Related papers: Remarks on the multi-species exclusion process wit…
In this paper, we consider a new framework for particle filtering under model uncertainty that operates beyond the scope of Markovian switching systems. Specifically, we develop a novel particle filtering algorithm that applies to general…
The computation of stationary distributions of Markov chains is an important task in the simulation of stochastic models. The linear systems arising in such applications involve non-symmetric M-matrices, making algebraic multigrid methods a…
This paper constructs a new interacting particle system on a two--dimensional lattice with geometric jumps near a boundary which partially reflects the particles. The projection to each horizontal level is Markov, and on every level the…
Braided monoidal categories arise naturally as centres of monoidal categories and have been the focus of much recent attention in both mathematics and physics. By suitably restricting the use of the exchange rule, we obtain a sequent…
The statistics of the diffusive motion of particles often serve as an experimental proxy for their interaction with the environment. However, inferring the physical properties from the observed trajectories is challenging. Inspired by a…
In this paper we consider a model of particles jumping on a row of cells, called in physics the one dimensional totally asymmetric exclusion process (TASEP). More precisely we deal with the TASEP with open or periodic boundary conditions…
We study the spectrum of the Markov matrix of the totally asymmetric exclusion process (TASEP) on a one-dimensional periodic lattice at ARBITRARY filling. Although the system does not possess obvious symmetries except translation…
We study in further detail particle models displaying a boundary-induced absorbing state phase transition [Phys. Rev. E. {\bf 65}, 046104 (2002) and Phys. Rev. Lett. {\bf 100}, 165701 (2008)] . These are one-dimensional systems consisting…
We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…
We prove that the probability substitution matrices obtained from a continuous-time Markov chain form a multiplicatively closed set if and only if the rate matrices associated to the chain form a linear space spanning a Lie algebra. The key…
The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…
The boundary-induced phase transitions in an asymmetric simple exclusion process with inter-particle repulsion and bulk non-conservation are analyzed through the fixed points of the boundary layers. This system is known to have phases in…
We define a Markov process in a forward population model with backward genealogy given by the $\Lambda$-coalescent. This Markov process, called the fixation line, is related to the block counting process through its hitting times. Two…
Active classification, i.e., the sequential decision-making process aimed at data acquisition for classification purposes, arises naturally in many applications, including medical diagnosis, intrusion detection, and object tracking. In this…
Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…
Under a markovian evolutionary process, the expected number of substitutions per site (also called branch length) that have occurred when a sequence has evolved from another according to a transition matrix $P$ can be approximated by…
In this work, we propose a global model selection criterion to estimate the graph of conditional dependencies of a random vector based on a finite sample. By global criterion, we mean optimizing a function over the entire set of possible…
We provide a detailed discussion about the unitary and reduced evolution induced by family of Hamiltonian models describing a multilevel system, with a ground state and a possibly multilevel excited sector, coupled to a multimode boson…
We investigate recurrence and transience of Branching Markov Chains (BMC) in discrete time. Branching Markov Chains are clouds of particles which move (according to an irreducible underlying Markov Chain) and produce offspring…
We present here generalization of the recursion method of Haydock et al [1] for the calculation of Green matrices (in angular momentum space). Earlier approaches concentrated on the diagonal elements, since the focus was on spectral…