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We describe an algorithm for computing Schur indices of irreducible characters of a finite group $G$, based on computations within $G$ and its subgroups and with their character tables. The algorithm has been implemented within \Magma\ and…

Group Theory · Mathematics 2019-05-24 William R. Unger

We prove the existence of limiting distributions for a large class of Markov chains on a general state space in a random environment. We assume suitable versions of the standard drift and minorization conditions. In particular, the system…

Probability · Mathematics 2020-12-04 Attila Lovas , Miklós Rásonyi

We introduce a stochastic dynamics related to the measures that arise in harmonic analysis on the infinite-dimensional unitary group. Our dynamics is obtained as a limit of a sequence of natural Markov chains on Gelfand-Tsetlin graph. We…

Probability · Mathematics 2011-08-19 Vadim Gorin

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

Statistics Theory · Mathematics 2015-02-02 Christophe Andrieu , Vladislav B. Tadić , Matti Vihola

The design space of discrete-space diffusion or flow generative models are significantly less well-understood than their continuous-space counterparts, with many works focusing only on a simple masked construction. In this work, we aim to…

This paper examines a continuous time dynamical system that is an extension of a discrete time dynamical system previously examined, and considers this system together in a product space with a compact subset of Euclidean space. Together,…

Dynamical Systems · Mathematics 2017-03-21 Kimberly Ayers

Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller…

Probability · Mathematics 2014-10-03 Alexei Borodin , Vadim Gorin

We discuss general concept of Markov statistical dynamics in the continuum. For a class of spatial birth-and-death models, we develop a perturbative technique for the construction of statistical dynamics. Particular examples of such systems…

Functional Analysis · Mathematics 2015-01-27 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy

This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…

Probability · Mathematics 2016-04-22 Boris Baeumer , Tomasz Luks , Mark M. Meerschaert

Consider the global optimisation of a function $U$ defined on a finite set $V$ endowed with an irreducible and reversible Markov generator.By integration, we extend $U$ to the set $\mathcal{P}(V)$ of probability distributions on $V$ and we…

Functional Analysis · Mathematics 2024-04-16 Laurent Miclo , Nhat-Thang Le

We consider a finite state discrete time process X. Without loss of generality the finite state space can be identified with the set of unit vectors {e1, e2, . . . , eN} with ei = (0, . . . , 0, 1, 0, . . . , 0)0 2 RN. For a Markov chain…

Probability · Mathematics 2019-05-02 Robert J. Elliott

We perform a systematic symmetry classification of the Markov generators of classical stochastic processes. Our classification scheme is based on the action of involutive symmetry transformations of a real Markov generator, extending the…

Statistical Mechanics · Physics 2025-03-13 Lucas Sá , Pedro Ribeiro , Tomaž Prosen , Denis Bernard

Symmetry-preserving (mimetic) discretization aims to preserve certain properties of a continuous differential operator in its discrete counterpart. For these discretizations, stability and (discrete) conservation of mass, momentum and…

Numerical Analysis · Mathematics 2019-09-25 B. van 't Hof , M. J. Vuik

We explain the relation between certain random tiling models and interacting particle systems belonging to the anisotropic KPZ (Kardar-Parisi-Zhang) universality class in 2+1-dimensions. The link between these two \emph{a priori} disjoint…

Mathematical Physics · Physics 2015-06-15 Alexei Borodin , Patrik L. Ferrari

In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…

Probability · Mathematics 2016-04-28 Mikael Petersson

We introduce quantum versions of the $\chi^2$-divergence, provide a detailed analysis of their properties, and apply them in the investigation of mixing times of quantum Markov processes. An approach similar to the one presented in [1-3]…

Quantum Physics · Physics 2024-04-08 K. Temme , M. J. Kastoryano , M. B. Ruskai , M. M. Wolf , F. Verstraete

We introduce in this paper two time discretization schemes tailored for a range of Wasserstein gradient flows. These schemes are designed to preserve mass, positivity and to be uniquely solvable. In addition, they also ensure energy…

Numerical Analysis · Mathematics 2024-07-15 Shiheng Zhang , Jie Shen

We present a generalization of dissipative particle dynamics that includes shear forces between particles. The new algorithm has the same structure as the (isothermal) smoothed particle dynamics algorithm, except that it conserves angular…

Statistical Mechanics · Physics 2009-10-30 Pep Español

Mathematical descriptions of flow phenomena usually come in the form of partial differential equations. The differential operators used in these equations may have properties such as symmetry, skew-symmetry, positive or negative…

Numerical Analysis · Mathematics 2017-10-20 Bas van 't Hof , Mathea J. Vuik

A nonlinear Markov chain is a discrete time stochastic process whose transitions depend on both the current state and the current distribution of the process. The nonlinear Markov chain over a infinite state space can be identified by a…

Functional Analysis · Mathematics 2021-08-11 Farrukh Mukhamedov , Otabek Khakimov , Ahmad Fadillah Embong