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We consider the discrete Hammersley-Aldous-Diaconis process (HAD) and the totally asymmetric simple exclusion process (TASEP) in Z. The basic coupling induces a multiclass process which is useful in discussing shock measures and other…
This work exhibits a novel phase transition for the classical stochastic block model (SBM). In addition we study the SBM in the corresponding near-critical regime, and find the scaling limit for the component sizes. The two-parameter…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
We introduce a framework that unifies quantum measurement dynamics, Hamiltonian dynamics, and double-bracket gradient flows. We do so by providing explicit expressions for stochastic Hamiltonians that produce state dynamics identical to…
We investigate the $\Lambda$-Seed-Bank-Wright-Fisher process, a model describing allele frequency dynamics in populations exhibiting both skewed offspring distributions and dormancy. By performing a change of measure, we condition this…
A two-types, discrete-time population model with finite, constant size is constructed, allowing for a general form of frequency-dependent selection and skewed offspring distribution. Selection is defined based on the idea that individuals…
We study valence fluctuations at finite temperatures in the extended periodic Anderson model, where the Coulomb interaction between conduction and localized $f$-electrons is taken into account, using dynamical mean-field theory combined…
We first prove some general results on pathwise uniqueness, comparison property and existence of nonnegative strong solutions of stochastic equations driven by white noises and Poisson random measures. The results are then used to prove the…
The multiplicative coalescent is a mean-field Markov process in which any pair of blocks coalesces at rate proportional to the product of their masses. In Aldous and Limic (1998) each extreme eternal version of the multiplicative coalescent…
The symmetric exclusion process and the voter model are two interacting particle systems for which a dual finite particle system allows one to characterize its invariant measures. Adding spontaneous births and deaths to the two processes…
An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding…
An important property of Kingman's coalescent is that, starting from a state with an infinite number of blocks, over any positive time horizon, it transitions into an almost surely finite number of blocks. This is known as `coming down from…
We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…
We study the Fleming-Viot particle process formed by N interacting continuous-time asymmetric random walks on the cycle graph, with uniform killing. We show that this model has a remarkable exact solvability, despite the fact that it is…
We study the quantum criticality of the phase transition between the Dirac semimetal and the excitonic insulator in two dimensions. Even though the system has a semimetallic ground state, there are observable effects of excitonic pairing at…
Time change is one of the most basic and very useful transformations for Markov processes. The time changed process can also be regarded as the trace of the original process on the support of the Revuz measure used in the time change. In…
The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…
We develop a likelihood-based inference for finite-state birth-death processes with composite birth rates, in which multiple distinct mechanisms contribute additively to the total birth intensity. Our main motivating example is an SIS…
We study coalescent processes conditional on the population pedigree under the exchangeable diploid bi-parental population model of \citet{BirknerEtAl2018}. While classical coalescent models average over all reproductive histories, thereby…
In this paper we discuss existence and uniqueness for a one-dimensional time inhomogeneous stochastic differential equation directed by an $\mathbb{F}$-semimartingale $M$ and a finite cubic variation process $\xi$ which has the structure…