3 papers
math-ph2026
A contiguity approach to replica symmetric marginals
Ernesto Mordecki, Anas A. Rahman, Manuel Sáenz
We develop a probabilistic cavity-contiguity framework for proving replica-symmetric convergence of local marginals in mean-field Gibbs systems. The approach is based on cavity dec…
math.PR2024
Optimal stopping for Markov processes with positive jumps
Fabian Crocce, Ernesto Mordecki
Consider the discounted optimal stopping problem for a real valued Markov process with only positive jumps. We provide a theorem to verify that the optimal stopping region has the…
math.OC2024
Two sided ergodic singular control and mean field game for diffusions
Sören Christensen, Ernesto Mordecki, Facundo Oliú Eguren
In a probabilistic mean-field game driven by a linear diffusion an individual player aims to minimize an ergodic long-run cost by controlling the diffusion through a pair of -- inc…