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The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants…

Probability · Mathematics 2020-10-15 Alexei Borodin , Ivan Corwin , Daniel Remenik

We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…

Probability · Mathematics 2023-01-03 Tiefeng Jiang , Ke Wang

We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show…

Analysis of PDEs · Mathematics 2017-12-15 Boris Baeumer , Mihály Kovács , Harish Sankaranarayanan

Two aspects of noncolliding diffusion processes have been extensively studied. One of them is the fact that they are realized as harmonic Doob transforms of absorbing particle systems in the Weyl chambers. Another aspect is integrability in…

Probability · Mathematics 2014-07-18 Makoto Katori

We propose new estimates for the frontier of a set of points. They are defined as kernel estimates covering all the points and whose associated support is of smallest surface. The estimates are written as linear combinatio- ns of kernel…

Methodology · Statistics 2011-03-31 Guillaume Bouchard , Stéphane Girard , Anatoli Iouditski , Alexander Nazin

We study the shape of the outer envelope of a branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$. We focus on the extremal particles: those whose norm is within $O(1)$ of the maximal norm amongst the particles alive at time $t$.…

Probability · Mathematics 2025-06-24 Yujin H. Kim , Ofer Zeitouni

We suggest a new mean field method for studying the thermodynamic competition between magnetic and superconducting phases in a two-dimensional square lattice. A partition function is constructed by writing microscopic interactions that…

Superconductivity · Physics 2009-11-13 Benoit Vanderheyden , A D Jackson

A new type of dependent thinning for point processes in continuous space is proposed, which leverages the advantages of determinantal point processes defined on finite spaces and, as such, is particularly amenable to statistical, numerical,…

Machine Learning · Computer Science 2019-06-19 Bartłomiej Błaszczyszyn , Paul Keeler

We study a 12-parameter stochastic process involving particles with two-site interaction and hard-core repulsion on a $d$-dimensional lattice. In this model, which includes the asymmetric exclusion process, contact processes and other…

Condensed Matter · Physics 2009-10-22 Gunter M. Schütz

Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with…

Probability · Mathematics 2010-04-27 Russell Lyons

We report an algorithm for the partition of a line segment according to a given ratio $\nu$. At each step the length distribution among sets of the partition follows a binomial distribution. We call $k$-set to the set of elements with the…

Data Analysis, Statistics and Probability · Physics 2008-11-10 A. I. L. de Araújo , R. F. Soares , J. P. de Oliveira , G. Corso

Semi-parametric regression models are used in several applications which require comprehensibility without sacrificing accuracy. Typical examples are spline interpolation in geophysics, or non-linear time series problems, where the system…

Machine Learning · Computer Science 2021-03-10 Michaël Fanuel , Joachim Schreurs , Johan A. K. Suykens

Let $X=\{X_n: n\in\mathbb{N}\}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belong to the domain of attraction of an $\alpha$-stable law…

Probability · Mathematics 2023-09-22 Hui Liu , Yudan Xiong , Fangjun Xu

We study a two-dimensional family of probability measures on infinite Gelfand-Tsetlin schemes induced by a distinguished family of extreme characters of the infinite-dimensional unitary group. These measures are unitary group analogs of the…

Representation Theory · Mathematics 2011-03-08 Alexei Borodin , Jeffrey Kuan

We consider a continuous-time symmetric branching random walk on multidimensional lattices with immigration and infinite number of initial particles. We assume that at every lattice point a process of birth and death of particles is…

Probability · Mathematics 2020-02-11 Yu. Makarova , D. Han , S. Molchanov , E. Yarovaya

In this work we introduce the discrete-space broken line process (with discrete and continues parameter values) and derive some of its properties. We explore polygonal Markov fields techniques developed by Arak-Surgailis. The discrete…

Probability · Mathematics 2017-02-20 Leonardo T. Rolla , Vladas Sidoravicius , Donatas Surgailis , Maria E. Vares

Many enumeration problems in combinatorics, including such fundamental questions as the number of regular graphs, can be expressed as high-dimensional complex integrals. Motivated by the need for a systematic study of the asymptotic…

Combinatorics · Mathematics 2017-12-29 Mikhail Isaev , Brendan D. McKay

We consider a branching Brownian motion in $\mathbb{R}^d$ with $d \geq 1$ in which the position $X_t^{(u)}\in \mathbb{R}^d$ of a particle $u$ at time $t$ can be encoded by its direction $\theta^{(u)}_t \in \mathbb{S}^{d-1}$ and its distance…

Probability · Mathematics 2023-12-01 Julien Berestycki , Yujin H. Kim , Eyal Lubetzky , Bastien Mallein , Ofer Zeitouni

In this note we study a natural measure on plane partitions giving rise to a certain discrete-time Muttalib-Borodin process (MBP): each time-slice is a discrete version of a Muttalib-Borodin ensemble (MBE). The process is determinantal with…

Probability · Mathematics 2020-10-30 Dan Betea , Alessandra Occelli

We give natural constructions of number rigid determinantal point processes on the unit disc $\mathbb{D}$ with sub-Bergman kernels of the form \[ K_\Lambda(z, w) = \sum_{n\in \Lambda}(n+1) z^n \bar{w}^n, \quad z, w \in \mathbb{D}, \] with…

Probability · Mathematics 2020-01-24 Yanqi Qiu , Kai Wang