Related papers: The Lambda-Fleming-Viot process and a connection w…
We analyze $(2+1)$-dimensional vector-vector type four-Fermi interaction (Thirring) model in the framework of the $1/N$ expansion. By solving the Dyson-Schwinger equation in the large-$N$ limit, we show that in the two-component formalism…
In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear detailed balanced chemical reactions with finite species such…
We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed away from the $x$-axis. We first analyze the case where the…
A multiple filter test (MFT) for the analysis and detection of rate change points in point processes on the line has been proposed recently. The underlying statistical test investigates the null hypothesis of constant rate. For that…
We reformulate the Thirring model in $D$ $(2 \le D < 4)$ dimensions as a gauge theory by introducing $U(1)$ hidden local symmetry (HLS) and study the dynamical mass generation of the fermion through the Schwinger-Dyson (SD) equation. By…
This article presents a variant of Fleming-Viot particle systems, which are a standard way to approximate the law of a Markov process with killing as well as related quantities. Classical Fleming-Viot particle systems proceed by simulating…
We revisit the problem of finding the probability distribution of a fermionic number of one-dimensional spinless free fermions on a segment of a given length. The generating function for this probability distribution can be expressed as a…
We take up the idea of Nelson's stochastic processes, the aim of which was to deduce Schr\"odinger's equation. We make two major changes here. The first one is to consider deterministic processes which are pseudo-random but which have the…
An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…
Classification of Left-Right Symmetric (LRS) heterotic-string vacua in the free fermionic formulation, using random generation of generalised GSO (GGSO) projection coefficients, produced phenomenologically viable models with probability…
One-dimensional Fisher-Wright diffusion process on the interval $(0,1)$ with mutations is considered. This is a widely known model in population genetics. The goal of the paper is an exponential recurrence of the process, which also implies…
We consider the family of real (generalized) eigenfunctions of the adjacency operator on $T_d$ - the $d$-regular tree. We show the existence of a unique invariant Gaussian process on the ensemble and derive explicitly its covariance…
We discuss properties of the $\epsilon$-expansion in $d=4-\epsilon$ dimensions. Using Lagrange inversion we write down an exact expression for the value of the Wilson-Fisher fixed point coupling order by order in $\epsilon$ in terms of the…
We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of…
The Fleming-Viot process with parent-independent mutation process is one particular neutral population genetic model. As time goes by, some initial species are replaced by mutated ones gradually. Once the population mutation rate is high,…
We investigate the properties of a Wright-Fisher diffusion process started from frequency x at time 0 and conditioned to be at frequency y at time T. Such a process is called a bridge. Bridges arise naturally in the analysis of selection…
We consider a two-color P\'{o}lya urn in the case when a fixed number $S$ of balls is added at each step. Assume it is a large urn that is, the second eigenvalue $m$ of the replacement matrix satisfies $1/2<m/S\leq1$. After $n$ drawings,…
Models for human choice prediction in preference learning and psychophysics often consider only binary response data, requiring many samples to accurately learn preferences or perceptual detection thresholds. The response time (RT) to make…
This paper introduces a new framework to study the asymptotical behavior of the empirical distribution function (e.d.f.) of Gaussian vector components, whose correlation matrix $\Gamma^{(m)}$ is dimension-dependent. Hence, by contrast with…
We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…