Related papers: A Two-Parameter Family of Infinite-Dimensional Dif…
The present paper is devoted to the investigation of the long term behavior of a class of singular multi-dimensional diffusion processes that get absorbed in finite time with probability one. Our focus is on the analysis of quasi-stationary…
In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…
For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…
We consider a pair of one-parameter (alpha) families of generalized two-qubit determinantal Hilbert-Schmidt probability distributions, p_{alpha}(|rho^{PT}|) and q_{alpha}(|rho|), where rho is a 4 x 4 density matrix, rho^{PT}, its partial…
Conjugate pairs of distributions over infinite dimensional spaces are prominent in statistical learning theory, particularly due to the widespread adoption of Bayesian nonparametric methodologies for a host of models and applications. Much…
Diffusion models, which employ stochastic differential equations to sample images through integrals, have emerged as a dominant class of generative models. However, the rationality of the diffusion process itself receives limited attention,…
The dynamics of a freely diffusing particle in a two-dimensional channel with cross sectional area $A(x)$, can be effectively described by a one-dimensional diffusion equation under the action of a potential of mean force $U(x)=-k_BT\ln…
Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in [0,1]^\N: \sum_{i\ge 1} x_i=1\}$ with GEM…
We use an extension of the diagrammatic rules in random matrix theory to evaluate spectral properties of finite and infinite products of large complex matrices and large hermitian matrices. The infinite product case allows us to define a…
The 1/[-i\omega + D(\omega, q)q^2] diffusion pole in the localized phase transfers to the 1/\omega Berezinskii-Gorkov singularity, which can be analyzed by the instanton method (M V. Sadovskii, 1982; J. L. Cardy, 1978). Straightforward use…
The two parameter Poisson-Dirichlet Process (PDP), a generalisation of the Dirichlet Process, is increasingly being used for probabilistic modelling in discrete areas such as language technology, bioinformatics, and image analysis. There is…
The propagation of an initially localized excitation in one dimensional incommensurate, quasiperiodic and random systems is investigated numerically. It is discovered that the time evolution of variances $\sigma^2(t)$ of atom displacements…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…
This study reports on the evolution of the probability distribution in the configuration space of the two-dimensional Toda system. The distribution is characterized by singularities, which predominantly take two forms: double-cusped…
Theoretical expressions for the distribution of the ratio of consecutive level spacings for quantum systems with transiting dynamics remain unknown. We propose a family of one-parameter distributions $P(r)\equiv P(r;\beta)$, where…
We present a new method for extracting the persistence exponent theta for the diffusion equation, based on the distribution P of `sign-times'. With the aid of a numerically verified Ansatz for P we derive an exact formula for theta in…
A number of discrete time, finite population size models in genetics describing the dynamics of allele frequencies are known to converge (subject to suitable scaling) to a diffusion process in the infinite population limit, termed the…
We study transport in a one-dimensional boundary-driven Anderson insulator (the XX spin chain with onsite disorder) with randomly positioned onsite dephasing, observing a transition from diffusive to subdiffusive spin transport below a…