Related papers: Infinite-dimensional diffusions as limits of rando…
We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale invariant. Abstract stochastic calculus immediately gives us…
We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…
In this paper a new dissimilarity measure to identify groups of assets dynamics is proposed. The underlying generating process is assumed to be a diffusion process solution of stochastic differential equations and observed at discrete time.…
We propose a rumor propagation model in which individuals within a homogeneously mixed population can assume one of infinitely many possible states. To analyze this model, we extend the classical law of large numbers for density-dependent…
We propose a variety of models of random walk, discrete in space and time, suitable for simulating stable random variables of arbitrary index $\alpha$ ($0< \alpha \le 2$), in the symmetric case. We show that by properly scaled transition to…
We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…
We show that the chaos representation of some Compound Poisson Type processes displays an underlying intrinsic combinatorial structure, partly independent of the chosen process. From the computational viewpoint, we solve the arising…
We consider the infinite symmetric group and its infinite index subgroup given as the stabilizer subgroup of one element under the natural action on a countable set. This inclusion of discrete groups induces a hyperfinite subfactor for each…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
We explain the relation between certain random tiling models and interacting particle systems belonging to the anisotropic KPZ (Kardar-Parisi-Zhang) universality class in 2+1-dimensions. The link between these two \emph{a priori} disjoint…
The KPZ fixed point is a scaling invariant Markov process which arises as the universal scaling limit of a broad class of models of random interface growth in one dimension, the one-dimensional KPZ universality class. In this survey we…
Diffusion models have achieved huge empirical success in data generation tasks. Recently, some efforts have been made to adapt the framework of diffusion models to discrete state space, providing a more natural approach for modeling…
In this paper, we first show that for a countable family of random elements taking values in a partially ordered Polish space (POP), association (both positive and negative) of all finite dimensional marginals implies that of the infinite…
Exclusive diffusion on a one-dimensional lattice is studied. In the model particles hop stochastically into both directions with different rates. At the ends of the lattice particles are injected and removed. The exact stationary…
We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…
This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
We give an account of matter and (basically) a solution of a new class of problems synthesizing percolation theory and branching diffusion processes. They led us to realizing a novel type of stochastic processes, namely branching processes…
The aim of this paper is two-fold: First, we obtain a better understanding of the intrinsic distance of diffusion processes. Precisely, (i) for all $n\ge1$, the diffusion matrix $A$ is weak upper semicontinuous on $\Omega$ if and only if…
A homogenization problem of infinite dimensional diffusion processes indexed by ${\mathbf Z}^d$ having periodic drift coefficients is considered. By an application of the uniform ergodic theorem for infinite dimensional diffusion processes…