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In Monte-Carlo methods the Markov processes used to sample a given target distribution usually satisfy detailed balance, i.e. they are time-reversible. However, relatively recent results have demonstrated that appropriate reversible and…

Probability · Mathematics 2016-06-29 Luc Rey-Bellet , Konstantinos Spiliopoulos

This paper continues our earlier investigations into the inversion of random functions in a general (abstract) setting. In Section 2 we investigate a concept of invertibility and the invertibility of the composition of random functions. In…

Probability · Mathematics 2007-05-23 Mike A. Steel , Laszlo A. Szekely

We deduce the existence of a maximal irreducibility measure for a Markov chain from Zorn's lemma.

Probability · Mathematics 2007-05-23 Sanatan Rai

Under the effects of strong genetic drift, it is highly probable to observe gene fixation or loss in a population, shown by divergent probability density functions, or infinite adaptive peaks on a landscape. It is then interesting to ask…

Populations and Evolution · Quantitative Biology 2012-10-29 Song Xu , Shuyun Jiao , Pengyao Jiang , Bo Yuan , Ping Ao

Probability densities that are not uniquely determined by their moments are said to be "moment-indeterminate", or "M-indeterminate". Determining whether or not a density is M-indeterminate, or how to generate an M-indeterminate density, is…

Quantum Physics · Physics 2021-07-28 Rafael Sala Mayato , Patrick Loughlin , Leon Cohen

Various ways for decision making with imprecise probabilities (admissibility, maximal expected utility, maximality, E-admissibility, $\Gamma$-maximax, $\Gamma$-maximin, all of which are well-known from the literature) are discussed and…

Probability · Mathematics 2018-08-10 Matthias C. M. Troffaes

We define and study one-dimensional model of irreversible aggregation of particles obeying a discrete-time kinetics which is a special limit of the generalized Totally Asymmetric Simple Exclusion Process (gTASEP) on open chains. The model…

Statistical Mechanics · Physics 2017-05-10 Nadezhda Zh. Bunzarova , Nina Ch. Pesheva

The general maximum principle is proved for an infinite dimensional controlled stochastic evolution system. The control is allowed to take values in a nonconvex set and enter into both drift and diffusion terms. The operator-valued backward…

Optimization and Control · Mathematics 2012-08-07 Kai Du , Qingxin Meng

We consider the problem of random uniform generation of traces (the elements of a free partially commutative monoid) in light of the uniform measure on the boundary at infinity of the associated monoid. We obtain a product decomposition of…

Formal Languages and Automata Theory · Computer Science 2015-06-09 Samy Abbes , Jean Mairesse

We consider the problem of finding the number of permutation non-equivalent classical irreducible maximal Goppa codes having fixed parameters q, n and r from a group theory point of view.

Group Theory · Mathematics 2008-06-12 Francesca Dalla Volta , Marta Giorgetti , Massimiliano Sala

We establish sufficient conditions for the existence, and derive explicit formulas for the $\kappa$'th moments, $\kappa \geq 1$, of Markov modulated generalized Ornstein-Uhlenbeck processes as well as their stationary distributions. In…

Probability · Mathematics 2024-05-15 Anita Behme , Paolo Di Tella , Apostolos Sideris

This paper develops an analytical and rigorous formulation of the maximum entropy generation principle. The result is suggested as the Fourth Law of Thermodynamics.

Data Analysis, Statistics and Probability · Physics 2010-11-18 Umberto Lucia

We extend a general Bernstein-type maximal inequality of Kevei and Mason (2011) for sums of random variables.

Probability · Mathematics 2013-07-31 Péter Kevei , David M. Mason

We consider a free fermion chain with uniform nearest-neighbor hopping and let it evolve from an arbitrary initial state with a fixed macroscopic number of particles. We then prove that, at a sufficiently large and typical time, the…

Statistical Mechanics · Physics 2026-04-13 Hal Tasaki

Generative machine learning models can use data generated by scientific modeling to create large quantities of novel material structures. Here, we assess how one state-of-the-art generative model, the physics-guided crystal generation model…

We present the main features of the mathematical theory generated by the \kappa-deformed exponential function exp_{\kappa}(x)=(\sqrt{1+\kappa^2 x^2}+\kappa x)^{1/\kappa}, with 0<\kappa<1, developed in the last twelve years, which turns out…

Statistics Theory · Mathematics 2013-09-27 G. Kaniadakis

The axiomatic structure of the $\kappa$-statistcal theory is proven. In addition to the first three standard Khinchin--Shannon axioms of continuity, maximality, and expansibility, two further axioms are identified, namely the self-duality…

Statistical Mechanics · Physics 2024-05-14 G. Kaniadakis

In this work we include, for the Carnot cycle, irreversibilities of linear finite rate of heat transferences between the heat engine and its reservoirs, heat leak between the reservoirs and internal dissipations of the working fluid. A…

Classical Physics · Physics 2015-06-26 G Aragon-Gonzalez , A. Canales-Palma , A. Leon-Galicia , J. R. Morales-Gomez

We study probability distributions of convergent random series of a special structure, called perpetuities. By giving a new argument, we prove that such distributions are of pure type: degenerate, absolutely continuous, or continuously…

Probability · Mathematics 2008-03-27 Gerold Alsmeyer , Alex Iksanov , Uwe Roesler

The analysis of dissipation and dephasing in driven mesoscopic devices requires a distinction between two notions of quantum irreversibility. One ("Loschmidt echo") is related to "time reversal", while the other is related to "driving…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 Tsampikos Kottos , Doron Cohen