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Many fractional processes can be represented as an integral over a family of Ornstein-Uhlenbeck processes. This representation naturally lends itself to numerical discretizations, which are shown in this paper to have strong convergence…
We consider a critical branching particle system in $\R^d$, composed of individuals of a finite number of types $i\in\{1,...,K\}$. Each individual of type $i$ moves independently according to a symmetric $\alpha_i$-stable motion. We assume…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…
We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching…
We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
The asymptotic behavior, as $n\rightarrow \infty $ of the probability of the event that a decomposable critical branching process $\mathbf{Z}(m)=(Z_{1}(m),...,Z_{N}(m)),$ $m=0,1,2,...,$ with $N$ types of particles dies at moment $n$ is…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…
Heavy fermion quantum criticality is an extremely rich domain of research which represents a framework to understand strange metals as a consequence of a Kondo breakdown transition. Here we provide an experimental realization of such…
Birkner et al. obtained necessary and sufficient conditions for the frequency between two independent and identically distributed continuous-state branching processes time-changed by a functional of the total mass process to be a Markov…
We consider the long-term behaviour of critical multitype branching processes conditioned on non-extinction, both with respect to the forward and the ancestral processes. Forward in time, we prove a functional limit theorem in the space of…
We investigate the cutoff phenomenon for Markov processes under information divergences such as $f$-divergences and R\'enyi divergences. We classify most common divergences into four types, namely $L^2$-type, $\mathrm{TV}$-type,…
Multi-type Markov point processes offer a flexible framework for modelling complex multi-type point patterns where it is pertinent to capture both interactions between points as well as large scale trends depending on observed covariates.…
We study a class of Markov processes with finite state space and continuous time that have product form stationary distributions. We obtain a number of examples that can generate conjectures for diffusions with inert drift.
Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…
Diffusion models (DMs) have recently shown outstanding capabilities in modeling complex image distributions, making them expressive image priors for solving Bayesian inverse problems. However, most existing DM-based methods rely on…
This paper introduces a Markov process inspired by the problem of quasicrystal growth. It acts over dimer tilings of the triangular grid by randomly performing local transformations, called {\em flips}, which do not increase the number of…
Consider a subcritical branching Markov chain. Let $Z_n$ denote the counting measure of particles of generation $n$. Under some conditions, we give a probabilistic proof for the existence of the Yaglom limit of $(Z_n)_{n\in\mathbb{N}}$ by…