Related papers: On Dirichlet eigenvectors for neutral two-dimensio…

Let $X$, $B$ and $Y$ be three Dirichlet, Bernoulli and beta independent random variables such that $X\sim \mathcal{D}(a_0,...,a_d),$ such that $\Pr(B=(0,...,0,1,0,...,0))=a_i/a$ with $a=\sum_{i=0}^da_i$ and such that $Y\sim \beta(1,a).$ We…

For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the…

Markov chains provide a foundational framework for modeling sequential stochastic processes, with the transition probability matrix characterizing the dynamics of state evolution. While classical estimation methods such as maximum…

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…

We investigate the parameter recovery of Markov-switching ordinary differential processes from discrete observations, where the differential equations are nonlinear additive models. This framework has been widely applied in biological…

This paper contributes an in-depth study of properties of continuous time Markov chains (CTMCs) on non-negative integer lattices $\N_0^d$, with particular interest in one-dimensional CTMCs with polynomial transitions rates. Such stochastic…

One approach to understand the chaotic dynamics of nonlinear dissipative systems is the study of non-chaotic yet dynamically unstable invariant solutions embedded in the system's chaotic attractor. The significance of zero-dimensional…

Given any square matrix, $\mathbf{M}$, whose diagonal elements are negative, and which is multiplied by a variable, $\sigma$, we wish to find the minimal $\sigma$ such that the eigenvalue of $\mathbf{M}_{\sigma}$ is exactly zero. By…

Eigenvectors associated with non-degenerate eigenvalues are shown to correspond to columns of the adjugate of the characteristic matrix. Degenerate eigenvalues are associated with eigenvectors that correspond to reduced complement tensors…

This article is concerned with sampling from Gibbs distributions $\pi(x)\propto e^{-U(x)}$ using Markov chain Monte Carlo methods. In particular, we investigate Langevin dynamics in the continuous- and the discrete-time setting for such…

In this paper, we study the asymptotic behavior of the extreme eigenvalues and eigenvectors of the high dimensional spiked sample covariance matrices, in the supercritical case when a reliable detection of spikes is possible. Especially, we…

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

We give a closed form of the discrete-time evolution of a recombination transformation in population genetics. This decomposition allows to define a Markov chain in a natural way. We describe the geometric decay rate to the limit…

In [Athreya, den Hollander, R\"ollin; 2021, arXiv:1908.06241] models from population genetics were used to define stochastic dynamics in the space of graphons arising as continuum limits of dense graphs. In the present paper we exhibit an…

In probability theory, the independence is a very fundamental concept, but with a little mystery. People can always easily manipulate it logistically but not geometrically, especially when it comes to the independence relationships among…

Let $\mathbf{W}\in\mathbb{C}^{n\times n}$ be a {\it single-spiked} Wishart matrix in the class $\mathbf{W}\sim \mathcal{CW}_n(m,\mathbf{I}_n+ \theta \mathbf{v}\mathbf{v}^\dagger) $ with $m\geq n$, where $\mathbf{I}_n$ is the $n\times n$…

The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…

Rectangular $N\times M$ matrix models can be solved in several qualitatively distinct large $N$ limits, since two independent parameters govern the size of the matrix. Regarded as models of random surfaces, these matrix models interpolate…

We consider the random Markov matrix obtained by assigning i.i.d. non-negative weights to each edge of the complete oriented graph. In this study, the weights have unbounded first moment and belong to the domain of attraction of an…

The asymptotic stability of the null equilibrium of a linear population model with two physiological structures formulated as a first-order hyperbolic PDE is determined by the spectrum of its infinitesimal generator. We propose an…