Related papers: Pfaffian Stochastic Dynamics of Strict Partitions
The stochastic growth-fragmentation model describes the temporal evolution of a structured cell population through a discrete-time and continuous-state Markov chain. The simulations of this stochastic process and its invariant measure are…
We analyze the structure of stochastic dynamics near either a stable or unstable fixed point, where force can be approximated by linearization. We find that a cost function that determines a Boltzmann-like stationary distribution can always…
We consider a system of classical Brownian particles interacting via a smooth long-range potential in the mean-field regime, and we analyze the propagation of chaos in form of sharp, uniform-in-time estimates on many-particle correlation…
We analyze data from confocal microscopy experiments of a colloidal suspension to validate predictions of rapid sporadic events responsible for structural relaxation in a glassy sample. The trajectories of several thousand colloidal…
In this paper, we study the asymptotic behaviour of plane partitions distributed according to a $q^{\text{Volume}}$-weighted Muttalib--Borodin ensemble and its associated discrete point process. We establish a Large Deviation Principle for…
Partition functions arise in statistical physics and probability theory as the normalizing constant of Gibbs measures and in combinatorics and graph theory as graph polynomials. For instance the partition functions of the hard-core model…
We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…
We develop a Thermodynamic Formalism for bounded continuous potentials defined on the sequence space $X\equiv E^{\mathbb{N}}$, where $E$ is a general Borel standard space. In particular, we introduce meaningful concepts of entropy and…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…
The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes…
Motivated by applications in functional data analysis, we study the partial sum process of sparsely observed, random functions. A key novelty of our analysis are bounds for the distributional distance between the limit Brownian motion and…
We present an explicit construction of a Markovian random growth process on integer partitions such that given it visits some level $n$, it passes through any partition $\lambda$ of $n$ with equal probabilities. The construction has…
We study the statistical mechanics and the dynamical relaxation process of modulationally unstable one-dimensional quantum droplets described by a modified Gross-Pitaevskii equation. To determine the classical partition function thereof, we…
Let $\Gamma$ denote the space of all locally finite subsets (configurations) in $\mathbb R^d$. A stochastic dynamics of binary jumps in continuum is a Markov process on $\Gamma$ in which pairs of particles simultaneously hop over $\mathbb…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
Macdonald processes are certain probability measures on two-dimensional arrays of interlacing particles introduced by Borodin and Corwin (arXiv:1111.4408 [math.PR]). They are defined in terms of nonnegative specializations of the Macdonald…
The time evolution of complex systems usually can be described through stochastic processes. These processes are measured at finite resolution, what necessarily reduces them to finite sequences of real numbers. In order to relate these data…
We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…