Related papers: Infinite-dimensional diffusions as limits of rando…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
For a $d$-dimensional log-concave distribution $\pi(\theta) \propto e^{-f(\theta)}$ constrained to a convex body $K$, the problem of outputting samples from a distribution $\nu$ which is $\varepsilon$-close in infinity-distance…
We study the limit behaviour of a class of random walk models taking values in the $d$-dimensional unit standard simplex, $d\ge 1$, defined as follows. From an interior point $z$, the process chooses one of the $d+1$ vertices of the…
We study the deterministic diffusion coefficient of the two-dimensional periodic Lorentz gas as a function of the density of scatterers. Results obtained from computer simulations are compared to the analytical approximation of Machta and…
Consider a graph where the sites are distributed in space according to a Poisson point process on $\mathbb R^n$. We study a population evolving on this network, with individuals jumping between sites with a rate which decreases…
The behavior of the self diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare…
Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…
Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…
The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<\alpha<1, \theta>-\alpha$. The parameters $\alpha$ and $\theta$ correspond to the…
We study the averaging of a diffusion process living in a simplex $K$ of $\mathbb R^n$, $n\ge 1$. We assume that its infinitesimal generator can be decomposed as a sum of two generators corresponding to two distinct timescales and that the…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
We study potentially observable consequences of spatiotemporal discreteness for the motion of massive and massless particles. First we describe some simple intrinsic models for the motion of a massive point particle in a fixed causal set…
Focusing on hybrid diffusion dynamics involving continuous dynamics as well as discrete events, this article investigates the explicit approximations for nonlinear switching diffusion systems modulated by a Markov chain. Different kinds of…
Long DNA molecules can be mapped by cutting them with restriction enzymes inside a narrow channel. Once cut, the individual fragments thus produced move away from each other due to diffusion and entropic effects. We investigate how long it…
We explicitly construct the series expansion for a certain class of solutions to the 2D Toda hierarchy in the zero dispersion limit, which we call symmetric solutions. We express the Taylor coefficients through some universal combinatorial…
We study the distribution of dynamical quantities in various one-dimensional, disordered models the critical behavior of which is described by an infinite randomness fixed point. In the {\it disordered contact process}, the quenched…
The two-parameter Poisson-Dirichlet diffusion takes values in the infinite ordered simplex and extends the celebrated infinitely-many-neutral-alleles model, having a two-parameter Poisson-Dirichlet stationary distribution. Here we identify…
The paper deals with the z-measures on partitions with the deformation (Jack) parameters 2 or 1/2. We provide a detailed explanation of the representation-theoretic origin of these measures, and of their role in the harmonic analysis on the…
We couple projective limits of probability measures to direct limits of their symmetry groups. We show that the direct limit group is the group of symmetries of the projective limit probability measure. If projective systems of probability…
We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…