Related papers: Expected Coalescence Time for a Nonuniform Allocat…
There is a lot of research on probabilistic transition systems. There are not many studies in probabilistic process models. The lack of investigation into the interactive aspect of probabilistic processes is mainly due to the difficulty…
We present a partial operator-theoretic characterization of approachability principle and based on this characterization, we interpret a particular distributed payoff allocation algorithm to be a sequence of time-varying paracontractions.…
We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…
We present a duality relation between two systems of coalescing random walks and an analogous duality relation between two systems of coalescing Brownian motions. Our results extends previous work in the literature and we apply it to the…
The paper considers a Cox process where the stochastic intensity function for the Poisson data model is itself a non-homogeneous Poisson process. We show that it is possible to obtain the marginal data process, namely a non-homogeneous…
We define a random-matrix ensemble given by the infinite-time covariance matrices of Ornstein-Uhlenbeck processes at different temperatures coupled by a Gaussian symmetric matrix. The spectral properties of this ensemble are shown to be in…
We present an approach that allows quantifying decoherence processes in an open quantum system subject to external time-dependent control. Interactions with the environment are modeled by a standard bosonic heat bath. We develop two…
Recently several authors studied the segregation of particles for a system composed of mono-dispersed inelastic spheres contained in a box divided by a wall in the middle. The system exhibited a symmetry breaking leading to an…
The execution time of programs is a key element in many areas of computer science, mainly those where achieving good performance (e.g., scheduling in cloud computing) or a predictable one (e.g., meeting deadlines in embedded systems) is the…
The statistics of edge-localised plasma instabilities (ELMs) in toroidal magnetically confined fusion plasmas are considered. From first principles, standard experimentally motivated assumptions are shown to determine a specific probability…
Consider a continuous-state branching population constructed as a flow of nested subordinators. Inverting the subordinators and reversing time give rise to a flow of coalescing Markov processes (with negative jumps) which correspond to the…
We present a coalescent process where three particles merge at each coagulation step. Using a random walk representation, we prove duality with a fragmentation process, whose fragmentation law we specify explicitly. Furthermore, we give a…
We introduce a concept of non-coherent evolution of macroscopic quantum systems. We show that for weakly interacting systems such evolution is a Markovian stochastic process. The transition rates between system states, which characterize…
Probability modelling for DNA sequence evolution is well established and provides a rich framework for understanding genetic variation between samples of individuals from one or more populations. We show that both classical and more recent…
In mathematical population genetics, it is well known that one can represent the genealogy of a population by a tree, which indicates how the ancestral lines of individuals in the population coalesce as they are traced back in time. As the…
In this paper we deal with the classical problem of random cover times. We investigate the distribution of the time it takes for a Poisson process of cylinders to cover a set $A \subset \mathbb{R}^d.$ This Poisson process of cylinders is…
Longitudinal molecular data of rapidly evolving viruses and pathogens provide information about disease spread and complement traditional surveillance approaches based on case count data. The coalescent is used to model the genealogy that…
Experiments with trapped atomic gases have opened novel possibilities for studying the evolution of nonequilibrium finite quantum systems, which revived the necessity of reconsidering and developing the theory of such processes. This review…
Mathematical and phenomenological arguments in favor of asymmetric time evolution of micro-physical states are presented.
We study the joint asymptotics of forward and backward processes of numbers of non-empty urns in an infinite urn scheme. The probabilities of balls hitting the urns are assumed to satisfy the conditions of regular decrease. We prove weak…