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Probabilistic generative models based on measure transport, such as diffusion and flow-based models, are often formulated in the language of Markovian stochastic dynamics, where the choice of the underlying process impacts both algorithmic…

Machine Learning · Computer Science 2026-04-06 Yinuo Ren , Grant M. Rotskoff , Lexing Ying

We investigate dual mechanisms for interacting particle systems. Generalizing an approach of Alkemper and Hutzenthaler in the case of coalescing duals, we show that a simple linear transformation leads to a moment duality of suitably…

Probability · Mathematics 2013-02-22 Sabine Jansen , Noemi Kurt

The composite particle duality extends the notions of both flux attachment and statistical transmutation in spacetime dimensions beyond 2+1D. It constitutes an exact correspondence that can be understood either as a theoretical framework or…

Strongly Correlated Electrons · Physics 2024-10-29 Gerard Valentí-Rojas , Joel Priestley , Patrik Öhberg

We consider consistent particle systems, which include independent random walkers, the symmetric exclusion and inclusion processes, as well as the dual of the KMP model. Consistent systems are such that the distribution obtained by first…

Probability · Mathematics 2019-12-24 Gioia Carinci , Cristian Giardinà , Frank Redig

We investigate collective behavior of a system of two-dimensional interacting Brownian particles in the hydrodynamic regime. By means of the Martin-Siggia-Rose-Jenssen-de Dominicis formalism, we built up a generating functional for…

Statistical Mechanics · Physics 2025-03-10 Nathan O Silvano , Daniel G. Barci

A Feller's Brownian motion is a diffusion process on the half-line with general boundary behavior at the origin, described by four parameters. A birth-death process, on the other hand, is a continuous-time Markov chain on the nonnegative…

Probability · Mathematics 2025-07-28 Liping Li

Stochastic convergence of discrete time Markov processes has been analysed based on a dual Lyapunov approach. Using some existing results on ergodic theory of Markov processes, it has been shown that existence of a properly subinvariant…

Dynamical Systems · Mathematics 2024-02-20 Özkan Karabacak , Horia Cornean , Rafael Wisniewski

Coarse-graining is a standard method of extracting a simple Markov process from a more complicated one by identifying states. Here we extend coarse-graining to open Markov processes. An "open" Markov process is one where probability can…

Mathematical Physics · Physics 2019-10-16 John C. Baez , Kenny Courser

Two coupled spatial birth-and-death Markov evolutions on $\mathbb{R}^d$ are obtained as unique weak solutions to the associated Fokker-Planck equations. Such solutions are constructed by its associated sequence of correlation functions…

Probability · Mathematics 2017-01-09 Martin Friesen , Oleksandr Kutoviy

Inspired by Yoneya's recent work on D-brane field theory, we present the constructive definition of this theory as a new dual model based on the quantization of non-perturbative string gauged S-dualities and its spontaneous breakdown. Our…

High Energy Physics - Theory · Physics 2009-08-11 Eiji Konishi

Interacting particle systems can often be constructed from a graphical representation, by applying local maps at the times of associated Poisson processes. This leads to a natural coupling of systems started in different initial states. We…

Probability · Mathematics 2020-03-19 Tibor Mach , Anja Sturm , Jan M. Swart

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Probability · Mathematics 2023-10-11 Marcin Magdziarz , Kacper Taźbierski

We raise a question on whether a dynamical system driven by Markov process is Markovian, for which we are able to propose a criterion and examples of positive case. This investigation leads us to develop (i) a general construction of…

Probability · Mathematics 2019-08-22 Motoya Machida

The stochastic nature of quantum mechanics is more naturally reflected in a bilinear two-process representation of density matrices rather than in squared wave functions. This proposition comes with a remarkable change of the entanglement…

Quantum Physics · Physics 2024-04-30 Hans Christian Öttinger

We consider a general class of branching processes in discrete time, where particles have types belonging to a Polish space and reproduce independently according to their type. If the process is critical and the mean distribution of types…

Probability · Mathematics 2024-12-23 Félix Foutel-Rodier

The aim of this paper is to study the large population limit of a binary branching particle system with Moran type interactions: we introduce a new model where particles evolve, reproduce and die independently and, with a probability that…

Probability · Mathematics 2024-04-12 Alexander M. G. Cox , Emma Horton , Denis Villemonais

On networks representing probability currents between states of a system, we generalize Schnakenberg's theory of nonequilibrium observables to nonsteady states, with the introduction of a new set of macroscopic observables that, for planar…

Statistical Mechanics · Physics 2015-08-19 Matteo Polettini

The use of Gaussian process models is typically limited to datasets with a few tens of thousands of observations due to their complexity and memory footprint. The two most commonly used methods to overcome this limitation are 1) the…

Machine Learning · Statistics 2020-01-16 Vincent Adam , Stefanos Eleftheriadis , Nicolas Durrande , Artem Artemev , James Hensman

The symbiotic branching model describes the dynamics of a spatial two-type population, where locally particles branch at a rate given by the frequency of the other type combined with nearest-neighbour migration. This model generalizes…

Probability · Mathematics 2021-07-01 Jochen Blath , Marcel Ortgiese

Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…

Probability · Mathematics 2009-06-02 Lasse Leskelä
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