Related papers: Spatial random permutations and Poisson-Dirichlet …
The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<\alpha<1, \theta>-\alpha$. The parameters $\alpha$ and $\theta$ correspond to the…
For uniform random permutations conditioned to have no long cycles, we prove that the total number of cycles satisfies a central limit theorem. Under additional assumptions on the asymptotic behavior of the set of allowed cycle lengths, we…
Infinitely many particles of two types ("plus" and "minus") jump randomly along the one-dimensional lattice $\mathbf{Z}_{\varepsilon}=\varepsilon\mathbf{Z}$. Annihillations occur when two particles of different time occupy the same site.…
We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…
This paper explores large sample properties of the two-parameter $(\alpha,\theta)$ Poisson--Dirichlet Process in two contexts. In a Bayesian context of estimating an unknown probability measure, viewing this process as a natural extension…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
A one dimensional stochastic exclusion process with two species of particles, $+$ and $-$, is studied where density of each species can fluctuate but the total particle density is conserved. From the exact stationary state weights we show…
We consider nearest neighbour spatial random permutations on $\mathbb{Z}^d$. In this case, the energy of the system is proportional the sum of all cycle lengths, and the system can be interpreted as an ensemble of edge-weighted, mutually…
We study the length of short cycles on uniformly random metric maps (also known as ribbon graphs) of large genus using a Teichm\"uller theory approach. We establish that, as the genus tends to infinity, the length spectrum converges to a…
We study a model of spatial random permutations over a discrete set of points. Formally, a permutation $\sigma$ is sampled proportionally to the weight $\exp\{-\alpha \sum_x V(\sigma(x)-x)\},$ where $\alpha>0$ is the temperature and $V$ is…
This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…
We analyze the dynamics of random walks with long-term memory (binary chains with long-range correlations) in the presence of an absorbing boundary. An analytically solvable model is presented, in which a dynamical phase-transition occurs…
The behavior of the Poisson-Dirichlet distribution with small mutation rate is studied through large deviations. The structure of the rate function indicates that the number of alleles is finite at the instant when mutation appears. The…
We compute the limiting distribution, as n approaches infinity, of the number of cycles of length between gamma n and delta n in a permutation of [n] chosen uniformly at random, for constants gamma, delta such that 1/(k+1) <= gamma < delta…
Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…
We study perpetuities of a special type related to the size-biased distributions. Necessary and sufficient conditions of their existence and uniqueness are obtained. A crucial point in proving all results is a close connection between…
We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…
In this paper we study the Poisson stick model in two dimensional hyperbolic space $\mathbb{H}^2,$ where the sticks all have length $L.$ Typically, percolation models in hyperbolic space undergo two phase transitions as the intensity…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
We consider a Markov chain on the space of (countable) partitions of the interval [0,1], obtained first by size biased sampling twice (allowing repetitions) and then merging the parts (if the sampled parts are distinct) or splitting the…