published: (2023)

Invariance of closed convex cones for stochastic partial differential equations
by: Tappe, Stefan
Published: (2019)

Flatness of invariant manifolds for stochastic partial differential equations driven by Lévy processes
by: Tappe, Stefan
Published: (2019)

Foundations of the theory of semilinear stochastic partial differential equations
by: Tappe, Stefan
Published: (2019)

The Itô integral with respect to an infinite dimensional Lévy process: A series approach
by: Tappe, Stefan
Published: (2019)

Superpositions of CARMA processes
by: Grahovac, Danijel, et al.
Published: (2026)

Sharp weighted norm estimates for martingale square functions
by: Chen, Wei, et al.
Published: (2026)

Absolute continuity of non-Gaussian and Gaussian multiplicative chaos measures
by: Kim, Yujin H., et al.
Published: (2024)

Invariant transports of stationary random measures: asymptotic variance, hyperuniformity, and examples
by: Klatt, Michael A., et al.
Published: (2025)

Set-valued stochastic integrals for convoluted Lévy processes
by: Xia, Weixuan
Published: (2023)

Transport equation driven by a stochastic measure
by: Radchenko, Vadym
Published: (2024)

Itô's Formula for the Rearranged Stochastic Heat Equation
by: Delarue, François, et al.
Published: (2024)

Poisson imbedding meets the Clark-Ocone formula
by: Hillairet, Caroline, et al.
Published: (2024)

Extremal properties of the random walk local time
by: Biskup, Marek
Published: (2025)

Fractional Poisson Random Fields on $\mathbb{R}^2_+$
by: Kataria, K. K., et al.
Published: (2024)

Sharp supremum and Hölder bounds for stochastic integrals indexed by a parameter
by: Cox, Sonja, et al.
Published: (2024)

Global Martingale Entropy Solutions to the Stochastic Isentropic Euler Equations
by: Chen, Gui-Qiang G., et al.
Published: (2025)

Gaussian structure in coalescing stochastic flows
by: Dorogovtsev, A. A., et al.
Published: (2021)

A duality method in prediction theory of multivariate stationary sequences
by: Frank, Michael, et al.
Published: (2001)

Nested superposition principle for random measures and the geometry of the Wasserstein on Wasserstein space
by: Pinzi, Alessandro, et al.
Published: (2025)

On Optimal Markovian Couplings of Levy Processes
by: Kang, Wei Yang, et al.
Published: (2025)

Markov Processes and Stochastic Extrinsic Derivative Flows on the Space of Absolutely Continuous Measures
by: Ren, Panpan, et al.
Published: (2024)

Almost sure growth of integrated supOU processes
by: Grahovac, Danijel, et al.
Published: (2024)

Fractal uncertainty principle for random Cantor sets
by: Han, Xiaolong, et al.
Published: (2024)