English
Related papers

Related papers: The reversibility and an SPDE for the generalized …

200 papers

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Probability · Mathematics 2023-10-11 Marcin Magdziarz , Kacper Taźbierski

We introduce a reversible Markovian coagulation-fragmentation process on the set of partitions of $\{1,\ldots,L\}$ into disjoint intervals. Each interval can either split or merge with one of its two neighbors. The invariant measure can be…

Probability · Mathematics 2013-11-27 Cedric Bernardin , Fabio Lucio Toninelli

This paper studies the spatial coalescent on $\Z^2$. In our setting, the partition elements are located at the sites of $\Z^2$ and undergo local delayed coalescence and migration. That is, pairs of partition elements located at the same…

Probability · Mathematics 2009-10-07 Andreas Greven , Vlada Limic , Anita Winter

We consider a multidimensional It\^o process $Y=(Y_t)_{t\in[0,T]}$ with some unknown drift coefficient process $b_t$ and volatility coefficient $\sigma(X_t,\theta)$ with covariate process $X=(X_t)_{t\in[0,T]}$, the function…

Statistics Theory · Mathematics 2009-06-18 Stefano M. Iacus , Nakahiro Yoshida

In the framework of Event Enhanced Quantum Theory (EEQT) a probabilistic construction of the piecewise deterministic process associated with a dynamical semigroup is presented. The process generates sample histories of individual systems…

Quantum Physics · Physics 2007-05-23 Ph. Blanchard , A. Jadczyk , R. Olkiewicz

We propose a new method of analyzing the asymptotics of moments of certain linear random recurrences which is based on the technique of iterative functions. By using the method, we show that the moments of the number of collisions and the…

Probability · Mathematics 2011-05-11 Alexander Marynych

Duality plays an important role in population genetics. It can relate results from forwards-in-time models of allele frequency evolution with those of backwards-in-time genealogical models; a well known example is the duality between the…

Populations and Evolution · Quantitative Biology 2019-08-09 Robert C. Griffiths , Paul A. Jenkins , Sabin Lessard

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Statistical Mechanics · Physics 2009-11-13 A. Baule , R. Friedrich

In this paper we further study the stochastic partial differential equation first proposed by Xiong (2013). Under localized conditions on the coefficients we show that the solution is in fact distribution-function-valued and we establish…

Probability · Mathematics 2016-10-10 Li Wang , Xu Yang , Xiaowen Zhou

Trees corresponding to $\Lambda$- and $\Xi$-$n$-coalescents can be both quite similar and fundamentally different compared to bifurcating tree models based on Kingman's $n$-coalescent. This has consequences for inference of a well-fitting…

Probability · Mathematics 2020-10-26 Fabian Freund

We investigate a parity-time (PT) symmetric system that consists of two symmetrically coupled asymmetric dimers. The enclosed magnetic flux controls the PT phase transition. The system can reenter the exact PT-symmetric phase from a broken…

Optics · Physics 2018-09-28 L. Jin

We propose an extension of the classical $\Lambda$-Fleming-Viot model to intrinsically varying population sizes. During events, instead of replacing a proportion of the population, a random mass dies and a, possibly different, random mass…

Probability · Mathematics 2023-11-13 Julian Kern , Bastian Wiederhold

By means of the continuous unitary transformation similar to a general scheme of the Renormalization Group (RG) procedure we study the issue of symmetry breaking and pairing instability in the system of interacting fermions. Constructing a…

Superconductivity · Physics 2009-11-11 T. Domanski , A. Donabidowicz

We elaborate an approach to quantum fluctuations of angular momentum based on the diagonalization of the covariance matrix in two versions: real symmetric and complex Hermitian. At difference with previous approaches this is SU(2) invariant…

Quantum Physics · Physics 2009-04-28 Ángel Rivas , Alfredo Luis

We consider a fractional counting process with jumps of amplitude $1,2,\ldots,k$, with $k\in \mathbb{N}$, whose probabilities satisfy a suitable system of fractional difference-differential equations. We obtain the moment generating…

Probability · Mathematics 2016-03-10 Antonio Di Crescenzo , Barbara Martinucci , Alessandra Meoli

Open systems acquire time-dependent coupling constants through interaction with an external field or environment. We generalize the Lewis-Riesenfeld invariant theorem to open system of quantum fields after second quantization. The…

High Energy Physics - Theory · Physics 2011-07-19 S. P. Kim , A. E. Santana , F. C. Khanna

The Fleming-Viot particle system consists of $N$ identical particles diffusing in a domain $U \subset \mathbb{R}^d$. Whenever a particle hits the boundary $\partial U$, that particle jumps onto another particle in the interior. It is known…

Probability · Mathematics 2020-11-25 Oliver Tough , James Nolen

Consider an arbitrary large population at the present time, originated at an unspecified arbitrary large time in the past, where individuals in the same generation reproduce independently, forward in time, with the same offspring…

Probability · Mathematics 2024-06-05 Airam Blancas , Sandra Palau

Fleming-Viot type particle systems represent a classical way to approximate the distribution of a Markov process with killing, given that it is still alive at a final deterministic time. In this context, each particle evolves independently…

Probability · Mathematics 2017-09-21 Bernard Delyon , Frédéric Cérou , Arnaud Guyader , Mathias Rousset

We study the condensed phase of a Bose-Fermi mixture with a tunable pairing interaction between bosons and fermions with many-body diagrammatic methods and fixed-node diffusion Quantum Monte Carlo simulations. A universal behavior of the…

Quantum Gases · Physics 2015-02-10 Andrea Guidini , Gianluca Bertaina , Davide Emilio Galli , Pierbiagio Pieri