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In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…

chao-dyn · Physics 2016-08-31 Z. Kaufmann , H. Lustfeld , A. Nemeth , P. Szepfalusy

In inference problems involving a multi-dimensional parameter $\theta$, it is often natural to consider decision rules that have a risk which is invariant under some group $G$ of permutations of $\theta$. We show that this implies that the…

Methodology · Statistics 2014-07-01 Erik van Zwet

Modern physics simulation often involves multiple functions of interests, and traditional numerical approaches are known to be complex and computationally costly. While machine learning-based surrogate models can offer significant cost…

Machine Learning · Computer Science 2025-06-10 Da Long , Zhitong Xu , Guang Yang , Akil Narayan , Shandian Zhe

Several natural phenomena exhibit long-range conditional dependencies. High-order mixture transition distribution (MTD) are parsimonious non-parametric models to study these phenomena. An MTD is a Markov chain in which the transition…

Methodology · Statistics 2025-12-02 Maiara Gripp , Giulio Iacobelli , Guilherme Ost , Daniel Y. Takahashi

Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…

Machine Learning · Computer Science 2024-08-06 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

We determine the propagation properties of a quantum particle in a d-dimensional lattice with hopping disorder, delta-correlated in time. The system is delocalized: the averaged transition probability shows a diffusive behavior. Then,…

Statistical Mechanics · Physics 2007-05-23 G. C. Ferrario , V. G. Benza

A quantum-mechanical analysis of hyper-fast (faster than ballistic) diffusion of a quantum wave packet in random optical lattices is presented. The main motivation of the presented analysis is experimental demonstrations of hyper-diffusive…

Optics · Physics 2015-08-25 Alexander Iomin

We examine the asymmetric simple exclusion process with open boundaries, a paradigm of driven diffusive systems, having a nonequilibrium steady state transition. We provide a full derivation and expanded discussion and digression on results…

Statistical Mechanics · Physics 2009-11-11 Martin Depken , Robin Stinchcombe

We investigate a stochastic process consisting of a two-dimensional particle with anisotropic diffusion, mortality rate and a drift velocity, in the presence of an absorbing boundary. After the particle has encountered the boundary, the…

Statistical Mechanics · Physics 2015-12-14 Javier Quetzalcóatl Toledo-Marín , Isaac Pérez Castillo

We present a novel approach for learning an HMM whose outputs are distributed according to a parametric family. This is done by {\em decoupling} the learning task into two steps: first estimating the output parameters, and then estimating…

Machine Learning · Computer Science 2013-02-26 Aryeh Kontorovich , Boaz Nadler , Roi Weiss

We study the probability distribution P(M) of the order parameter (average magnetization) M, for the finite-size systems at the critical point. The systems under consideration are the 3-dimensional Ising model on a simple cubic lattice, and…

Statistical Mechanics · Physics 2009-10-31 M. M. Tsypin , H. W. J. Blöte

Random matrix theory can be used to describe the transport properties of a chaotic quantum dot coupled to leads. In such a description, two approaches have been taken in the literature, considering either the Hamiltonian of the dot or its…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 M L Polianski , P W Brouwer

Atmospheric turbulence is one of the lead disturbance factors for free-space quantum communication. The quantum states of light in such channels are affected by fluctuating losses characterized by the probability distribution of…

Quantum Physics · Physics 2023-10-02 M. Klen , A. A. Semenov

The 1D Ising model is the simplest Hamiltonian-based model in statistical mechanics. The sim- plest interacting particle process is the Symmetric Exclusion Process (SEP), a 1D lattice gas of particles that hop symmetrically and cannot…

Statistical Mechanics · Physics 2018-10-11 Joshua D M Hellier , Graeme J Ackland

This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this…

Mathematical Finance · Quantitative Finance 2014-06-03 Johan GB Beumee , Chris Cormack , Peyman Khorsand , Manish Patel

A novel design procedure for practical hierarchical distribution matchers (HiDMs) in probabilistically shaped constellation systems is presented. The proposed approach enables the determination of optimal parameters for any target…

Signal Processing · Electrical Eng. & Systems 2026-01-26 Pantea Nadimi Goki , Luca Potì

There have been increasing reports that the diffusion coefficient of macromolecules depends on time and fluctuates randomly. Here, a novel method to elucidate the fluctuating diffusivity from trajectory data is developed. The time-averaged…

Statistical Mechanics · Physics 2017-10-25 Tomoshige Miyaguchi

Accurate imputation is essential for the reliability and success of downstream tasks. Recently, diffusion models have attracted great attention in this field. However, these models neglect the latent distribution in a lower-dimensional…

Machine Learning · Computer Science 2024-09-16 Guojun Liang , Najmeh Abiri , Atiye Sadat Hashemi , Jens Lundström , Stefan Byttner , Prayag Tiwari

We consider the Beta polymer, an exactly solvable model of directed polymer on the square lattice, introduced by Barraquand and Corwin. We study the statistical properties of its point to point partition sum. The problem is equivalent to a…

Disordered Systems and Neural Networks · Physics 2017-01-04 Thimothé Thiery , Pierre Le Doussal