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These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…

Statistics Theory · Mathematics 2026-04-27 Eddie Aamari , Arthur Stéphanovitch

In this paper, we employ Markov process theory to prove asymptotic results for a class of stochastic processes which arise as solutions of a stochastic evolution inclusion and are given by the representation formula \begin{align*}…

Probability · Mathematics 2018-01-23 Alexander Nerlich

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous approaches to this problem are only applicable to certain types…

Methodology · Statistics 2023-03-09 Graeme Auld , Ioannis Papastathopoulos

The tendency of irreversible processes to generate entropy is the ultimate driving force for the evolution of nature. In engineering, entropy production is often used as a measure of usable energy losses. In this study we show that the…

Geophysics · Physics 2018-10-30 Yi Yang , Stefan Bruns , Susan Stipp , Henning Sørensen

In this paper we extend the framework of evolutionary inspection game put forward recently by the author and coworkers to a large class of conflict interactions dealing with the pressure executed by the major player (or principal) on the…

Optimization and Control · Mathematics 2022-05-03 Vassili Kolokoltsov

The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…

Applications · Statistics 2007-08-14 K. Balaji Rao

Community assembly is studied using individual-based multispecies models. The models have stochastic population dynamics with mutation, migration, and extinction of species. Mutants appear as a result of mutation of the resident species,…

Populations and Evolution · Quantitative Biology 2010-05-18 Yohsuke Murase , Takashi Shimada , Nobuyasu Ito , Per Arne Rikvold

Rock-scissors-paper game, as the simplest model of intransitive relation between competing agents, is a frequently quoted model to explain the stable diversity of competitors in the race of surviving. When increasing the number of…

Physics and Society · Physics 2019-05-21 D. Bazeia , B. F. de Oliveira , A. Szolnoki

The processes of ecological interactions, dispersal and mutations shape the dynamics of biological communities, and analogous eco-evolutionary processes acting upon economic entities have been proposed to explain economic change. This…

Econometrics · Economics 2023-01-24 Victor Boussange , Didier Sornette , Heike Lischke , Loïc Pellissier

In analogy to Brownian computers we explicitly show how to construct stochastic models, which mimic the behaviour of a general purpose computer (a Turing machine). Our models are discrete state systems obeying a Markovian master equation,…

Statistical Mechanics · Physics 2015-10-13 Philipp Strasberg , Javier Cerrillo , Gernot Schaller , Tobias Brandes

Markov community models have been applied to sessile organisms because such models facilitate estimation of transition probabilities by tracking species occupancy at many fixed observation points over multiple periods of time. Estimation of…

Applications · Statistics 2017-06-12 Keiichi Fukaya , J. Andrew Royle , Takehiro Okuda , Masahiro Nakaoka , Takashi Noda

Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic…

Computational Physics · Physics 2019-12-25 Marius Bause , Timon Wittenstein , Kurt Kremer , Tristan Bereau

We propose a minimal model of the dynamics of diversity -- replicator equations with extinction, invasion and mutation. We numerically study the behavior of this simple model and show that it displays completely different behavior from the…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Kei Tokita , Ayumu Yasutomi

Population genetics struggles to model extinction; standard models track the relative rather than absolute fitness of genotypes, while the exceptions describe only the short-term transition from imminent doom to evolutionary rescue. But…

Populations and Evolution · Quantitative Biology 2017-02-20 Jason Bertram , Kevin Gomez , Joanna Masel

In this paper I describe a cellular automaton model of a multi-species ecosystem, suitable for the study of emergent properties of macroevolution. Unlike majority of ecological models, the number of coexisting species is not fixed. Starting…

Populations and Evolution · Quantitative Biology 2009-09-23 Wojciech Borkowski

The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Cécile Appert-Rolland , Frédéric van Wijland

Interpreting partial information collected from systems subject to noise is a key problem across scientific disciplines. Theoretical frameworks often focus on the dynamics of variables that result from coarse-graining the internal states of…

Statistical Mechanics · Physics 2022-08-18 Pedro E. Harunari , Annwesha Dutta , Matteo Polettini , Édgar Roldán

The evolution of states of a spatial ecological model is studied. The model describes an infinite population of point entities placed in $\mathbb{R}^d$ which reproduce themselves at distant points (disperse) and die with rate that includes…

Dynamical Systems · Mathematics 2015-12-22 Yuri Kondratiev , Yuri Kozitsky

In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…

Soft Condensed Matter · Physics 2017-08-09 Eduardo Velasco Stock , Roberto da Silva , Henrique Almeida Fernandes
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