Related papers: Gamma-Dirichlet Structure and Two Classes of Measu…
For a long time, the Dirichlet process has been the gold standard discrete random measure in Bayesian nonparametrics. The Pitman--Yor process provides a simple and mathematically tractable generalization, allowing for a very flexible…
A process based on particle evaporation, diffusion and redeposition is applied iteratively to a two-dimensional object of arbitrary shape. The evolution spontaneously transforms the object morphology, converging to branched structures.…
We study measures on random partitions, arising from condensing stochastic particle systems with stationary product distributions. We provide fairly general conditions on the stationary weights, which lead to Poisson-Dirichlet statistics of…
It has been shown in experiments that self-climb of prismatic dislocation loops by pipe diffusion plays important roles in their dynamical behaviors, e.g., coarsening of prismatic loops upon annealing, as well as the physical and mechanical…
Score-based diffusion models have emerged as powerful techniques for generating samples from high-dimensional data distributions. These models involve a two-phase process: first, injecting noise to transform the data distribution into a…
If X is a d-dimensional uniformly elliptic diffusion, with initial law nu, we show that F(X) is a Dirichlet process, whenever F satisfies an integrability condition linking its weak derivative to the coefficients of the diffusion and the…
Bayesian nonparametric statistics is an area of considerable research interest. While recently there has been an extensive concentration in developing Bayesian nonparametric procedures for model checking, the use of the Dirichlet process,…
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…
The gamma difference distribution is defined as the difference of two gamma distributions, with in general different shape and rate parameters. Starting with knowledge of the corresponding characteristic function, a second order linear…
We study global properties of Dirichlet forms such as uniqueness of the Dirichlet extension, stochastic completeness and recurrence. We characterize these properties by means of vanishing of a boundary term in Green's formula for functions…
The Dirichlet distribution, also known as multivariate beta, is the most used to analyse frequencies or proportions data. Maximum likelihood is widespread for estimation of Dirichlet's parameters. However, for small sample sizes, the…
The chaotic diffusion for a family of Hamiltonian mappings whose angles diverge in the limit of vanishingly action is investigated by using the solution of the diffusion equation. The system is described by a two-dimensional mapping for the…
In this paper, we study a class of quasi-invariant measures on paths generated by discrete dynamical systems. Our main result characterizes the subfamily of these measures which admit a certain desintegration. This is a desintegration with…
In this study, we experimentally investigated the time dependence of the statistical properties of two-dimensional drying crack patterns to determine the functional form of fragment size distribution. Experiments using a thin layer of a…
On any denumerable product of probability spaces, we construct a Malliavin gradient and then a divergence and a number operator. This yields a Dirichlet structure which can be shown to approach the usual structures for Poisson and Brownian…
We introduce a family of reversible fragmentating-coagulating processes of particles of varying size-scaled diffusivity with strictly local interaction on the real line as mathematically rigorous description of colloidal motion of fluids.…
The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson--Dirichlet process $\operatorname {PD}(\alpha,\theta)$. We obtain distributional results yielding exact forms…
Let $\Gamma_n$ denote the $n$-th level Sierpi\'nski graph of the Sierpi\'nski gasket $K$. We consider, for any given conductance $(a_0, b_0, c_0)$ on $\Gamma_0$, the Dirchlet form ${\mathcal E}$ on $K$ obtained from a recursive construction…
This paper derives the exact transition density and cumulative distribution function of a linear combination of two independent Cox-Ingersoll-Ross (CIR) processes. By combining the Poisson Gamma mixture representation of the noncentral…
We study the Fleming-Viot particle process formed by N interacting continuous-time asymmetric random walks on the cycle graph, with uniform killing. We show that this model has a remarkable exact solvability, despite the fact that it is…