Related papers: Glauber and Kawasaki Dynamics for Determinantal Po…
We study the asymptotic behavior of the fluctuations of smooth and rough linear statistics for determinantal point processes on the sphere and on the Euclidean space. The main tool is the generalization of some norm representation results…
Spatial birth-and-death processes with a finite number of particles are obtained as unique solutions to certain stochastic equations. Conditions are given for existence and uniqueness of such solutions, as well as for continuous dependence…
We present a numerical study of the dynamics of the one-dimensional Ising model by applying the large-deviation method to describe ensembles of dynamical trajectories. In this approach trajectories are classified according to a dynamical…
We construct a family of globally defined dynamical systems for a nonlinear programming problem, such that: (a) the equilibrium points are the unknown (and sought) critical points of the problem, (b) for every initial condition, the…
For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…
We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…
In this note, we show that determinantal point processes on the real line corresponding to de Branges spaces of entire functions are rigid in the sense of Ghosh-Peres and, under certain additional assumptions, quasi-invariant under the…
We study deterministic and quantum dynamics from a constructive "finite" point of view, since the introduction of a continuum, or other actual infinities in physics poses serious conceptual and technical difficulties, without any need for…
A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…
The dynamics of Markovian open quantum systems are described by Lindblad master equations, generating a quantum dynamical semigroup. An important concept for such systems is (Davies) irreducibility, i.e., the question whether there exist…
We construct discrete time Markov chains that preserve the class of Schur processes on partitions and signatures. One application is a simple exact sampling algorithm for q^{volume}-distributed skew plane partitions with an arbitrary back…
In the present paper we investigate the $L_1$-weak ergodicity of nonhomogeneous discrete Markov processes with general state spaces. Note that the $L_1$-weak ergodicity is weaker than well-known weak ergodicity. We provide a necessary and…
We present here an elementary example, for every fixed positive integer $k,$ of a strictly stationary nongaussian stochastic process in discrete time, all of whose $k$-marginals are gaussian.
Determinantal processes provide mathematical modeling of repulsion among points. In quantum mechanics, Slater determinant states generate such processes, reflecting Fermionic behavior. This note exploits the connections between the former…
We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…
On a periodic planar graph whose edge weights satisfy a certain simple geometric condition, the discrete Laplacian and d-bar operators have the property that their determinants and inverses only depend on the local geometry of the graph. We…
This article presents a simplified version of the author's previous work. We first construct a causal growth process (CGP). We then form path Hilbert spaces using paths of varying lengths in the CGP. A sequence of positive operators on…
In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…
Understanding and predicting the dynamical properties of systems involving dry friction is a major concern in physics and engineering. It abounds in many mechanical processes, from the sound produced by a violin to the screeching of chalk…
The representations of Galilean generators are constructed on a space where both position and momentum coordinates are noncommutating operators. A dynamical model invariant under noncommutative phase space transformations is constructed.…