Related papers: Macdonald processes
Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…
Macdonald polynomials are orthogonal polynomials associated to root systems, and in the type A case, the symmetric kind is a common generalization of Schur functions, Macdonald spherical functions, and Jack polynomials. We use the…
The hard edge Pearcey process is universal in random matrix theory and many other stochastic models. This paper deals with the gap probability for the thinned/unthinned hard edge Pearcey process over the interval $(0,s)$ by working on the…
Given a finite set $K$, we denote by $X=\Delta(K)$ the set of probabilities on $K$ and by $Z=\Delta_f(X)$ the set of Borel probabilities on $X$ with finite support. Studying a Markov Decision Process with partial information on $K$…
Macdonald superpolynomials provide a remarkably rich generalization of the usual Macdonald polynomials. The starting point of this work is the observation of a previously unnoticed stability property of the Macdonald superpolynomials when…
We introduce discrete time Markov chains that preserve uniform measures on boxed plane partitions. Elementary Markov steps change the size of the box from (a x b x c) to ((a-1) x (b+1) x c) or ((a+1) x (b-1) x c). Algorithmic realization of…
Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…
We investigate and solve the weak noise theory for the semi-discrete O'Connell-Yor directed polymer. In the large deviation regime, the most probable evolution of the partition function obeys a classical non-linear system which is a…
The height fluctuations of the models in the KPZ class are expected to converge to a universal process. The spatial process at equal time is known to converge to the Airy process or its variations. However, the temporal process, or more…
The $q$-Whittaker function $W_\lambda(\mathbf{x};q)$ associated to a partition $\lambda$ is a $q$-analogue of the Schur function $s_\lambda(\mathbf{x})$, and is defined as the $t=0$ specialization of the Macdonald polynomial…
It is common, when dealing with quantum processes involving a subsystem of a much larger composite closed system, to treat them as effectively memory-less (Markovian). While open systems theory tells us that non-Markovian processes should…
In a previous paper J.-G. Luque and the author (Sem. Loth. Combin. 2011) developed the theory of nonsymmetric Macdonald polynomials taking values in an irreducible module of the Hecke algebra of the symmetric group $\mathcal{S}_{N}$. The…
We study the persistence probabilities of a moving average process of order one with innovations that follow a Laplace distribution. The persistence probabilities can be computed fully explicitly in terms of classical combinatorial…
Laplace transforms for integrals of stochastic processes have been known in analytically closed form for just a handful of Markov processes: namely, the Ornstein-Uhlenbeck, the Cox-Ingerssol-Ross (CIR) process and the exponential of…
A point process on a space is a random bag of elements of that space. In this paper we explore programming with point processes in a monadic style. To this end we identify point processes on a space X with probability measures of bags of…
We develop the study of a particular class of biorthogonal measures, encompassing at the same time several random matrix models and partition functions of polymers. This general framework allows us to characterize the partition functions of…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
The generic behavior of quantum systems has long been of theoretical and practical interest. Any quantum process is represented by a sequence of quantum channels. We consider general ergodic sequences of stochastic channels with arbitrary…
It is known that solutions of Richardson equations can be represented as stationary points of the "energy" of classical free charges on the plane. We suggest to consider "probabilities" of the system of charges to occupy certain states in…