Related papers: Tree based functional expansions for Feynman--Kac …
The fractional Feynman-Kac equations describe the distribution of functionals of non-Brownian motion, or anomalous diffusion, including two types called the forward and backward fractional Feynman-Kac equations, where the fractional…
On trees of fixed order, we show a direct relation between Kemeny's constant and Wiener index, and provide a new formula of Kemeny's constant from the relation with a combinatorial interpretation. Moreover, the relation simplifies proofs of…
The generating function for spanning forests on a lattice is related to the q-state Potts model in a certain q -> 0 limit, and extends the analogous notion for spanning trees, or dense self-avoiding branched polymers. Recent works have…
These lecture notes present some new concentration inequalities for Feynman-Kac particle processes. We analyze different types of stochastic particle models, including particle profile occupation measures, genealogical tree based evolution…
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…
We propose an extension of a result by Repetowicz et al. about Wick's theorem and its applications: we first show that Wick's theorem can be extended to the uniform distribution on the sphere and then to the whole class of elliptical…
We introduce a new class of numerical schemes which allow for low regularity approximations to the expectation $ \mathbb{E}(|u_{k}(\tau, v^{\eta})|^2)$, where $u_k$ denotes the $k$-th Fourier coefficient of the solution $u$ of the…
In this article we study the long time behavior of linear functionals of branching diffusion processesas well as the time reversal of the spinal process by means of spectral properties of the Feynman-Kacsemigroup. We generalize for this non…
Given i.i.d. data from an unknown distribution, we consider the problem of predicting future items. An adaptive way to estimate the probability density is to recursively subdivide the domain to an appropriate data-dependent granularity. A…
We present a systematic description of the mathematical techniques for studying multiloop Feynman diagrams which constitutes a full-fledged and inherently more powerful alternative to the BPHZ theory. The new techniques emerged as a…
Using the Feynman path integral representation of quantum mechanics it is possible to derive a model of an electron in a random system containing dense and weakly-coupled scatterers, see [Proc. Phys. Soc. 83, 495-496 (1964)]. The main goal…
A power law degree distribution is established for a graph evolution model based on the graph class of k-trees. This k-tree-based graph process can be viewed as an idealized model that captures some characteristics of the preferential…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
Invariance of on-shell scattering amplitudes under field redefinitions is a well known property in field theory that corresponds to covariance of on-shell amputated connected functions. In recent years there have been great efforts to…
We propose and study a certain discrete time counterpart of the classical Feynman--Kac semigroup with a confining potential in countable infinite spaces. For a class of long range Markov chains which satisfy the direct step property we…
We study a general model of recursive trees where vertices are equipped with independent weights and at each time-step a vertex is sampled with probability proportional to its fitness function (a function of its weight and degree) and…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
Imperfections in correlated materials can alter their ground state as well as finite-temperature properties in significant ways. Here, we develop a method based on numerical linked-cluster expansions for calculating exact finite-temperature…
In many applications (in particular information systems, such as pattern recognition, machine learning, cheminformatics, bioinformatics to name but a few) the assessment of uncertainty is essential - i.e., the estimation of the underlying…
We consider a probability distribution on the set of Boolean functions in n variables which is induced by random Boolean expressions. Such an expression is a random rooted plane tree where the internal vertices are labelled with connectives…