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The paper studies the higher-order absolute differences taken from progressive terms of time-homogenous binary Markov chains. Two theorems presented are the limiting theorems for these differences, when their order $k$ converges to…

Probability · Mathematics 2017-06-27 A. Yu. Shahverdian

This paper is concerned with the dynamics of an infinite-dimensional gradient system under small almost periodic perturbations. Under the assumption that the original autonomous system has a global attractor given as the union of unstable…

Dynamical Systems · Mathematics 2011-03-15 Bixiang Wang

We study quantum Dirichlet forms and the associated symmetric quantum Markov semigroups on noncommutative $L^2$ spaces. It is known from the work of Cipriani and Sauvageot that these semigroups induce a first order differential calculus,…

Operator Algebras · Mathematics 2021-08-13 Melchior Wirth

The Bernoulli-Laplace model describes a diffusion process of two types of particles between two urns. To analyze the finite-size dynamics of this process, and for other constructive results we diagonalize the corresponding transition matrix…

Mathematical Physics · Physics 2018-12-05 Chjan Lim , William Pickering

In an attempt to characterize the structure of eigenvectors of random regular graphs, we investigate the correlations between the components of the eigenvectors associated to different vertices. In addition, we provide numerical…

Mathematical Physics · Physics 2009-11-13 Yehonatan Elon

We analyze families of Markov chains that arise from decomposing tensor products of irreducible representations. This illuminates the Burnside-Brauer Theorem for building irreducible representations, the McKay Correspondence, and Pitman's…

Representation Theory · Mathematics 2018-10-02 Georgia Benkart , Persi Diaconis , Martin W. Liebeck , Pham Huu Tiep

Continuous-time discrete-state random Markov chains generated by a random linear differential equation with a random tridiagonal matrix are shown to have a random attractor consisting of singleton subsets, essentially a random path, in the…

Dynamical Systems · Mathematics 2013-01-18 P. E. Kloeden , V. S. Kozyakin

We introduce a class of $M \times M$ sample covariance matrices $\mathcal Q$ which subsumes and generalizes several previous models. The associated population covariance matrix $\Sigma = \mathbb E \cal Q$ is assumed to differ from the…

Probability · Mathematics 2015-01-19 Alex Bloemendal , Antti Knowles , Horng-Tzer Yau , Jun Yin

We propose a novel nonlinear bidirectionally coupled heterogeneous chain network whose dynamics evolve in discrete time. The backbone of the model is a pair of popular map-based neuron models, the Chialvo and the Rulkov maps. This model is…

Adaptation and Self-Organizing Systems · Physics 2024-05-14 Indranil Ghosh , Anjana S. Nair , Hammed Olawale Fatoyinbo , Sishu Shankar Muni

We consider a q-deformed version of the uniform Gibbs measure on dimers on the periodized hexagonal lattice (equivalently, on interlacing particle configurations, if vertical dimers are seen as particles) and show that it is invariant under…

Probability · Mathematics 2015-09-08 Ivan Corwin , Fabio Lucio Toninelli

Bayesian statistical graphical models are typically classified as either continuous and parametric (Gaussian, parameterized by the graph-dependent precision matrix with Wishart-type priors) or discrete and non-parametric (with…

Probability · Mathematics 2025-04-01 Iza Danielewska , Bartosz Kołodziejek , Jacek Wesołowski , Xiaolin Zeng

We consider the forward problem of uncertainty quantification for the generalised Dirichlet eigenvalue problem for a coercive second order partial differential operator with random coefficients, motivated by problems in structural…

Numerical Analysis · Mathematics 2019-05-20 Alexander D. Gilbert , Ivan G. Graham , Frances Y. Kuo , Robert Scheichl , Ian H. Sloan

Many non-equilibrium systems display dynamic phase transitions from active to absorbing states, where fluctuations cease entirely. Based on a field theory representation of the master equation, the critical behavior can be analyzed by means…

Statistical Mechanics · Physics 2007-05-23 Uwe C. Tauber

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

For a large class of linear neutral type systems the problem of eigenvalues and eigenvectors assignment is investigated, i.e. finding the system which has the given spectrum and almost all, in some sense, eigenvectors.

Optimization and Control · Mathematics 2013-04-17 Kateryna V. Sklyar , Rabah Rabah , Grigory M. Sklyar

The notion of Markov duality between two Markov processes that can live in two different configurations spaces $(x,{\tilde x})$ is revisited via the spectral decompositions of the two Markov generators in their bi-orthogonal basis of right…

Statistical Mechanics · Physics 2025-10-08 Cecile Monthus

The complete, nonperturbative content of random matrix models is described by resurgent-transseries -- general solutions to their corresponding string-equations. These transseries include exponentially-suppressed multi-instanton amplitudes…

High Energy Physics - Theory · Physics 2026-01-06 Marcos Marino , Ricardo Schiappa , Maximilian Schwick

We model and study the genetic evolution and conservation of a population of diploid hermaphroditic organisms, evolving continuously in time and subject to resource competition. In the absence of mutations, the population follows a 3-type…

Probability · Mathematics 2012-07-23 Camille Coron

When analyzing data from multiple sources, it is often convenient to strike a careful balance between two goals: capturing the heterogeneity of the samples and sharing information across them. We introduce a novel framework to model a…

Methodology · Statistics 2026-03-02 Laura D'Angelo , Bernardo Nipoti , Andrea Ongaro

Using the theory of Dirichlet forms we construct a large class of continuous semimartingales on an open domain $E \subset \mathbb{R}^d$, which are governed by rank-based, in addition to name-based, characteristics. Using the results of Baur…

Probability · Mathematics 2021-04-12 David Itkin , Martin Larsson