Related papers: Processes with a Local Deterministic Interaction: …
This paper introduces a new measure-conjugacy invariant for actions of free groups. Using this invariant, it is shown that two Bernoulli shifts over a finitely generated free group are measurably conjugate if and only if their base measures…
We study the long-time behaviour of a class of piecewise-deterministic Markov processes which are an extension of some recent works. These $d$-dimensional processes, d>=1, can especially be used to model the motion of a bacterium in…
We derive explicit upper bounds for the $\bar{d}$-distance between a chain of infinite order and its canonical $k$-steps Markov approximation. Our proof is entirely constructive and involves a "coupling from the past" argument. The new…
We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a…
We provide a characterization of memory effects in non-Markovian system-bath interactions from a quantum information perspective. More specifically, we establish sufficient conditions for which generalized measures of multipartite quantum,…
We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…
We introduce the mathematical theory of the particle systems that interact via permutations, where the transition rates are assigned not to the jumps from a site to a site, but to the permutations themselves. This permutation processes can…
We study discretizations of polynomial processes using finite state Markov processes satisfying suitable moment matching conditions. The states of these Markov processes together with their transition probabilities can be interpreted as…
We consider the fluctuations of a time-integrated particle current around an atypical value in a generic stochastic Markov process involving classical particles with two-site interaction and hardcore repulsion on a finite one-dimensional…
Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…
Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…
The recent study by B. De Bruyne, S. N. Majumdar, H. Orland and G. Schehr [arXiv:2110.07573], concerning the conditioning of the Brownian motion and of random walks on global dynamical constraints over a finite time-window $T$, is…
We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…
We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…
We introduce the headway exclusion process which is an exclusion process with $N$ particles on the one-dimensional discrete torus with $L$ sites with jump rates that depend only on the distance to the next particle in the direction of the…
We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary…
We study the gap processes in a degenerate system of three particles interacting through their ranks. We obtain the Laplace transform of the invariant measure of these gaps, and an explicit expression for the corresponding invariant…
We propose a fully probabilistic formulation of the notion of mechanistic interaction (interaction in some fundamental mechanistic sense) between the effects of putative (possibly continuous) causal factors A and B on a binary outcome…
We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…
These notes survey some aspects of discrete-time chaotic calculus and its applications, based on the chaos representation property for i.i.d. sequences of random variables. The topics covered include the Clark formula and predictable…