Related papers: Partially observed Markov random fields are variab…
We study Markov population processes on large graphs, with the local state transition rates of a single vertex being linear function of its neighborhood. A simple way to approximate such processes is by a system of ODEs called the…
Population dynamics are often subject to random independent changes in the environment. For the two strategy stochastic replicator dynamic, we assume that stochastic changes in the environment replace the payoffs and variance. This is…
Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller…
Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…
In this paper, we present a novel semi-classical theory of the electrostatic and magnetostatic fields and explain the nonlocality problem in the context of the Aharonov-Bohm effect [1]. Specifically, we show that the electrostatic and the…
Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian random field. We investigate the pointwise marginal…
Nonequilibrium phase transition properties of a mixed Ising ferrimagnetic model consisting of spin-1/2 and spin-3/2 on a square lattice under the existence of a time dependent oscillating magnetic field have been investigated by making use…
This paper is devoted to parameter estimation for partially observed polynomial state space models. This class includes discretely observed affine or more generally polynomial Markov processes. The polynomial structure allows for the…
Zeilinger's observation that phenomena of the Aharonov-Bohm type lead to nondispersive, i.e. energy-independent, phase shifts in interferometers is generalized in a new proof which shows that the precise condition for nondispersivity is a…
A dynamical system may be defined by a simple transition law - such as a map or a vector field. The objective of most learning techniques is to reconstruct this dynamic transition law. This is a major shortcoming, as most dynamic properties…
This small note yields a sufficient condition for the short range dependence of measurable stationary infinitely divisible moving average random fields with $d$--dimensional index space. Here, the short/long range dependence concept in…
We prove Russo-Seymour-Welsh-type uniform bounds on crossing probabilities for the FK Ising model at criticality, independent of the boundary conditions. Our proof relies mainly on Smirnov's fermionic observable for the FK Ising model,…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
We study the representation of stationary Gaussian Markov random fields as factors of i.i.d. processes, with a focus on their approximation by finitely dependent distributions. Our model is a Gaussian field on $\mathbf{Z}^d$ such that the…
We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…
The Ising model in the presence of a random field, drawn from the asymmetric and anisotropic trimodal probability distribution $P(h_{i})=p\; \delta(h_{i}-h_{0}) + q \delta (h_{i}+ \lambda *h_{0}) + r \delta (h_{i})$, is investigated. The…
We study the collective behavior of nonequilibrium systems subject to an external field with a dynamics characterized by the existence of non-interacting states. Aiming at exploring the generality of the results, we consider two types of…
The influence of the tail features of the local magnetic field probability density function (PDF) on the ferromagnetic Ising model is studied in the limit of infinite range interactions. Specifically, we assign a quenched random field whose…
We study the convergence of stochastic fixed point iterations in the consistent case (in the sense of Butnariu and Fl{\aa}m (1995)) in several different settings, under decreasingly restrictive regularity assumptions of the fixed point…