Related papers: The reversibility and an SPDE for the generalized …
The goal of this paper is to analyse the asymptotic behavior of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens…
Consider the Leibenson equation \begin{equation*} \partial_t u = \Delta_p u^q, \end{equation*} where $\Delta_p f = div(|\nabla f|^{p-2}\nabla f)$ for $p>1$ and $q>0$, which is a simultaneous generalization of the porous media and the…
In this work, an inverse problem on the determination of multiple coefficients arising from the time-domain diffuse optical tomography with fluorescence (DOT-FDOT) is investigated. We simultaneously recover the distribution of background…
The genealogy at a single locus of a constant size $N$ population in equilibrium is given by the well-known Kingman's coalescent. When considering multiple loci under recombination, the ancestral recombination graph encodes the genealogies…
We study a one-dimensional kinetic stochastic model driven by a L{\'e}vy process with a non-linear time-inhomogeneous drift. More precisely, the process $(V,X)$ is considered, where $X$ is the position of the particle and its velocity $V$…
Time reversal symmetry is a fundamental property of many quantum mechanical systems. The relation between statistical physics and time reversal is subtle and not all statistical theories conserve this particular symmetry, most notably…
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely divisible distributions. We consider L\'{e}vy and additive…
A very rich phase diagram has recently been found in CeCu$_{2}$Si$_{2}$ from high pressure experiments where, in particular, a transition between an intermediate valence configuration and an integral valent heavy fermion state has been…
The Ancestral Selection Graph (ASG) is an important genealogical process which extends the well-known Kingman coalescent to incorporate natural selection. We show that the number of lineages of the ASG with and without mutation is…
We review results on GKSL-type equations with multi-modal generators which are quadratic in bosonic or fermionic creation and annihilation operators. General forms of such equations are presented. The Gaussian solutions are obtained in…
The compound decision problem for a vector of independent Poisson random variables with possibly different means has half a century old solution. However, it appears that the classical solution needs smoothing adjustment even when there are…
Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in [0,1]^\N: \sum_{i\ge 1} x_i=1\}$ with GEM…
Using the recently proposed covariant framework of general relativistic stochastic mechanics and stochastic thermodynamics, we proved the detailed and integral fluctuation theorems in curved spacetime. The time-reversal transformation is…
We investigate scaling limits of trees built by uniform attachment with freezing, which is a variant of the classical model of random recursive trees introduced in a companion paper. Here vertices are allowed to freeze, and arriving…
In conventional quantum mechanics, all unitary evolution takes place within the space-time Hilbert space $\mathcal H_{xt}=L^2(\mathcal M_{xt})$, with time as the sole evolution parameter. The momentum-energy representation $\phi(k,E)$ is…
Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…
We consider the motion of a randomly accelerated particle in one dimension under stochastic resetting mechanism. Denoting the position and velocity by $x$ and $v$ respectively, we consider two different resetting protocols - (i) complete…
We provide some equations for the Variance Gamma process due to the fact that we do not consider only the definition as a time-changed Brownian motion. This brings us to a new non-local equation, even true in the drifted case, involving…
We derive the class of normalized generalized Gamma processes from Poisson-Kingman models (Pitman, 2003) with tempered alfa-stable mixing distribution. Relying on this construction it can be shown that in Bayesian nonparametrics, results on…
A general affine Markov semigroup is formulated as the convolution of a homogeneous one with a skew convolution semigroup. We provide some sufficient conditions for the regularities of the homogeneous affine semigroup and the skew…